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 1 3 41 1 1 10 83
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 0 8 0 0 5 32
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 0 0 10 40
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 0 0 19 0 0 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 23 27 32 164
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 0 0 2 20 0 0 8 57
Total Working Papers 1 1 5 163 24 28 84 801


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 1 1 11 133
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 0 23 0 0 9 96
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 2 4 84 0 4 22 309
Characterizing the Asymmetric Dependence Premium 0 0 1 6 0 0 9 41
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 0 1 10 25
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 0 0 15 249
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 1 1 3 17 1 3 17 134
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 0 1 26 0 0 16 164
Non-parametric American option valuation using Cressie–Read divergences 0 0 0 3 1 2 13 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 1 1 6 295
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates 0 0 0 35 0 1 9 201
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 0 0 7 34
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 1 1 17 67
The determinants of debt maturity in Australian firms 0 0 1 32 1 2 12 126
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 1 2 12 65
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 0 0 10 135
Total Journal Articles 1 4 11 582 7 21 212 2,398


Statistics updated 2026-09-10