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 2 8 11 371
Capital structure and European property companies 0 0 2 40 0 4 7 79
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 0 8 0 2 5 31
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 0 3 8 37
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 0 1 19 0 2 4 45
On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage 0 0 0 68 0 2 6 134
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 1 1 2 20 1 2 7 54
Total Working Papers 1 1 5 162 3 23 48 751


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 3 7 88
A simulation analysis of the market effect of the Australian Broadcasting Corporation 0 0 0 32 0 2 5 126
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 0 23 0 4 10 93
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 1 81 0 4 14 298
Characterizing the Asymmetric Dependence Premium 0 1 1 6 2 5 8 39
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation 0 0 0 44 0 3 4 167
Empirical tests of canonical nonparametric American option‐pricing methods 0 0 0 1 0 4 9 22
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 1 9 15 248
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 1 1 2 16 2 6 12 127
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 0 0 25 2 6 20 159
Non-parametric American option valuation using Cressie–Read divergences 0 0 0 3 1 3 8 28
Nonparametric American option pricing 0 0 0 2 0 0 2 26
Portfolio construction incorporating asymmetric dependence structures: a user's guide 0 0 2 127 0 4 10 293
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates 0 0 0 35 1 5 9 198
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 0 4 7 32
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 2 8 15 64
The determinants of debt maturity in Australian firms 1 1 1 32 4 4 8 120
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 0 4 13 63
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 0 5 9 132
Total Journal Articles 2 3 7 576 15 83 185 2,323


Statistics updated 2026-03-04