13
H index
16
i10 index
448
Citations
Luis H. R. Alvarez Esteban : Citation Profile
Turun Yliopisto | RESEARCH PRODUCTION: 29 Articles 30 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1995 - 2019). 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 Esteban. | Is cited by:
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Main data
Where Luis H. R. Alvarez Esteban has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CESifo Working Paper Series / CESifo | 9 |
| Discussion Papers / Aboa Centre for Economics | 7 |
| Papers / arXiv.org | 6 |
| Discussion Papers / The Research Institute of the Finnish Economy | 2 |
Recent works citing Luis H. R. Alvarez Esteban (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2055 | Uncertainty and Time-to-Build in Bioenergy Crop Production. (2015). Hayes, Dermot ; Dumortier, Jerome ; Kauffman, Nathan. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205574. Full description at Econpapers || Download paper |
| 2024 | Quickest Detection of Ecological Regimes for Natural Resource Management. (2024). Deopa, Neha ; Rinaldo, Daniele. In: Papers. RePEc:arx:papers:2005.11500. Full description at Econpapers || Download paper |
| 2025 | Cooperation, Correlation and Competition in Ergodic $N$-player Games and Mean-field Games of Singular Controls: A Case Study. (2024). Ferrari, Giorgio ; Cannerozzi, Federico. In: Papers. RePEc:arx:papers:2404.15079. Full description at Econpapers || Download paper |
| 2025 | Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences. (2024). Park, Kyunghyun ; Chen, Kexin ; Wong, Hoi Ying. In: Papers. RePEc:arx:papers:2406.12305. Full description at Econpapers || Download paper |
| 2024 | Cooperation, Correlation and Competition in Ergodic $N$-Player Games and Mean-Field Games of Singular Controls: A Case Study. (2024). Ferrari, Giorgio ; Cannerozzi, Federico. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:691. Full description at Econpapers || Download paper |
| 2024 | Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces. (2024). Riedel, Frank ; Federico, Salvatore ; Rockner, Michael ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:692. Full description at Econpapers || Download paper |
| 2024 | Time-to-build, regulation, and investment. (2024). Jeon, Haejun. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:3:p:999-1019. Full description at Econpapers || Download paper |
| 2024 | An option game model applicable to multi-agent cooperation investment in energy storage projects. (2024). Su, Bin ; Zhang, Mingming ; Liu, Liyun ; Nie, Jinchen. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001051. Full description at Econpapers || Download paper |
| 2024 | The effects of time-to-build and regulation on investment timing and size. (2024). Jeon, Haejun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006732. Full description at Econpapers || Download paper |
| 2024 | Diffusion spiders: Green kernel, excessive functions and optimal stopping. (2024). Salminen, Paavo ; Lempa, Jukka ; Mordecki, Ernesto. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002016. Full description at Econpapers || Download paper |
| 2024 | A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin. (2024). Renaud, Jean-Franois. In: Statistics & Probability Letters. RePEc:eee:stapro:v:206:y:2024:i:c:s016771522300202x. Full description at Econpapers || Download paper |
| 2025 | Optimal Consumption, Portfolio, and Retirement Under Implementation Delay. (2025). Jeon, Junkee ; Kim, Geonwoo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2704-:d:1730346. Full description at Econpapers || Download paper |
| 2024 | Quickest Detection of Ecological Regimes for Natural Resource Management. (2024). Deopa, Neha ; Rinaldo, Daniele. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:5:d:10.1007_s10640-024-00868-9. Full description at Econpapers || Download paper |
| 2025 | Optimizing the configuration of personalized service supply chain under resource orchestration mechanism. (2025). Yao, Jianming ; Wang, Mozhu. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:4:d:10.1007_s10660-023-09792-4. Full description at Econpapers || Download paper |
| 2025 | The effect of tax policy uncertainty on incentivization, managerial effort and total surplus. (2025). Spaeth, Alexandra. In: Journal of Business Economics. RePEc:spr:jbecon:v:95:y:2025:i:6:d:10.1007_s11573-025-01227-w. Full description at Econpapers || Download paper |
| 2024 | Accounting for Transparency: a Framework and Three Applications in Tax, Managerial, and Financial Accounting. (2024). Rostam-Afschar, Davud ; Bischof, Jannis ; Sureth-Sloane, Caren ; Rohlfing-Bastian, Anna ; Gassen, Joachim. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:76:y:2024:i:4:d:10.1007_s41471-024-00200-7. Full description at Econpapers || Download paper |
| 2024 | Investment Timing and Technological Breakthroughs. (2024). Gensbittel, Fabien ; Décamps, Jean-Paul ; Mariotti, Thomas ; Decamps, Jean-Paul. In: TSE Working Papers. RePEc:tse:wpaper:125690. Full description at Econpapers || Download paper |
Works by Luis H. R. Alvarez Esteban:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Timing in the presence of directional predictability: optimal stopping of skew Brownian motion.(2017) In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2019 | A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty In: Journal of Public Economic Theory. [Full Text][Citation analysis] | article | 25 |
| 2003 | Irreversible investment under interest rate variability : new results In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Taxation and Rotation Age under Stochastic Forest Stand Value In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2007 | Taxation and rotation age under stochastic forest stand value.(2007) In: Journal of Environmental Economics and Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2004 | Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 47 |
