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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Rincón-Zapatero, Juan Pablo [jrincon]
Showing results 20 to 30 of 30
| Issue Date | Title | Author(s) | Type | | Oct-2010 | On a PDE arising in one-dimensional stochastic control problems | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | article |
| Nov-2008 | On one-dimensional stochastic control problems: applications to investment models | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | workingPaper |
| Jun-2007 | On the impossibility of representing infinite utility streams | Crespo, Juan A.; Núñez, Carmelo [cnunez]; Rincón-Zapatero, Juan Pablo [jrincon] | workingPaper |
| 2009 | On the impossibility of representing infinite utility streams | Crespo, Juan A.; Núñez, Carmelo [cnunez]; Rincón-Zapatero, Juan Pablo [jrincon] | article |
| 2010 | Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | article |
| 2008 | Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | workingPaper |
| 2006 | Optimal investment decisions with a liability: the case of defined benefit pension plans | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | article |
| 2004 | Optimal risk management in defined-benefit stochastic pension funds | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | article |
| 2007 | Recursive utility with unbounded aggregators | Rincón-Zapatero, Juan Pablo [jrincon]; Rodríguez-Palmero, C. | article |
| 2007 | Resolución de problemas de control estocástico de Mayer mediante ecuaciones en derivadas parciales | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | bookPart |
| 1993 | Valor de Shapley de un juego capitalista | Rincón-Zapatero, Juan Pablo [jrincon] | article |
Showing results 20 to 30 of 30
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