Luis H. R. Alvarez : Citation Profile


Are you Luis H. R. Alvarez?

Turun Yliopisto

11

H index

14

i10 index

343

Citations

RESEARCH PRODUCTION:

29

Articles

29

Papers

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 14
   Journals where Luis H. R. Alvarez has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 28 (7.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal401
   Updated: 2020-09-14    RAS profile: 2020-09-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Luis H. R. Alvarez.

Is cited by:

Delacote, Philippe (8)

brunette, marielle (8)

Insley, Margaret (8)

Thijssen, Jacco (8)

Panteghini, Paolo (8)

moretto, michele (7)

Di Corato, Luca (5)

CARMONA, JULIO (5)

Shackleton, Mark (4)

Damette, Olivier (4)

Lasserre, Pierre (4)

Cites to:

Pindyck, Robert (28)

Caballero, Ricardo (19)

Epstein, Larry (17)

Dixit, Avinash (14)

Boyarchenko, Svetlana (12)

Insley, Margaret (11)

Bertola, Giuseppe (11)

Marinacci, Massimo (10)

Abel, Andrew (9)

Eberly, Janice (8)

merton, robert (8)

Main data


Where Luis H. R. Alvarez has published?


Journals with more than one article published# docs
Mathematical Methods of Operations Research5
Journal of Economic Dynamics and Control3
FinanzArchiv: Public Finance Analysis2
Insurance: Mathematics and Economics2
Economic Theory2
Journal of Mathematical Economics2
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo9
Discussion Papers / Aboa Centre for Economics7
Papers / arXiv.org6
Discussion Papers / The Research Institute of the Finnish Economy2

Recent works citing Luis H. R. Alvarez (2020 and 2019)


YearTitle of citing document
2019Irreversible investment with fixed adjustment costs: a stochastic impulse control approach. (2019). federico, salvatore ; Tacconi, Elisa ; Rosestolato, Mauro . In: Papers. RePEc:arx:papers:1801.04491.

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2019Acquisition of Project-Specific Assets with Bayesian Updating. (2019). Lippman, Steven A ; Kwon, Dharma H. In: Papers. RePEc:arx:papers:1901.04120.

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2019A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity. (2019). , Luis ; Luis , ; Christensen, Soren. In: Papers. RePEc:arx:papers:1905.05429.

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2019The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1906.07533.

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2019A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1907.04046.

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2020Scenes from a Monopoly: Renewable Resources and Quickest Detection of Regime Shifts. (2020). Deopa, Neha ; Rinaldo, Daniele. In: Papers. RePEc:arx:papers:2005.11500.

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2019A Model for the Optimal Management of Inflation. (2019). Schuhmann, Patrick ; Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:624.

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2019Energy storage subsidy estimation for microgrid: A real option game-theoretic approach. (2019). Xu, Chongqing ; Zeng, YU ; Chen, Weidong. In: Applied Energy. RePEc:eee:appene:v:239:y:2019:i:c:p:373-382.

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2019Opaque bank assets and optimal equity capital. (2019). Keppo, Jussi ; Huang, Shan ; Dai, Min. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:369-394.

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2019Dynamic capital structure choice and investment timing. (2019). Kort, Peter ; Dockner, Engelbert J ; Hartl, Richard F. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:102:y:2019:i:c:p:70-80.

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2019Designing optimal M&A strategies under uncertainty. (2019). Rodrigues, Artur ; Lukas, Elmar ; Pereira, Paulo J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:104:y:2019:i:c:p:1-20.

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2019Optimal proportion decision-making for two stages investment. (2019). Jiang, I-Ming ; I-Ming Jiang, ; Liu, Yu-Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:776-785.

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2020Leverage, premium and timing in corporate acquisitions. (2020). Pereira, Paulo J ; Pires, Marco. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176519304756.

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2020A simple-to-implement real options method for the energy sector. (2020). Lotti, Giovanni ; Mancini, Mauro ; Locatelli, Giorgio. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303339.

