IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Jamie Alcock

This is information that was supplied by Jamie Alcock in registering through RePEc. If you are Jamie Alcock , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Jamie
Middle Name:
Last Name:Alcock
Suffix:
RePEc Short-ID:pal542
Email:[This author has chosen not to make the email address public]
Homepage:https://sites.google.com/site/jamiealcock/
Postal Address:
Phone:
Location: Cambridge, United Kingdom
Homepage: http://www.landecon.cam.ac.uk/
Email:
Phone: +44 1223 337147
Fax: +44 1223 337130
Postal: 19 Silver Street, Cambridge CB3 9EP
Handle: RePEc:edi:dlcamuk (more details at EDIRC)
in new window

  1. Alcock, Jamie & Steiner, Eva, 2013. "Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts," ERES eres2013_324, European Real Estate Society (ERES).
  2. Alcock, Jamie & Baum, Andrew E. & Colley, Nicholas & Steiner, Eva, 2013. "On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage," ERES eres2013_190, European Real Estate Society (ERES).
  3. Baum, Andrew E. & Lizieri, Colin & Alcock, Jamie, 2012. "Capital structure and European property companies," ERES eres2012_197, European Real Estate Society (ERES).
  4. Steiner, Eva & Alcock, Jamie, 2011. "New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts," ERES eres2011_161, European Real Estate Society (ERES).
  5. Alcock, Jamie & Steiner, Eva & Tan, Kelvin Jui Keng, 2010. "On The Relationship Between Leverage And Debt Maturity For Us Real Estate Firms," ERES eres2010_701, European Real Estate Society (ERES).
  6. Kevin Burrage & Jamie Alcock & Monica Barbu, 2003. "A Numerical Solution to American Style Options on Commodities," Computing in Economics and Finance 2003 135, Society for Computational Economics.
  1. Jamie Alcock & Eva Steiner & Kelvin Tan, 2014. "Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status," The Journal of Real Estate Finance and Economics, Springer, vol. 48(1), pages 57-78, January.
  2. Jamie Alcock & Godfrey Smith, 2014. "Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(4), pages 320-345, 04.
  3. Jamie Alcock & John Glascock & Eva Steiner, 2013. "Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 47(3), pages 434-465, October.
  4. Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy, 2013. "Canonical vine copulas in the context of modern portfolio management: Are they worth it?," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3085-3099.
  5. Jamie Alcock & Frank Finn & Kelvin Jui Keng Tan, 2012. "The determinants of debt maturity in Australian firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(2), pages 313-341, 06.
  6. Jamie Alcock & Thomas Mollee & James Wood, 2011. "Volatile earnings growth, the price of earnings and the Value premium," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 805-815.
  7. Jamie Alcock & Sophie Cockcroft & Frank Finn, 2008. "Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(5), pages 697-718.
  8. Anthony Hatherley & Jamie Alcock, 2007. "Portfolio construction incorporating asymmetric dependence structures: a user's guide," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(3), pages 447-472.
  9. Alcock, Jamie & Gray, Philip, 2005. "Dynamic, nonparametric hedging of European style contingent claims using canonical valuation," Finance Research Letters, Elsevier, vol. 2(1), pages 41-50, March.
  10. Jamie Alcock & Philip Gray, 2005. "Forecasting Stock Returns Using Model-Selection Criteria," The Economic Record, The Economic Society of Australia, vol. 81(253), pages 135-151, 06.
  11. Alcock, Jamie & Docwra, George, 2005. "A simulation analysis of the market effect of the Australian Broadcasting Corporation," Information Economics and Policy, Elsevier, vol. 17(4), pages 407-427, October.
  12. Alcock, Jamie & Burrage, Kevin, 2004. "A genetic estimation algorithm for parameters of stochastic ordinary differential equations," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 255-275, September.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jamie Alcock should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.