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 2 2 3 40 2 2 6 75
Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? 0 0 0 8 1 1 4 28
New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts 0 0 0 3 1 1 3 31
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 0 0 0 18 1 1 3 50
Total Working Papers 2 2 5 160 5 7 28 722


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 0 2 5 84
A simulation analysis of the market effect of the Australian Broadcasting Corporation 0 0 0 32 2 2 4 124
Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis 0 0 0 23 1 4 7 88
Canonical vine copulas in the context of modern portfolio management: Are they worth it? 0 0 1 80 1 2 10 288
Characterizing the Asymmetric Dependence Premium 0 0 0 5 1 1 2 33
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 0 0 2 15
Forecasting Stock Returns Using Model‐Selection Criteria 0 0 0 80 2 2 4 236
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status 1 1 1 15 1 2 4 118
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence 0 0 2 25 3 5 15 151
Non-parametric American option valuation using Cressie–Read divergences 0 0 0 3 1 1 3 22
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 1 2 8 193
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 0 0 0 3 1 1 3 28
The Interrelationships between REIT Capital Structure and Investment 0 0 0 9 0 0 2 50
The determinants of debt maturity in Australian firms 0 0 0 31 0 0 4 114
Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance 0 0 0 3 1 2 5 54
Volatile earnings growth, the price of earnings and the Value premium 0 0 0 30 1 2 4 126
Total Journal Articles 1 2 8 572 16 30 91 2,202


Statistics updated 2025-10-06