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2020Impacts of forest tax under timber price uncertainty. (2020). Susaeta, Andres ; Gong, Peichen. In: Forest Policy and Economics. RePEc:eee:forpol:v:111:y:2020:i:c:s1389934119303880.

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2019Inefficient mergers. (2019). Lyandres, Evgeny ; Larkin, Yelena. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302237.

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2019Investment under uncertainty with variable costly reversibility. (2019). Shibata, Takashi ; Wong, Kit Pong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:14-28.

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2019Bargaining merger terms and the effect on the announcement returns. (2019). Pereira, Paulo J ; Rodrigues, Artur. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:510-521.

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2019The Determination of Concession Period for Build-Operate-Transfer Solar Photovoltaic Power Project under Policy Incentives: A Case Study of China. (2019). Chen, Weidong ; Zeng, YU. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:18:p:3520-:d:266861.

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2019Investment timing effects of wealth taxes under uncertainty and irreversibility. (2019). Sureth-Sloane, Caren ; Niemann, Rainer. In: Journal of Business Economics. RePEc:spr:jbecon:v:89:y:2019:i:4:d:10.1007_s11573-018-0918-4.

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2019The optimal time to make a risky investment under a permanent exit option. (2019). Wang, Junwei ; Li, Qiang ; Chu, Lap Keung ; Ni, Jian. In: Journal of Intelligent Manufacturing. RePEc:spr:joinma:v:30:y:2019:i:7:d:10.1007_s10845-017-1299-1.

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2020Some results on optimal stopping under phase-type distributed implementation delay. (2020). Lempa, Jukka . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:91:y:2020:i:3:d:10.1007_s00186-019-00694-6.

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2020On the problems of sequential statistical inference for Wiener processes with delayed observations. (2020). Gapeev, Pavel V. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01178-0.

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2019The Tax Paradox and Weak Tax Neutrality. (2019). Lopez, Ramon ; Gutiérrez C., Pablo ; Figueroa, Eugenio ; Gutierrez, Pablo. In: Working Papers. RePEc:udc:wpaper:wp481.

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2019A Model for the Optimal Management of Inflation. (2019). Ferrari, Giorgio ; Schuhmann, Patrick ; Federico, Salvatore. In: Department of Economics University of Siena. RePEc:usi:wpaper:812.

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2019A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA. (2019). Pigato, Paolo ; Lejay, Antoine. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:22:y:2019:i:04:n:s0219024919500171.

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Works by Luis H. R. Alvarez:


