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Details about Luis H. R. Alvarez

Homepage:http://info.tse.fi/staff.asp?id=luis.alvarez&lang=eng
Workplace:Turun Kauppakorkeakoulu (Turku School of Economics), Turun Yliopisto (University of Turku), (more information at EDIRC)

Access statistics for papers by Luis H. R. Alvarez.

Last updated 2014-05-20. Update your information in the RePEc Author Service.

Short-id: pal401


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Working Papers

2013

  1. A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions
    Papers, arXiv.org Downloads
    Also in Discussion Papers, Aboa Centre for Economics (2006) Downloads View citations (3)

2010

  1. A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk
    Papers, arXiv.org Downloads

2009

  1. Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?
    Discussion Papers, Aboa Centre for Economics Downloads

2007

  1. Knightian Uncertainty, k-Ignorance, and Optimal Timing
    Discussion Papers, Aboa Centre for Economics Downloads
  2. Optimal Dividend Control in Presence of Downside Risk
    Discussion Papers, Aboa Centre for Economics Downloads View citations (1)

2006

  1. A Class of Solvable Stopping Games
    Discussion Papers, Aboa Centre for Economics Downloads View citations (3)
  2. Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty
    Discussion Papers, Aboa Centre for Economics Downloads
  3. Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective
    Discussion Papers, Aboa Centre for Economics Downloads View citations (1)

2005

  1. Optimal Harvesting under Resource Stock and Price Uncertainty
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2007)
  2. Progressive Taxation and Irreversible Investment under Uncertainty
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)

2004

  1. Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty?
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (6)
    See also Journal Article in Journal of Forest Economics (2006)
  2. Irreversible investment under interest rate variability: new results
    Others, EconWPA Downloads View citations (1)
    Also in Research Discussion Papers, Bank of Finland (2003) Downloads View citations (1)
    CESifo Working Paper Series, CESifo Group Munich (2002) Downloads
  3. Taxation and Rotation Age under Stochastic Forest Stand Value
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)
    See also Journal Article in Journal of Environmental Economics and Management (2007)

2003

  1. A General Approach to the Stochastic Rotation Problem with Amenity Valuation
    CESifo Working Paper Series, CESifo Group Munich Downloads
  2. Irreversible Investment under Interest Rate Variability: Some Generalizations
    Discussion Papers, The Research Institute of the Finnish Economy Downloads View citations (4)
    See also Journal Article in The Journal of Business (2006)
  3. On Forest Rotation Under Interest Rate Variability
    Discussion Papers, The Research Institute of the Finnish Economy Downloads View citations (15)
    See also Journal Article in International Tax and Public Finance (2003)
  4. On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty
    CESifo Working Paper Series, CESifo Group Munich Downloads

2001

  1. Wicksellian Theory of Forest Rotation under Interest Rate Variability
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (8)
    See also Journal Article in Journal of Economic Dynamics and Control (2005)

2000

  1. Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing
    Working Papers, Uppsala - Working Paper Series View citations (2)

1997

  1. Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts
    Working Paper Series, Uppsala University, Department of Economics

1995

  1. Theory of Tax-Induced Investment Spurts
    Working Papers, Uppsala - Working Paper Series View citations (3)

Journal Articles

2011

  1. Optimal capital accumulation under price uncertainty and costly reversibility
    Journal of Economic Dynamics and Control, 2011, 35, (10), 1769-1788 Downloads View citations (4)

2010

  1. Investment timing in presence of downside risk: a certainty equivalent characterization
    Annals of Finance, 2010, 6, (3), 317-333 Downloads View citations (3)

2008

  1. Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty
    Journal of Public Economic Theory, 2008, 10, (1), 149-169 Downloads View citations (9)

2007

  1. Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note
    FinanzArchiv: Public Finance Analysis, 2007, 63, (1), 46-53 Downloads
  2. Optimal harvesting under resource stock and price uncertainty
    Journal of Economic Dynamics and Control, 2007, 31, (7), 2461-2485 Downloads View citations (7)
    See also Working Paper (2005)
  3. Partial outsourcing: A real options perspective
    International Journal of Industrial Organization, 2007, 25, (1), 91-102 Downloads View citations (16)
  4. Taxation and rotation age under stochastic forest stand value
    Journal of Environmental Economics and Management, 2007, 54, (1), 113-127 Downloads View citations (5)
    See also Working Paper (2004)

2006

  1. A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation
    Economic Theory, 2006, 28, (2), 373-398 Downloads View citations (12)
  2. Does risk aversion accelerate optimal forest rotation under uncertainty?
    Journal of Forest Economics, 2006, 12, (3), 171-184 Downloads View citations (20)
    See also Working Paper (2004)
  3. Irreversible Investment under Interest Rate Variability: Some Generalizations
    The Journal of Business, 2006, 79, (2), 623-644 Downloads View citations (2)
    See also Working Paper (2003)
  4. Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options
    Review of Finance, 2006, 10, (3), 417-441 Downloads View citations (5)

2005

  1. Wicksellian theory of forest rotation under interest rate variability
    Journal of Economic Dynamics and Control, 2005, 29, (3), 529-545 Downloads View citations (10)
    See also Working Paper (2001)

2003

  1. On Forest Rotation under Interest Rate Variability
    International Tax and Public Finance, 2003, 10, (4), 489-503 Downloads View citations (14)
    See also Working Paper (2003)
  2. Optimal risk adoption: a real options approach
    Economic Theory, 2003, 23, (1), 123-147 Downloads View citations (6)

2002

  1. The impact of delivery lags on irreversible investment under uncertainty
    European Journal of Operational Research, 2002, 136, (1), 173-180 Downloads View citations (18)

2001

  1. Adoption of uncertain multi-stage technology projects: a real options approach
    Journal of Mathematical Economics, 2001, 35, (1), 71-97 Downloads View citations (10)
  2. On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models
    Insurance: Mathematics and Economics, 2001, 28, (1), 83-90 Downloads View citations (4)

2000

  1. Singular stochastic control in the presence of a state-dependent yield structure
    Stochastic Processes and their Applications, 2000, 86, (2), 323-343 Downloads View citations (3)

1999

  1. Optimal exit and valuation under demand uncertainty: A real options approach
    European Journal of Operational Research, 1999, 114, (2), 320-329 Downloads View citations (4)
  2. Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing
    FinanzArchiv: Public Finance Analysis, 1999, 56, (3/4), 285- View citations (4)

1998

  1. Exit strategies and price uncertainty: a Greenian approach
    Journal of Mathematical Economics, 1998, 29, (1), 43-56 Downloads View citations (4)
  2. Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts
    Journal of Public Economics, 1998, 69, (1), 17-48 Downloads View citations (22)
  3. Zero coupon bonds and affine term structures: reconsidering the one-factor model
    Insurance: Mathematics and Economics, 1998, 23, (1), 85-90 Downloads View citations (1)

1996

  1. Demand uncertainty and the value of supply opportunities
    Journal of Economics, 1996, 64, (2), 163-175 Downloads View citations (5)
 
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