13
H index
16
i10 index
441
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Carbon and Timber Management in Western Oregon under Tax-Financed Investments in Wildfire Risk Mitigation. (2022). Kuusela, Olli-Pekka ; Rossi, David. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:320670. Full description at Econpapers || Download paper |
| 2024 | Scenes from a Monopoly: Renewable Resources and Quickest Detection of Regime Shifts. (2020). Deopa, Neha ; Rinaldo, Daniele. In: Papers. RePEc:arx:papers:2005.11500. Full description at Econpapers || Download paper |
| 2023 | Exit game with private information. (2022). Palczewski, Jan ; Kwon, Dharma H. In: Papers. RePEc:arx:papers:2210.01610. 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: Papers. RePEc:arx:papers:2404.15079. 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 |
| 2023 | Robust irreversible investment strategy with ambiguity to jump and diffusion risk. (2023). Wang, Haijun ; Li, Shuang. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:645-665. Full description at Econpapers || Download paper |
| 2023 | On the determinants of the dynamic choice between mergers and tender offers. (2023). Rodrigues, Artur ; Pereira, Paulo J ; Lukas, Elmar. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001384. Full description at Econpapers || Download paper |
| 2024 | An option game model applicable to multi-agent cooperation investment in energy storage projects. (2024). Liu, Liyun ; Su, Bin ; Nie, Jinchen ; Zhang, Mingming. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001051. Full description at Econpapers || Download paper |
| 2023 | Optimal harvest decisions for the management of carbon sequestration forests under price uncertainty and risk preferences. (2023). Yang, Hongqiang ; Chang, Sun Joseph ; Ning, Zhuo ; Yu, Zhihan. In: Forest Policy and Economics. RePEc:eee:forpol:v:151:y:2023:i:c:s1389934123000527. Full description at Econpapers || Download paper |
| 2023 | Active timber management by outsourcing stumpage price uncertainty with the American put option. (2023). Zhang, Fan ; Chang, Sun Joseph. In: Forest Policy and Economics. RePEc:eee:forpol:v:154:y:2023:i:c:s1389934123001193. Full description at Econpapers || Download paper |
| 2024 | Diffusion spiders: Green kernel, excessive functions and optimal stopping. (2024). Salminen, Paavo ; Mordecki, Ernesto ; Lempa, Jukka. 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 |
| 2023 | Does tax uncertainty affect firm innovation speed?. (2023). Jin, Rong ; Chen, Wanyi. In: Technovation. RePEc:eee:techno:v:125:y:2023:i:c:s0166497223000822. Full description at Econpapers || Download paper |
| 2023 | Revisiting the Determinants of Investment- The Case of Tunisia. (2023). Smida, Mounir ; Farhani, Ramzi ; Aguir, Abdelkader ; Dardouri, Nesrine. In: Post-Print. RePEc:hal:journl:hal-04101430. Full description at Econpapers || Download paper |
| 2023 | Growing by outsourcing: a tale of two growths. (2023). Bakhtiari, Sasan. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09564-7. 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 |
| 2023 | Funding infrastructure under uncertainty: evidence from tax credit prices. (2023). Lang, Bree ; Patel, Pratish. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:3:d:10.1007_s10797-022-09729-x. Full description at Econpapers || Download paper |
| 2023 | Is analytical tax research alive and kicking? Insights from 2000 until 2022. (2023). Sailer, Mariana ; Niemann, Rainer. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:6:d:10.1007_s11573-023-01157-5. Full description at Econpapers || Download paper |
| 2023 | Non-linearity in the cost-effectiveness frontier. (2006). Fischer, Alastair ; Lord, Joanne ; Laking, George. In: Health Economics. RePEc:wly:hlthec:v:15:y:2006:i:6:p:565-577. 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 | 46 |
| 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: 46 | 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 | |
| .() In: . [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 | 35 |
| 2007 | Partial outsourcing: A real options perspective In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 35 |
| 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 | 40 |
| 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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