Access Statistics for Luis H. R. Alvarez Esteban

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty 0 0 0 4 0 1 1 16
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 0 9 0 0 0 37
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 0 73 0 0 2 247
A Class of Solvable Stopping Games 0 0 1 69 0 0 1 185
A General Approach to the Stochastic Rotation Problem with Amenity Valuation 0 0 0 42 0 0 0 271
A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk 0 0 0 88 0 0 0 177
A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity 0 0 0 2 0 0 2 26
Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? 0 0 0 117 0 0 12 456
Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? 0 0 0 92 0 0 1 363
Irreversible Investment under Interest Rate Variability: New Results 0 0 0 55 0 0 2 295
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 38 0 0 2 183
Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty 0 0 0 181 0 3 7 659
Irreversible investment under interest rate variability: new results 0 0 0 16 0 0 6 105
Irreversible investment under interest rate variability: new results 0 0 4 188 0 0 9 644
Knightian Uncertainty, k-Ignorance, and Optimal Timing 0 1 1 98 0 1 7 347
Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective 0 0 0 28 0 0 0 220
On Forest Rotation Under Interest Rate Variability 0 0 0 40 0 1 1 162
On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty 0 0 1 234 0 0 1 1,827
Optimal Dividend Control in Presence of Downside Risk 0 0 0 64 0 0 3 214
Optimal Harvesting under Resource Stock and Price Uncertainty 0 1 1 143 0 1 4 491
Progressive Taxation and Irreversible Investment under Uncertainty 0 0 0 118 1 1 1 471
Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts 0 0 0 1 0 0 2 967
Taxation and Rotation Age under Stochastic Forest Stand Value 0 0 0 95 0 1 1 441
The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts 0 0 0 4 0 0 2 17
Theory of Tax-Induced Investment Spurts 0 0 0 1 0 0 0 175
Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion 0 0 0 13 0 0 1 36
Valuation of Irreversible Entry Options under Uncertainty and Taxation 1 1 1 5 2 2 2 559
Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing 0 0 0 0 0 0 0 202
Wicksellian Theory of Forest Rotation under Interest Rate Variability 0 0 0 78 0 0 1 658
Total Working Papers 1 3 9 1,896 3 11 71 10,451


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation 0 0 0 62 0 0 1 225
Adoption of uncertain multi-stage technology projects: a real options approach 0 0 2 147 0 0 6 333
Demand uncertainty and the value of supply opportunities 0 0 0 4 0 0 4 46
Does risk aversion accelerate optimal forest rotation under uncertainty? 0 0 0 14 0 0 0 63
Exit strategies and price uncertainty: a Greenian approach 0 0 0 22 0 0 0 101
Investment timing in presence of downside risk: a certainty equivalent characterization 0 0 1 27 0 0 2 112
Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note 0 0 0 10 0 0 0 55
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 51 0 0 3 235
Irreversible capital accumulation under interest rate uncertainty 0 0 0 3 0 0 5 34
On Forest Rotation under Interest Rate Variability 0 1 1 36 0 1 2 230
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models 0 0 0 32 0 0 0 157
Optimal capital accumulation under price uncertainty and costly reversibility 0 0 0 53 0 0 5 198
Optimal exit and valuation under demand uncertainty: A real options approach 0 0 2 67 0 0 4 147
Optimal harvesting under resource stock and price uncertainty 0 0 0 32 0 0 5 126
Optimal payout policy in presence of downside risk 0 0 0 2 0 0 0 19
Optimal risk adoption: a real options approach 0 0 0 46 0 0 1 178
Partial outsourcing: A real options perspective 0 1 2 123 0 1 3 328
Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty 0 0 1 28 0 0 2 123
Reward functionals, salvage values, and optimal stopping 0 0 0 15 0 0 0 37
Singular stochastic control in the presence of a state-dependent yield structure 0 0 1 13 0 0 1 61
Solving optimal stopping problems of linear diffusions by applying convolution approximations 0 0 0 0 0 0 1 7
Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options 0 0 1 29 0 0 2 133
Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts 0 3 5 100 0 4 9 258
Taxation and rotation age under stochastic forest stand value 0 0 1 20 0 0 2 98
The impact of delivery lags on irreversible investment under uncertainty 0 0 0 50 0 1 1 113
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion 0 0 0 3 0 0 0 21
Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing 0 0 0 0 0 0 1 213
Wicksellian theory of forest rotation under interest rate variability 0 0 0 12 0 2 8 152
Zero coupon bonds and affine term structures: reconsidering the one-factor model 0 0 0 40 0 0 1 136
Total Journal Articles 0 5 17 1,041 0 9 69 3,939


Statistics updated 2024-09-04