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 3 6 14 375
Capital structure and European property companies 0 0 2 40 3 3 9 82
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 0 8 1 1 5 32
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 1 3 10 40
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 0 1 19 3 3 6 48
On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage 0 0 0 68 2 2 5 136
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 0 1 2 20 3 4 9 57
Total Working Papers 0 1 5 162 16 22 58 770


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 4 5 9 131
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 0 23 3 3 12 96
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 1 81 3 4 16 302
Characterizing the Asymmetric Dependence Premium 0 0 1 6 0 2 7 39
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation 0 0 0 44 3 3 6 170
Empirical tests of canonical nonparametric American option‐pricing methods 0 0 0 1 2 2 9 24
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 1 2 15 249
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 0 1 2 16 3 5 14 130
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 1 1 26 3 7 20 164
Non-parametric American option valuation using Cressie–Read divergences 0 0 0 3 2 5 11 32
Nonparametric American option pricing 0 0 0 2 1 1 2 27
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 2 3 9 200
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 2 2 7 34
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 0 4 16 66
The determinants of debt maturity in Australian firms 0 1 1 32 2 7 10 123
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 3 3 11 135
Total Journal Articles 0 3 7 577 34 59 198 2,367


Statistics updated 2026-05-06