Luis H. R. Alvarez : Citation Profile


Are you Luis H. R. Alvarez?

Turun Yliopisto

12

H index

16

i10 index

370

Citations

RESEARCH PRODUCTION:

29

Articles

29

Papers

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 15
   Journals where Luis H. R. Alvarez has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 31 (7.73 %)

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   Permalink: http://citec.repec.org/pal401
   Updated: 2022-01-23    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:

Panteghini, Paolo (9)

Thijssen, Jacco (8)

Insley, Margaret (8)

brunette, marielle (7)

moretto, michele (7)

Delacote, Philippe (6)

Di Corato, Luca (5)

Kanniainen, Vesa (5)

Pirttilä, Jukka (5)

Bayraktar, Erhan (4)

Kari, Seppo (4)

Cites to:

Pindyck, Robert (22)

Epstein, Larry (17)

Caballero, Ricardo (16)

Dixit, Avinash (13)

Boyarchenko, Svetlana (12)

Marinacci, Massimo (10)

Bertola, Giuseppe (9)

Abel, Andrew (8)

Schmeidler, David (7)

Gilboa, Itzhak (7)

Panteghini, Paolo (7)

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
Journal of Mathematical Economics2
European Journal of Operational Research2
Economic Theory2
Insurance: Mathematics and Economics2

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 (2021 and 2020)


YearTitle of citing document
2020Analysis of the optimal exercise boundary of American put option with delivery lags. (2018). Yang, Zhou ; Liang, Gechun. In: Papers. RePEc:arx:papers:1805.02909.

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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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2021Competition versus Cooperation: A class of solvable mean field impulse control problems. (2020). Sohr, Tobias ; Neumann, Berenice Anne ; Christensen, Soren. In: Papers. RePEc:arx:papers:2010.06452.

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2020Optimal switch from a fossil-fueled to an electric vehicle. (2020). Ferrari, Giorgio ; Falbo, Paolo ; Schmeck, Maren Diane ; Rizzini, Giorgio. In: Papers. RePEc:arx:papers:2012.09493.

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2021Optimal exit decision of venture capital under time-inconsistent preferences. (2021). Zhang, XU ; Li, Yongwu ; Ju'e Guo, . In: Papers. RePEc:arx:papers:2103.11557.

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2021Stationary Discounted and Ergodic Mean Field Games of Singular Control. (2021). Cao, Haoyang ; Ferrari, Giorgio ; Dianetti, Jodi. In: Papers. RePEc:arx:papers:2105.07213.

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2021Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793.

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2021Stationary Discounted and Ergodic Mean Field Games of Singular Control. (2021). Ferrari, Giorgio ; Dianetti, Jodi ; Cao, Haoyang. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:650.

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2021The Effects of Random and Seasonal Environmental Fluctuations on Optimal Harvesting and Stocking. (2021). Hening, A ; Ungureanu, S ; Tran, K Q. In: Working Papers. RePEc:cty:dpaper:21/05.

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2021A dynamic model of managerial entrenchment and the positive incentives it creates. (2021). Guthrie, Graeme. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s0165188920302256.

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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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2021Investment and financing decisions in the presence of time-to-build. (2021). Jeon, Haejun. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:1068-1084.

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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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2020Twenty one years after the publication of the generalized Faustmann formula. (2020). Chang, Sun Joseph. In: Forest Policy and Economics. RePEc:eee:forpol:v:118:y:2020:i:c:s1389934120301118.

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2021How managerial ownership and the market for corporate control can improve investment timing. (2021). Hobbs, Cameron ; Guthrie, Graeme. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001126.

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2021Optimal timing and capacity choice with taxes and subsidies under uncertainty. (2021). Pereira, Paulo J ; Azevedo, Alcino ; Rodrigues, Artur. In: Omega. RePEc:eee:jomega:v:102:y:2021:i:c:s0305048320306666.

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2021The uncertainty-investment relationship with endogenous capacity. (2021). Sarkar, Sudipto. In: Omega. RePEc:eee:jomega:v:98:y:2021:i:c:s0305048318314233.

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2020Coordination by quantity flexibility contract in a two-echelon supply chain system: Effect of outsourcing decisions. (2020). Taleizadeh, Ata Allah ; Ebrahimi, Hamid Reza ; Govindan, Kannan ; Heydari, Jafar. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304256.

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2021Certain effects of random taxes. (2021). Hines, James ; Keen, Michael J. In: Journal of Public Economics. RePEc:eee:pubeco:v:203:y:2021:i:c:s0047272721000487.

