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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
RePEc Short-ID:pal542
[This author has chosen not to make the email address public]
Sydney, Australia

: +61 2 9351 8083
61 (0)2 9351 6461
Economics and Business Building (H69), Sydney NSW 2006
RePEc:edi:dfusyau (more details at EDIRC)
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  1. Jamie Alcock & Eva Steiner, 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. Jamie Alcock & Andrew E. Baum & Nicholas Colley & Eva Steiner, 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. Andrew E. Baum & Colin Lizieri & Jamie Alcock, 2012. "Capital structure and European property companies," ERES eres2012_197, European Real Estate Society (ERES).
  4. Eva Steiner & Jamie Alcock, 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. Jamie Alcock & Eva Steiner & Kelvin Jui Keng Tan, 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.
    repec:arz:wpaper:eres2011-161 is not listed on IDEAS
    repec:arz:wpaper:eres2013-190 is not listed on IDEAS
    repec:arz:wpaper:eres2012-197 is not listed on IDEAS
    repec:arz:wpaper:eres2010-701 is not listed on IDEAS
    repec:arz:wpaper:eres2013-324 is not listed on IDEAS
  1. 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.
  2. 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.
  3. 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.
  4. 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.
  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 & Diana Auerswald, 2010. "Empirical tests of canonical nonparametric American optionā€pricing methods," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(6), pages 509-532, 06.
  8. 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.
  9. Jamie Alcock & Trent Carmichael, 2008. "Nonparametric American option pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(8), pages 717-748, 08.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. No paper was announced in a field specific NEP report

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