Details about Luis H. R. Alvarez
Access statistics for papers by Luis H. R. Alvarez.
Last updated 2022-11-06. Update your information in the RePEc Author Service.
Short-id: pal401
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Working Papers
2019
- A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty
Papers, arXiv.org
- A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity
Papers, arXiv.org View citations (2)
- The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts
Papers, arXiv.org
2016
- Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion
Papers, arXiv.org View citations (2)
See also Journal Article in Mathematical Methods of Operations Research (2017)
2013
- A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions
Papers, arXiv.org 
Also in Discussion Papers, Aboa Centre for Economics (2006) View citations (4)
2010
- A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk
Papers, arXiv.org
2009
- Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?
Discussion Papers, Aboa Centre for Economics
2007
- Knightian Uncertainty, k-Ignorance, and Optimal Timing
Discussion Papers, Aboa Centre for Economics View citations (3)
- Optimal Dividend Control in Presence of Downside Risk
Discussion Papers, Aboa Centre for Economics View citations (3)
2006
- A Class of Solvable Stopping Games
Discussion Papers, Aboa Centre for Economics View citations (4)
- Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty
Discussion Papers, Aboa Centre for Economics
- Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective
Discussion Papers, Aboa Centre for Economics View citations (1)
2005
- Optimal Harvesting under Resource Stock and Price Uncertainty
CESifo Working Paper Series, CESifo View citations (1)
See also Journal Article in Journal of Economic Dynamics and Control (2007)
- Progressive Taxation and Irreversible Investment under Uncertainty
CESifo Working Paper Series, CESifo View citations (2)
2004
- Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty?
CESifo Working Paper Series, CESifo View citations (9)
See also Journal Article in Journal of Forest Economics (2006)
- Irreversible investment under interest rate variability: new results
Others, University Library of Munich, Germany View citations (3)
Also in CESifo Working Paper Series, CESifo (2002)
- Taxation and Rotation Age under Stochastic Forest Stand Value
CESifo Working Paper Series, CESifo View citations (4)
See also Journal Article in Journal of Environmental Economics and Management (2007)
2003
- A General Approach to the Stochastic Rotation Problem with Amenity Valuation
CESifo Working Paper Series, CESifo
- Irreversible Investment under Interest Rate Variability: Some Generalizations
Discussion Papers, The Research Institute of the Finnish Economy View citations (4)
See also Journal Article in The Journal of Business (2006)
- On Forest Rotation Under Interest Rate Variability
Discussion Papers, The Research Institute of the Finnish Economy View citations (17)
See also Journal Article in International Tax and Public Finance (2003)
- On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty
CESifo Working Paper Series, CESifo
2001
- Wicksellian Theory of Forest Rotation under Interest Rate Variability
CESifo Working Paper Series, CESifo View citations (8)
See also Journal Article in Journal of Economic Dynamics and Control (2005)
2000
- 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
- Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts
Working Paper Series, Uppsala University, Department of Economics View citations (1)
- Valuation of Irreversible Entry Options under Uncertainty and Taxation
CESifo Working Paper Series, CESifo View citations (14)
1995
- Theory of Tax-Induced Investment Spurts
Working Papers, Uppsala - Working Paper Series View citations (3)
Journal Articles
2017
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
Mathematical Methods of Operations Research, 2017, 86, (2), 377-400 View citations (2)
See also Working Paper (2016)
2011
- Optimal capital accumulation under price uncertainty and costly reversibility
Journal of Economic Dynamics and Control, 2011, 35, (10), 1769-1788 View citations (9)
2010
- Investment timing in presence of downside risk: a certainty equivalent characterization
Annals of Finance, 2010, 6, (3), 317-333 View citations (5)
- Irreversible capital accumulation under interest rate uncertainty
Mathematical Methods of Operations Research, 2010, 72, (2), 249-271 View citations (3)
2009
- Optimal payout policy in presence of downside risk
Mathematical Methods of Operations Research, 2009, 69, (1), 27-58 View citations (4)
2008
- Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty
Journal of Public Economic Theory, 2008, 10, (1), 149-169 View citations (24)
2007
- Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note
FinanzArchiv: Public Finance Analysis, 2007, 63, (1), 46-53
- Optimal harvesting under resource stock and price uncertainty
Journal of Economic Dynamics and Control, 2007, 31, (7), 2461-2485 View citations (16)
See also Working Paper (2005)
- Partial outsourcing: A real options perspective
International Journal of Industrial Organization, 2007, 25, (1), 91-102 View citations (34)
- Taxation and rotation age under stochastic forest stand value
Journal of Environmental Economics and Management, 2007, 54, (1), 113-127 View citations (11)
See also Working Paper (2004)
2006
- A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation
Economic Theory, 2006, 28, (2), 373-398 View citations (13)
- Does risk aversion accelerate optimal forest rotation under uncertainty?
Journal of Forest Economics, 2006, 12, (3), 171-184 View citations (43)
See also Working Paper (2004)
- Irreversible Investment under Interest Rate Variability: Some Generalizations
The Journal of Business, 2006, 79, (2), 623-644 View citations (5)
See also Working Paper (2003)
- Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options
Review of Finance, 2006, 10, (3), 417-441 View citations (16)
2005
- Wicksellian theory of forest rotation under interest rate variability
Journal of Economic Dynamics and Control, 2005, 29, (3), 529-545 View citations (17)
See also Working Paper (2001)
2003
- On Forest Rotation under Interest Rate Variability
International Tax and Public Finance, 2003, 10, (4), 489-503 View citations (16)
See also Working Paper (2003)
- Optimal risk adoption: a real options approach
Economic Theory, 2003, 23, (1), 123-147 View citations (14)
2002
- The impact of delivery lags on irreversible investment under uncertainty
European Journal of Operational Research, 2002, 136, (1), 173-180 View citations (36)
2001
- Adoption of uncertain multi-stage technology projects: a real options approach
Journal of Mathematical Economics, 2001, 35, (1), 71-97 View citations (21)
- 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 View citations (4)
- Reward functionals, salvage values, and optimal stopping
Mathematical Methods of Operations Research, 2001, 54, (2), 315-337 View citations (34)
- Solving optimal stopping problems of linear diffusions by applying convolution approximations
Mathematical Methods of Operations Research, 2001, 53, (1), 89-99 View citations (5)
2000
- Singular stochastic control in the presence of a state-dependent yield structure
Stochastic Processes and their Applications, 2000, 86, (2), 323-343 View citations (13)
1999
- Optimal exit and valuation under demand uncertainty: A real options approach
European Journal of Operational Research, 1999, 114, (2), 320-329 View citations (16)
- 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
- Exit strategies and price uncertainty: a Greenian approach
Journal of Mathematical Economics, 1998, 29, (1), 43-56 View citations (5)
- Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts
Journal of Public Economics, 1998, 69, (1), 17-48 View citations (37)
- Zero coupon bonds and affine term structures: reconsidering the one-factor model
Insurance: Mathematics and Economics, 1998, 23, (1), 85-90 View citations (1)
1996
- Demand uncertainty and the value of supply opportunities
Journal of Economics, 1996, 64, (2), 163-175 View citations (5)
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