March 13, 2007
Juan Pablo RINCÓN–ZAPATERO
Departamento de Economı́a
Universidad Carlos III de Madrid
28903 Getafe (Madrid)
Ph.D. in Economics, Universidad de Valladolid
M.A. in Economics, Universidad de Valladolid
B.A. in Mathematics, Universidad de Valladolid
Visiting Professor, Universidad Carlos III de Madrid
Profesor Titular, Universidad de Valladolid
Teaching Assistant, Universidad de Valladolid
Publications in refereed academic journals
1. “Mean–variance portfolio and contribution selection in stochastic pension funding,” Eu-
ropean Journal of Operational Research 2007, forthcoming, joint with Ricardo Josa–
2. “Recursive utility with unbounded aggregators,” Economic Theory 2007, forthcoming,
joint with Carlos Rodŕıguez–Palmero.
3. “Funding and investment decisions in a stochastic defined benefit pension plan with several
levels of labor–income earnings,” Computers and Operations Research 2007, forthcoming,
joint with Ricardo Josa–Fombellida.
4. “New approach to stochastic optimal control,” Journal of Optimization Theory and Ap-
plications 2007, forthcoming, joint with Ricardo Josa–Fombellida.
5. “Optimal investment decisions with a liability: the case of defined benefit pension plans,”
Insurance: Mathematics and Economics 39, 81-98, 2006, joint with Ricardo Josa–Fombe-
6. “Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery
games,” Journal of Economic Dynamics and Control 29, 1073-1096, 2005, joint with
7. “Optimal risk management in defined–benefit stochastic pension funds,” Insurance: Math-
ematics and Economics 34, 489–503, 2004, joint with Ricardo Josa–Fombellida.
8. “Characterization of Markovian equilibria in a class of differential games,” Journal of
Economic Dynamics and Control 28, 1243–1266, 2004.
9. “A direct method com