
Juan Pablo Torres-Martínez
Ph.D. in Science, Institute for Pure and Applied Mathematics (IMPA), Brasil
M.Sc. in Mathematical Economics, Institute for Pure and Applied Mathematics (IMPA), Brasil
B.Sc. in Mathematics, Universidad de Chile
Juan Pablo Torres-Martínez es Profesor Titular del Departamento de Economía de la Universidad de Chile. Matemático por educación, su investigación se concentra en las áreas de economía financiera y teoría de juegos, dedicándose al análisis de los mercados financieros desde una perspectiva de equilibrio general y al estudio de modelos de emparejamiento. Sus artículos han sido publicados en revistas como Econometrica, Economic Theory y Journal of Mathematical Economics.
En la Universidad de Chile ha sido Director de Investigación de la Facultad de Economía y Negocios (03/2019-06/2020) y Director Académico de los programas de Doctorado y Magíster en Economía (04/2009-12/2011; 01/2015-08/2016). Entre marzo 2002 y abril 2008 fue académico del Departamento de Economía de la Pontificia Universidad Católica de Río de Janeiro, Brasil.
Teoría Económica y Economía Financiera
Publicaciones en Revistas con Comité Editorial
- 2024 / Strategic behavior in one-to-one matching markets without outside options / GAMES AND ECONOMIC BEHAVIOR
- 2024 / Coalitional stability in matching problems with externalities and random preferences / GAMES AND ECONOMIC BEHAVIOR
- 2023 / Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences / JOURNAL OF COMBINATORIAL OPTIMIZATION / - No. 2
- 2021 / The roommate problem with externalities / International Journal of Game Theory / - No. 1
- 2021 / Matching with externalities: The role of prudence and social connectedness in stability / JOURNAL OF MATHEMATICAL ECONOMICS
- 2020 / Information within coalitions: risk and ambiguity / ECONOMIC THEORY / - No. 1
- 2019 / Financial segmentation and collateralized debt in infinite-horizon economies / JOURNAL OF MATHEMATICAL ECONOMICS
- 2018 / General equilibrium with endogenous trading constraints / PLoS One / - No. 9
- 2017 / Credit Market Segmentation, Essentiality of Commodities, and Supermodularity / JOURNAL OF MATHEMATICAL ECONOMICS
- 2017 / Endogenous Differential Information / ECONOMIC THEORY / - No. 1
- 2016 / Credit segmentation in general equilibrium / JOURNAL OF MATHEMATICAL ECONOMICS
- 2014 / Equilibrium in collateralized asset markets: credit contractions and negative equity loans / JOURNAL OF MATHEMATICAL ECONOMICS
- 2014 / Essential equilibria of large generalized games / ECONOMIC THEORY / - No. 3
- 2013 / Equilibrium with limited-recourse collateralized loans / ECONOMIC THEORY / - No. 1
- 2012 / Equilibrium existence in infinite horizon economies / Portuguese Economic Journal / - No. 2
- 2011 / Long-lived collateralized assets and bubbles / JOURNAL OF MATHEMATICAL ECONOMICS / - No. 3
- 2011 / On equilibrium existence with endogenous restricted financial participation / JOURNAL OF MATHEMATICAL ECONOMICS / - No. 1
- 2011 / Fiat money and the value of binding portfolio constraints / ECONOMIC THEORY / - No. 2
- 2010 / The impossibility of effective enforcement mechanisms in collateralized credit markets / JOURNAL OF MATHEMATICAL ECONOMICS / - No. 3
- 2009 / A market game approach to differential information economies / ECONOMIC THEORY / - No. 2
- 2008 / Wealth transfers and the role of collateral when lifetimes are uncertain / Economic Theory / - No. 3
- 2008 / Collaterallized assets and asymmetric information / Journal of Mathematical Economics / - No. 05-jun
- 2007 / General equilibrium in CLO markets / Journal of Mathematical Economics / - No. 6
- 2006 / Fixed points as Nash equilibria / FIXED POINT THEORY AND APPLICATIONS
- 2002 / Collateral avoids Ponzi schemes in incomplete markets / Econometrica / - No. 4