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 2 2 359
Capital structure and European property companies 0 0 1 35 0 0 1 67
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 1 7 1 1 3 23
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 1 3 0 0 3 28
ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS 0 0 0 18 0 1 1 41
On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage 0 1 6 66 0 1 7 124
Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts 0 0 0 18 0 0 0 46
Total Working Papers 0 1 9 151 3 5 17 688


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 23 0 0 1 79
A simulation analysis of the market effect of the Australian Broadcasting Corporation 0 0 0 32 0 0 1 120
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 0 22 0 0 0 80
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 0 79 0 2 6 277
Characterizing the Asymmetric Dependence Premium 1 1 1 5 1 2 2 31
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation 0 0 0 44 0 0 0 162
Empirical tests of canonical nonparametric American option‐pricing methods 0 0 0 1 0 0 0 13
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 0 0 0 232
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 0 0 0 14 0 1 2 114
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 0 1 23 0 3 9 136
Non-parametric American option valuation using Cressie–Read divergences 0 1 1 3 0 3 4 19
Nonparametric American option pricing 0 0 0 2 1 1 1 23
Portfolio construction incorporating asymmetric dependence structures: a user's guide 0 0 3 125 0 0 5 283
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates 0 0 0 34 0 0 0 185
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 0 0 0 25
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 0 0 1 48
The determinants of debt maturity in Australian firms 0 0 1 31 0 0 2 110
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 0 0 0 49
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 0 1 1 121
Total Journal Articles 1 2 7 563 2 13 35 2,107


Statistics updated 2024-09-04