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 3 363
Capital structure and European property companies 0 0 2 40 1 1 5 76
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 0 8 0 1 3 29
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 2 5 7 36
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 0 1 19 1 1 3 44
On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage 0 0 1 68 1 1 7 133
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 0 1 1 19 0 2 5 52
Total Working Papers 0 1 5 161 5 11 33 733


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 2 3 6 87
A simulation analysis of the market effect of the Australian Broadcasting Corporation 0 0 0 32 0 0 4 124
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 0 23 2 3 9 91
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 1 1 81 2 8 13 296
Characterizing the Asymmetric Dependence Premium 0 0 0 5 1 2 4 35
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation 0 0 0 44 2 2 3 166
Empirical tests of canonical nonparametric American option‐pricing methods 0 0 0 1 0 3 5 18
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 2 5 9 241
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 0 0 1 15 2 5 8 123
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 0 1 25 0 2 16 153
Non-parametric American option valuation using Cressie–Read divergences 0 0 0 3 0 3 6 25
Nonparametric American option pricing 0 0 0 2 0 1 3 26
Portfolio construction incorporating asymmetric dependence structures: a user's guide 0 0 2 127 3 3 9 292
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates 0 0 1 35 0 0 6 193
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 1 1 4 29
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 3 9 11 59
The determinants of debt maturity in Australian firms 0 0 0 31 0 2 5 116
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 3 8 12 62
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 2 3 7 129
Total Journal Articles 0 1 6 573 25 63 140 2,265


Statistics updated 2026-01-08