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 1 5 15 376
Capital structure and European property companies 0 0 2 40 0 3 9 82
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 0 8 0 1 5 32
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 0 3 10 40
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 0 0 19 1 4 6 49
On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage 0 0 0 68 1 3 5 137
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 0 0 2 20 0 3 9 57
Total Working Papers 0 0 4 162 3 22 59 773


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 0 24 0 0 6 88
A simulation analysis of the market effect of the Australian Broadcasting Corporation 0 0 0 32 1 6 10 132
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 0 23 0 3 12 96
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 1 1 2 82 3 7 19 305
Characterizing the Asymmetric Dependence Premium 0 0 1 6 2 2 9 41
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation 0 0 0 44 1 4 7 171
Empirical tests of canonical nonparametric American option‐pricing methods 0 0 0 1 0 2 9 24
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 0 1 15 249
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 0 0 2 16 1 4 15 131
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 1 1 26 0 5 18 164
Non-parametric American option valuation using Cressie–Read divergences 0 0 0 3 0 4 11 32
Nonparametric American option pricing 0 0 0 2 1 2 3 28
Portfolio construction incorporating asymmetric dependence structures: a user's guide 0 0 1 127 0 1 7 294
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates 0 0 0 35 0 2 9 200
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 0 2 7 34
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 0 2 16 66
The determinants of debt maturity in Australian firms 0 0 1 32 1 4 10 124
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 0 0 11 63
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 0 3 11 135
Total Journal Articles 1 2 8 578 10 54 205 2,377


Statistics updated 2026-06-04