| 2006 | Does risk aversion accelerate optimal forest rotation under uncertainty?.(2006) In: Journal of Forest Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
| 2005 | Progressive Taxation and Irreversible Investment under Uncertainty In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Optimal Harvesting under Resource Stock and Price Uncertainty In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
| 2007 | Optimal harvesting under resource stock and price uncertainty.(2007) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 1997 | Valuation of Irreversible Entry Options under Uncertainty and Taxation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2001 | Wicksellian Theory of Forest Rotation under Interest Rate Variability In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2005 | Wicksellian theory of forest rotation under interest rate variability.(2005) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2002 | Irreversible Investment under Interest Rate Variability: New Results In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Irreversible investment under interest rate variability: new results.(2004) In: Others. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2003 | Irreversible investment under interest rate variability: new results.(2003) In: Bank of Finland Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2003 | A General Approach to the Stochastic Rotation Problem with Amenity Valuation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Optimal capital accumulation under price uncertainty and costly reversibility In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
| 1999 | Optimal exit and valuation under demand uncertainty: A real options approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 17 |
| 2002 | The impact of delivery lags on irreversible investment under uncertainty In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 38 |
| 2007 | Partial outsourcing: A real options perspective In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 36 |
| 1998 | Zero coupon bonds and affine term structures: reconsidering the one-factor model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
| 1998 | Exit strategies and price uncertainty: a Greenian approach In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
| 2001 | Adoption of uncertain multi-stage technology projects: a real options approach In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 22 |
| 1998 | Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts In: Journal of Public Economics. [Full Text][Citation analysis] | article | 42 |
| 2000 | Singular stochastic control in the presence of a state-dependent yield structure In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 14 |
| 1995 | Theory of Tax-Induced Investment Spurts. In: Uppsala - Working Paper Series. [Citation analysis] | paper | 3 |
| 2000 | Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing. In: Uppsala - Working Paper Series. [Citation analysis] | paper | 2 |
| 1997 | Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts In: Working Paper Series. [Citation analysis] | paper | 1 |
| 2010 | Investment timing in presence of downside risk: a certainty equivalent characterization In: Annals of Finance. [Full Text][Citation analysis] | article | 4 |
| 2003 | On Forest Rotation under Interest Rate Variability. In: International Tax and Public Finance. [Full Text][Citation analysis] | article | 11 |
| 2003 | On Forest Rotation Under Interest Rate Variability.(2003) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1996 | Demand uncertainty and the value of supply opportunities In: Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1999 | Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing In: FinanzArchiv: Public Finance Analysis. [Citation analysis] | article | 5 |
| 2007 | Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note In: FinanzArchiv: Public Finance Analysis. [Full Text][Citation analysis] | article | 1 |
| 2006 | Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options In: Review of Finance. [Full Text][Citation analysis] | article | 18 |
| 2003 | Irreversible Investment under Interest Rate Variability: Some Generalizations In: Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2006 | Irreversible Investment under Interest Rate Variability: Some Generalizations.(2006) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2003 | Optimal risk adoption: a real options approach In: Economic Theory. [Full Text][Citation analysis] | article | 13 |
| 2006 | A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation In: Economic Theory. [Full Text][Citation analysis] | article | 9 |
| 2001 | Solving optimal stopping problems of linear diffusions by applying convolution approximations In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 4 |
| 2001 | Reward functionals, salvage values, and optimal stopping In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 29 |
| 2009 | Optimal payout policy in presence of downside risk In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 5 |
| 2010 | Irreversible capital accumulation under interest rate uncertainty In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 4 |
| 2006 | A Class of Solvable Stopping Games In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Optimal Dividend Control in Presence of Downside Risk In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Knightian Uncertainty, k-Ignorance, and Optimal Timing In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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