YearTitleTypeCited
2010A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk In: Papers.
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paper0
2013A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions In: Papers.
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paper2
2006A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion In: Papers.
[Full Text][Citation analysis]
paper1
2019A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity In: Papers.
[Full Text][Citation analysis]
paper2
2019The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts In: Papers.
[Full Text][Citation analysis]
paper0
2019A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty In: Papers.
[Full Text][Citation analysis]
paper0
2008Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty In: Journal of Public Economic Theory.
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article20
2003Irreversible investment under interest rate variability : new results In: Research Discussion Papers.
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paper1
2004Irreversible investment under interest rate variability: new results.(2004) In: Others.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Taxation and Rotation Age under Stochastic Forest Stand Value In: CESifo Working Paper Series.
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paper1
2004Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? In: CESifo Working Paper Series.
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paper9
2005Progressive Taxation and Irreversible Investment under Uncertainty In: CESifo Working Paper Series.
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paper1
2005Optimal Harvesting under Resource Stock and Price Uncertainty In: CESifo Working Paper Series.
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paper1
1997Valuation of Irreversible Entry Options under Uncertainty and Taxation In: CESifo Working Paper Series.
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paper7
2001Wicksellian Theory of Forest Rotation under Interest Rate Variability In: CESifo Working Paper Series.
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paper2
2002Irreversible Investment under Interest Rate Variability: New Results In: CESifo Working Paper Series.
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paper0
2003A General Approach to the Stochastic Rotation Problem with Amenity Valuation In: CESifo Working Paper Series.
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paper0
2003On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty In: CESifo Working Paper Series.
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paper0
2005Wicksellian theory of forest rotation under interest rate variability In: Journal of Economic Dynamics and Control.
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article11
2007Optimal harvesting under resource stock and price uncertainty In: Journal of Economic Dynamics and Control.
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article13
2011Optimal capital accumulation under price uncertainty and costly reversibility In: Journal of Economic Dynamics and Control.
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article8
1999Optimal exit and valuation under demand uncertainty: A real options approach In: European Journal of Operational Research.
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article14
2002The impact of delivery lags on irreversible investment under uncertainty In: European Journal of Operational Research.
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article31
2006Does risk aversion accelerate optimal forest rotation under uncertainty? In: Journal of Forest Economics.
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article34
2007Partial outsourcing: A real options perspective In: International Journal of Industrial Organization.
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article31
1998Zero coupon bonds and affine term structures: reconsidering the one-factor model In: Insurance: Mathematics and Economics.
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article0
2001On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models In: Insurance: Mathematics and Economics.
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article2
2007Taxation and rotation age under stochastic forest stand value In: Journal of Environmental Economics and Management.
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article8
1998Exit strategies and price uncertainty: a Greenian approach In: Journal of Mathematical Economics.
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article2
2001Adoption of uncertain multi-stage technology projects: a real options approach In: Journal of Mathematical Economics.
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article20
1998Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts In: Journal of Public Economics.
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article26
2000Singular stochastic control in the presence of a state-dependent yield structure In: Stochastic Processes and their Applications.
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article10
1995Theory of Tax-Induced Investment Spurts. In: Uppsala - Working Paper Series.
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paper3
2000Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing. In: Uppsala - Working Paper Series.
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paper2
1997Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts In: Working Paper Series.
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paper1
2010Investment timing in presence of downside risk: a certainty equivalent characterization In: Annals of Finance.
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article4
2003On Forest Rotation under Interest Rate Variability. In: International Tax and Public Finance.
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article10
2003On Forest Rotation Under Interest Rate Variability.(2003) In: Discussion Papers.
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This paper has another version. Agregated cites: 10
paper
1996Demand uncertainty and the value of supply opportunities In: Journal of Economics.
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article0
1999Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing In: FinanzArchiv: Public Finance Analysis.
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article5
2007Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note In: FinanzArchiv: Public Finance Analysis.
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article0
2006Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options In: Review of Finance.
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article12
2003Irreversible Investment under Interest Rate Variability: Some Generalizations In: Discussion Papers.
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paper5
2006Irreversible Investment under Interest Rate Variability: Some Generalizations.(2006) In: The Journal of Business.
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This paper has another version. Agregated cites: 5
article
2003Optimal risk adoption: a real options approach In: Economic Theory.
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article11
2006A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation In: Economic Theory.
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article10
2001Solving optimal stopping problems of linear diffusions by applying convolution approximations In: Mathematical Methods of Operations Research.
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article4
2001Reward functionals, salvage values, and optimal stopping In: Mathematical Methods of Operations Research.
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article6
2009Optimal payout policy in presence of downside risk In: Mathematical Methods of Operations Research.
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article1
2010Irreversible capital accumulation under interest rate uncertainty In: Mathematical Methods of Operations Research.
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article1
2017Timing in the presence of directional predictability: optimal stopping of skew Brownian motion In: Mathematical Methods of Operations Research.
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article1
2006A Class of Solvable Stopping Games In: Discussion Papers.
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paper3
2006Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective In: Discussion Papers.
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paper1
2007Optimal Dividend Control in Presence of Downside Risk In: Discussion Papers.
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paper3
2007Knightian Uncertainty, k-Ignorance, and Optimal Timing In: Discussion Papers.
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paper3
2006Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty In: Discussion Papers.
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paper0
2009Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? In: Discussion Papers.
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