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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Josa-Fombellida, Ricardo
Showing results 1 to 14 of 14
| Issue Date | Title | Author(s) | Type | | 2003 | Una caracterización directa del control óptimo en problemas de control estocástico | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | bookPart |
| 2008 | Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | article |
| Nov-2008 | Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | workingPaper |
| May-2008 | Mean–variance portfolio and contribution selection in stochastic pension funding | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | article |
| 2001 | Minimization of risks in pension funding by means of contributions and portfolio selection | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | article |
| 2007 | New approach to stochastic optimal control | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | article |
| May-2005 | New approach to stochastic optimal control and applications to economics | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | workingPaper |
| 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 |
| 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 | Resolución de problemas de control estocástico de Mayer mediante ecuaciones en derivadas parciales | Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo [jrincon] | bookPart |
Showing results 1 to 14 of 14
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