sample of publications

• articles 

  • Housing prices and credit constraints in competitive search.  ECONOMIC JOURNAL.  2023
  • Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory.  MATHEMATICAL SOCIAL SCIENCES.  112:84-97. 2021
  • Equilibrium strategies in a defined benefit pension plan game.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  275:374-386. 2019
  • Certainty equivalence principle in stochastic differential games: An inverse problem approach.  OPTIMAL CONTROL APPLICATIONS & METHODS.  40:545-557. 2019
  • Differentiability of the value function and Euler equation in non-concave discrete time stochastic dynamic programming.  Economic Theory Bulletin.  8:79-88. 2019
  • Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance.  INSURANCE MATHEMATICS & ECONOMICS.  82:73-86. 2018
  • Stochastic differential games for which the open-loop equilibrium is subgame perfect..  Dynamic Games and Applications.  8. 2018
  • Envelope theorem in dynamic economic models with recursive utility.  ECONOMICS LETTERS.  163:10-12. 2018
  • Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset.  ECONOMIC THEORY.  59:61-108. 2015
  • Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  220:404-413. 2012
  • Differentiability of the value function in continuous-time economic models.  JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS.  394:305-323. 2012
  • On a PDE Arising in One-Dimensional Stochastic Control Problems.  JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS.  147:1-26. 2010
  • Optimal Asset Allocation for Aggregated Defined Benefit Pension Funds with Stochastic Interest Rates.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  201:211-221. 2010
  • On the Imposibility of Representing Infinite Utility Streams.  ECONOMIC THEORY.  40:47-56. 2009
  • Differentiability of the Value Function without Interiority Assumptions.  JOURNAL OF ECONOMIC THEORY.  144:1948-1964. 2009
  • Hopf-Lax Formula for Variational Problems with Non-Constant Discount.  Journal of Geometric Mechanics.  1:357-367. 2009
  • Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case".  ECONOMETRICA.  77:317-318. 2009
  • Mean-Variance Portfolio and Contribution Selection in Stochastic Pension Funding.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  187:120-137. 2008
  • Funding and Investment Decisions in a Stochastic Defined Benefit Pension Plan with Several Levels of Labor-Income Earnings.  COMPUTERS & OPERATIONS RESEARCH.  35:47-63. 2008

• book chapters 

  • Optimal Mean Variance Portfolio in Pension Funding with Stochastic Interest Rates. In: New Frontiers in Insurance and Bank Risk Management.  MCGRAW HILL INTERAMERICANA DE ESPAÑA,S.A,. 55-68. 2009

• conference contributions 

  • Housing Prices and Credit Constraints in Competitive Search 2021
  • Subgame Perfect Nash Equilibrium as solution of a control problem.  61. 2018
  • On global stackelberg equilibrium in differential games of infinite horizon 2014
  • A stochastic differential game of a productive asset: an Euler Equation approach 2013
  • Aggregator Characterization of Implicitly Additive Utility: Consequences for Optimal Growth 2013
  • A noncoperative differential game of stochastic productive assets 2011

• working papers 

  • Housing prices and credit constraints in competitive search 2022
  • Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 2022
  • Housing prices and credit constraints in competitive search 2020
  • Housing Prices and Credit Constraints in Competitive Search 2019
  • Differentiability of the Value Function in Continuous-Time Economic Models 2010