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 2 3 363
Capital structure and European property companies 0 2 2 40 0 2 4 75
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 0 8 0 1 3 28
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 1 2 4 32
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 0 1 19 0 0 2 43
On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage 0 0 1 68 0 0 7 132
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 1 1 1 19 2 3 5 52
Total Working Papers 1 3 5 161 3 10 28 725


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 1 1 5 85
A simulation analysis of the market effect of the Australian Broadcasting Corporation 0 0 0 32 0 2 4 124
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 0 23 1 3 8 89
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 1 80 1 2 9 289
Characterizing the Asymmetric Dependence Premium 0 0 0 5 1 2 3 34
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation 0 0 0 44 0 0 1 164
Empirical tests of canonical nonparametric American option‐pricing methods 0 0 0 1 1 1 3 16
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 0 2 4 236
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 0 1 1 15 1 2 4 119
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 0 2 25 1 5 16 152
Non-parametric American option valuation using Cressie–Read divergences 0 0 0 3 1 2 4 23
Nonparametric American option pricing 0 0 0 2 0 0 2 25
Portfolio construction incorporating asymmetric dependence structures: a user's guide 0 1 2 127 0 2 6 289
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates 0 0 1 35 0 1 8 193
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 0 1 3 28
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 2 2 4 52
The determinants of debt maturity in Australian firms 0 0 0 31 0 0 3 114
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 0 2 4 54
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 0 1 4 126
Total Journal Articles 0 2 8 572 10 31 95 2,212


Statistics updated 2025-11-08