Access Statistics for Jamie Alcock

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 Numerical Solution to American Style Options on Commodities 0 0 0 4 0 0 4 361
Capital structure and European property companies 0 0 3 38 0 0 6 73
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 1 8 0 0 5 27
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 0 0 2 30
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 1 1 19 0 1 2 43
On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage 0 0 2 68 0 1 8 132
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 0 0 0 18 0 1 3 49
Total Working Papers 0 1 7 158 0 3 30 715


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A genetic estimation algorithm for parameters of stochastic ordinary differential equations 0 0 1 24 2 2 5 84
A simulation analysis of the market effect of the Australian Broadcasting Corporation 0 0 0 32 0 0 2 122
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 1 23 2 2 6 86
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 1 80 1 1 10 287
Characterizing the Asymmetric Dependence Premium 0 0 1 5 0 0 2 32
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation 0 0 0 44 0 0 2 164
Empirical tests of canonical nonparametric American option‐pricing methods 0 0 0 1 0 0 2 15
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 0 0 2 234
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 0 0 0 14 1 1 3 117
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 0 2 25 1 3 11 147
Non-parametric American option valuation using Cressie–Read divergences 0 0 0 3 0 0 2 21
Nonparametric American option pricing 0 0 0 2 0 0 3 25
Portfolio construction incorporating asymmetric dependence structures: a user's guide 0 0 1 126 0 0 4 287
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates 0 0 1 35 1 1 7 192
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 0 0 2 27
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 0 0 2 50
The determinants of debt maturity in Australian firms 0 0 0 31 0 1 4 114
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 0 0 3 52
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 1 1 4 125
Total Journal Articles 0 0 8 570 9 12 76 2,181


Statistics updated 2025-08-05