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 1 4 361
Capital structure and European property companies 0 0 3 38 0 1 6 73
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 1 8 0 1 5 27
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 0 1 2 30
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 0 0 18 0 1 2 42
On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage 0 0 3 68 1 4 8 131
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 0 0 0 18 0 1 2 48
Total Working Papers 0 0 7 157 1 10 29 712


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 0 1 3 82
A simulation analysis of the market effect of the Australian Broadcasting Corporation 0 0 0 32 0 2 2 122
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 1 23 0 2 4 84
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 1 80 1 3 11 286
Characterizing the Asymmetric Dependence Premium 0 0 1 5 0 1 3 32
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation 0 0 0 44 0 1 2 164
Empirical tests of canonical nonparametric American option‐pricing methods 0 0 0 1 1 2 2 15
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 0 1 2 234
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 0 0 0 14 0 1 3 116
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 1 2 25 1 7 11 144
Non-parametric American option valuation using Cressie–Read divergences 0 0 1 3 0 1 6 21
Nonparametric American option pricing 0 0 0 2 0 2 3 25
Portfolio construction incorporating asymmetric dependence structures: a user's guide 0 1 1 126 2 4 4 287
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates 0 0 1 35 0 2 6 191
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 1 2 2 27
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 0 2 2 50
The determinants of debt maturity in Australian firms 0 0 1 31 0 2 4 113
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 1 2 3 52
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 0 2 4 124
Total Journal Articles 0 2 10 570 7 40 77 2,169


Statistics updated 2025-05-12