Jamie Alcock
Cited by
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Canonical vine copulas in the context of modern portfolio management: Are they worth it?
RKY Low, J Alcock, R Faff, T Brailsford
Asymmetric Dependence in Finance: Diversification, Correlation and Portfolio …, 2018
The role of financial leverage in the performance of private equity real estate funds
J Alcock, A Baum, N Colley, E Steiner
The Journal of Portfolio Management 39 (5), 99-110, 2013
The determinants of debt maturity in Australian firms
J Alcock, F Finn, KJK Tan
Accounting & Finance 52 (2), 313-341, 2012
A note on the balanced method
J Alcock, K Burrage
BIT Numerical Mathematics 46, 689-710, 2006
Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates
J Alcock, S Cockcroft, F Finn
Accounting & Finance 48 (5), 697-718, 2008
Portfolio construction incorporating asymmetric dependence structures: a user's guide
A Hatherley, J Alcock
Accounting & Finance 47 (3), 447-472, 2007
Manipulation in US REIT investment performance evaluation: Empirical evidence
J Alcock, J Glascock, E Steiner
The Journal of Real Estate Finance and Economics 47, 434-465, 2013
Nonparametric American option pricing
J Alcock, T Carmichael
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
Joint leverage and maturity choices in real estate firms: The role of the REIT status
J Alcock, E Steiner, KJK Tan
The Journal of Real Estate Finance and Economics 48, 57-78, 2014
A genetic estimation algorithm for parameters of stochastic ordinary differential equations
J Alcock, K Burrage
Computational Statistics & Data Analysis 47 (2), 255-275, 2004
Empirical tests of canonical nonparametric American option‐pricing methods
J Alcock, D Auerswald
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010
Fundamental drivers of dependence in REIT returns
J Alcock, E Steiner
The Journal of Real Estate Finance and Economics 57, 4-42, 2018
Asymmetric dependence between domestic equity indices and its effect on portfolio construction
J Alcock, A Hatherley
Australian Actuarial Journal 15 (1), 143-180, 2009
A simulation analysis of the market effect of the Australian Broadcasting Corporation
J Alcock, G Docwra
Information Economics and Policy 17 (4), 407-427, 2005
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation
J Alcock, P Gray
Finance Research Letters 2 (1), 41-50, 2005
Characterizing the asymmetric dependence premium
J Alcock, A Hatherley
Review of Finance 21 (4), 1701-1737, 2017
Unexpected Inflation, capital structure, and real risk‐adjusted firm performance
J Alcock, E Steiner
Abacus 53 (2), 273-298, 2017
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
Tinbergen Institute Discussion Paper 2021-102/IV, 2021
The interrelationships between REIT capital structure and investment
J Alcock, E Steiner
Abacus 53 (3), 371-394, 2017
Debt covenants, agency costs and debt maturity
J Alcock, F Finn, KJK Tan
23rd Australasian Finance and Banking Conference, 2010
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