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2021Does economic policy uncertainty affect renewable energy consumption?. (2021). Shafiullah, Muhammad ; Atif, Muhammad ; Alam, Md Samsul ; Miah, Mohammad Dulal. In: Renewable Energy. RePEc:eee:renene:v:179:y:2021:i:c:p:1500-1521.

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2020A solution technique for Lévy driven long term average impulse control problems. (2020). Sohr, Tobias ; Christensen, Soren. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:12:p:7303-7337.

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2020.

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2020A framework for modelling cash flow lags. (2020). Song, Han-Suck ; Armerin, Fredrik. In: Working Paper Series. RePEc:hhs:kthrec:2020_017.

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2020Strategic partial outsourcing in the presence of single-source components. (2020). Chen, Ying-Ju. In: Journal of Economics. RePEc:kap:jeczfn:v:131:y:2020:i:3:d:10.1007_s00712-020-00708-6.

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2020Risk aversion hinders forestry professionals to adapt to climate change. (2020). Yousefpour, R ; Hanewinkel, M ; Brunette, M. In: Climatic Change. RePEc:spr:climat:v:162:y:2020:i:4:d:10.1007_s10584-020-02751-0.

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2021Optimal switch from a fossil-fueled to an electric vehicle. (2021). Schmeck, Maren Diane ; Rizzini, Giorgio ; Ferrari, Giorgio ; Falbo, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00359-2.

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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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2021A framework for modelling cash flow lags. (2021). Song, Han-Suck ; Armerin, Fredrik. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00137-7.

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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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2021The optimal stopping problem revisited. (2021). Oliveira, Carlos ; Nunes, Claudia ; Guerra, Manuel. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-019-01088-w.

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2021Investment Timing and Technological Breakthroughs. (2021). Gensbittel, Fabien ; Decamps, Jean-Paul ; Mariotti, Thomas. In: TSE Working Papers. RePEc:tse:wpaper:125690.

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2021Do the macroeconomic factors influence the firms investment decisions? A generalized method of moments (GMM) approach. (2021). Farooq, Umar ; Khan, Shamshair ; Ahmed, Jaleel. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:790-801.

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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.
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This paper has another version. Agregated cites: 2
paper
2016Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion In: Papers.
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paper2
2017Timing in the presence of directional predictability: optimal stopping of skew Brownian motion.(2017) In: Mathematical Methods of Operations Research.
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This paper has another version. Agregated cites: 2
article
2019A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity In: Papers.
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paper0
2019The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts In: Papers.
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paper0
2019A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty In: Papers.
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paper0
2008Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty In: Journal of Public Economic Theory.
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article21
2003Irreversible investment under interest rate variability : new results In: Research Discussion Papers.
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paper1
2002Irreversible Investment under Interest Rate Variability: New Results.(2002) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2004Irreversible investment under interest rate variability: new results.(2004) In: Others.
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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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paper9
2007Taxation and rotation age under stochastic forest stand value.(2007) In: Journal of Environmental Economics and Management.
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This paper has another version. Agregated cites: 9
article
2004Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? In: CESifo Working Paper Series.
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paper42
2006Does risk aversion accelerate optimal forest rotation under uncertainty?.(2006) In: Journal of Forest Economics.
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This paper has another version. Agregated cites: 42
article
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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paper16
2007Optimal harvesting under resource stock and price uncertainty.(2007) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 16
article
1997Valuation of Irreversible Entry Options under Uncertainty and Taxation In: CESifo Working Paper Series.
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paper12
2001Wicksellian Theory of Forest Rotation under Interest Rate Variability In: CESifo Working Paper Series.
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paper13
2005Wicksellian theory of forest rotation under interest rate variability.(2005) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 13
article
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
2011Optimal capital accumulation under price uncertainty and costly reversibility In: Journal of Economic Dynamics and Control.
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article9
1999Optimal exit and valuation under demand uncertainty: A real options approach In: European Journal of Operational Research.
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article16
2002The impact of delivery lags on irreversible investment under uncertainty In: European Journal of Operational Research.
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article35
2007Partial outsourcing: A real options perspective In: International Journal of Industrial Organization.
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article33
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
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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article21
1998Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts In: Journal of Public Economics.
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article30
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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article11
2003On Forest Rotation Under Interest Rate Variability.(2003) In: Discussion Papers.
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This paper has another version. Agregated cites: 11
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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article15
2003Irreversible Investment under Interest Rate Variability: Some Generalizations In: Discussion Papers.
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paper6
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: 6
article
2003Optimal risk adoption: a real options approach In: Economic Theory.
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article12
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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article10
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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article2
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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paper0
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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paper0

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