Details about Luis H. R. Alvarez

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

Last updated 2020-09-08. Update your information in the RePEc Author Service.

Short-id: pal401

Working Papers

2019

1. A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty
   Papers, arXiv.org
2. A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity
   Papers, arXiv.org View citations (2)
3. The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts
   Papers, arXiv.org

2016

4. Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion
   Papers, arXiv.org View citations (1)
   See also Journal Article in Mathematical Methods of Operations Research (2017)

2013

5. 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 (3)

2010

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

2009

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

2007

8. Knightian Uncertainty, k-Ignorance, and Optimal Timing
   Discussion Papers, Aboa Centre for Economics View citations (3)
9. Optimal Dividend Control in Presence of Downside Risk
   Discussion Papers, Aboa Centre for Economics View citations (3)

2006

10. A Class of Solvable Stopping Games
    Discussion Papers, Aboa Centre for Economics View citations (4)
11. Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty
    Discussion Papers, Aboa Centre for Economics
12. Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective
    Discussion Papers, Aboa Centre for Economics View citations (1)

2004

13. Irreversible investment under interest rate variability: new results
    Others, University Library of Munich, Germany View citations (2)
    Also in Research Discussion Papers, Bank of Finland (2003)

2003

14. 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)
15. 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)

2000

16. 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

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

1995

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

Journal Articles

2017

1. 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 (1)
   See also Working Paper (2016)

2011

2. Optimal capital accumulation under price uncertainty and costly reversibility
   Journal of Economic Dynamics and Control, 2011, 35, (10), 1769-1788 View citations (9)

2010

3. Investment timing in presence of downside risk: a certainty equivalent characterization
   Annals of Finance, 2010, 6, (3), 317-333 View citations (5)
4. Irreversible capital accumulation under interest rate uncertainty
   Mathematical Methods of Operations Research, 2010, 72, (2), 249-271 View citations (1)

2009

5. Optimal payout policy in presence of downside risk
   Mathematical Methods of Operations Research, 2009, 69, (1), 27-58 View citations (1)

2008

6. Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty
   Journal of Public Economic Theory, 2008, 10, (1), 149-169 View citations (20)

2007

7. Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note
   FinanzArchiv: Public Finance Analysis, 2007, 63, (1), 46-53
8. Optimal harvesting under resource stock and price uncertainty
   Journal of Economic Dynamics and Control, 2007, 31, (7), 2461-2485 View citations (14)
9. Partial outsourcing: A real options perspective
   International Journal of Industrial Organization, 2007, 25, (1), 91-102 View citations (33)
10. Taxation and rotation age under stochastic forest stand value
    Journal of Environmental Economics and Management, 2007, 54, (1), 113-127 View citations (8)

2006

11. 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 (15)
12. Does risk aversion accelerate optimal forest rotation under uncertainty?
    Journal of Forest Economics, 2006, 12, (3), 171-184 View citations (39)
13. 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)
14. Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options
    Review of Finance, 2006, 10, (3), 417-441 View citations (12)

2005

15. Wicksellian theory of forest rotation under interest rate variability
    Journal of Economic Dynamics and Control, 2005, 29, (3), 529-545 View citations (16)

2003

16. 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)
17. Optimal risk adoption: a real options approach
    Economic Theory, 2003, 23, (1), 123-147 View citations (12)

2002

18. The impact of delivery lags on irreversible investment under uncertainty
    European Journal of Operational Research, 2002, 136, (1), 173-180 View citations (33)

2001

19. Adoption of uncertain multi-stage technology projects: a real options approach
    Journal of Mathematical Economics, 2001, 35, (1), 71-97 View citations (20)
20. 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)
21. Reward functionals, salvage values, and optimal stopping
    Mathematical Methods of Operations Research, 2001, 54, (2), 315-337 View citations (9)
22. Solving optimal stopping problems of linear diffusions by applying convolution approximations
    Mathematical Methods of Operations Research, 2001, 53, (1), 89-99 View citations (4)

2000

23. Singular stochastic control in the presence of a state-dependent yield structure
    Stochastic Processes and their Applications, 2000, 86, (2), 323-343 View citations (10)

1999

24. Optimal exit and valuation under demand uncertainty: A real options approach
    European Journal of Operational Research, 1999, 114, (2), 320-329 View citations (15)
25. 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

26. Exit strategies and price uncertainty: a Greenian approach
    Journal of Mathematical Economics, 1998, 29, (1), 43-56 View citations (5)
27. Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts
    Journal of Public Economics, 1998, 69, (1), 17-48 View citations (28)
28. 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

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