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 13 376
Capital structure and European property companies 1 2 2 42 1 2 9 84
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 0 8 0 0 4 32
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 0 0 9 40
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 0 0 19 1 1 7 50
On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage 0 0 0 68 0 24 32 164
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 0 0 2 20 0 0 7 57
Total Working Papers 1 2 4 164 2 27 81 803


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 2 6 90
A simulation analysis of the market effect of the Australian Broadcasting Corporation 0 0 0 32 0 1 9 133
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 0 23 2 2 10 98
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 4 84 1 1 22 310
Characterizing the Asymmetric Dependence Premium 0 0 1 6 1 1 9 42
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation 0 0 0 44 0 1 8 172
Empirical tests of canonical nonparametric American option‐pricing methods 0 1 1 2 1 2 11 26
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 0 0 13 249
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 0 1 2 17 0 1 16 134
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 0 1 26 0 0 13 164
Non-parametric American option valuation using Cressie–Read divergences 0 0 0 3 0 2 12 34
Nonparametric American option pricing 0 0 0 2 0 0 3 28
Portfolio construction incorporating asymmetric dependence structures: a user's guide 0 0 0 127 0 1 6 295
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates 0 0 0 35 1 2 9 202
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 0 0 6 34
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 0 1 17 67
The determinants of debt maturity in Australian firms 0 0 1 32 1 2 13 127
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 0 2 11 65
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 2 2 11 137
Total Journal Articles 0 2 10 582 9 23 205 2,407


Statistics updated 2026-10-11