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Alcock, Jamie's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,399 |
Total
Citations
16 |
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1.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Steiner, Eva
The University of Cambridge - Department of Land Economy Tan, Kelvin Jui Keng
University of Queensland - Business School
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23 Aug 10
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Last Revised:
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05 Apr 11
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580
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Capital Structure, Leverage, Maturity, Real Estate Firms
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2.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Carmichael, Trent A.
University of Queensland
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287
(50,760)
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3
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Option pricing, American options, nonparametric methods, entropy
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3.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Mollee, Thomas
Meiji Institute for Advanced Study of Mathematical Sciences Wood, James
University of New South Wales (UNSW)
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221
(67,550)
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PE ratio, volatile earnings growth, equity valuation, SEVM
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4.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Hatherley, Anthony
University of Queensland - Business School
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18 Sep 07
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Last Revised:
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07 Apr 08
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180
(82,764)
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Portfolio selection, Asymmetric dependence, Lower Tail Dependence, Copula functions, Conditional Value-at-Risk
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5.
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Quantifying the Advantage of Secondary Mathematics Study for Accounting and Finance Undergraduates
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Versions (2)
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Alcock, Jamie
University of Cambridge - Department of Land Economy Cockcroft, Sophie
University of Queensland - Business School Finn, Frank
University of Queensland - Business School
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Posted:
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15 May 08
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Last Revised:
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14 Dec 08
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168
(88,402)
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Alcock, Jamie
University of Cambridge - Department of Land Economy Cockcroft, Sophie
University of Queensland - Business School Finn, Frank
University of Queensland - Business School
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2
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Alcock, Jamie
University of Cambridge - Department of Land Economy Cockcroft, Sophie
University of Queensland - Business School Finn, Frank
University of Queensland - Business School
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15 May 08
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Last Revised:
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27 Aug 08
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166
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Education, Finance, Accounting, Mathematics
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6.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Auerswald, Diana
Goethe University Frankfurt - Department of Finance
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155
(95,143)
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3
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Nonparametric Option Pricing, American Options, Canonical Pricing
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7.
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The Determinants of Debt Maturity in Australian Firms
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Alcock, Jamie
University of Cambridge - Department of Land Economy Finn, Frank
University of Queensland - Business School Tan, Kelvin Jui Keng
University of Queensland - Business School
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Posted:
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19 Dec 10
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Last Revised:
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21 Apr 12
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147
(100,312)
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2
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Alcock, Jamie
University of Cambridge - Department of Land Economy Finn, Frank
University of Queensland - Business School Tan, Kelvin Jui Keng
University of Queensland - Business School
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0
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2
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Debt maturity, Capital structure, Leverage
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Alcock, Jamie
University of Cambridge - Department of Land Economy Finn, Frank
University of Queensland - Business School Tan, Kelvin Jui Keng
University of Queensland - Business School
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147
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2
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Debt Maturity, Capital Structure
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8.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Steiner, Eva
The University of Cambridge - Department of Land Economy Tan, Kelvin Jui Keng
University of Queensland - Business School
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22 Aug 11
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Last Revised:
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16 Jan 12
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143
(102,151)
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Asset pricing, Fama-French factor model, market efficiency
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9.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Hatherley, Anthony
University of Queensland - Business School
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02 Feb 09
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Last Revised:
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18 May 09
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103
(132,503)
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Portfolio selection, Copula functions, Conditional Value-at-Risk, Asymmetric dependence
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10.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Glascock, John L.
University of Connecticut Steiner, Eva
The University of Cambridge - Department of Land Economy
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87
(149,500)
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2
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11.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Auerswald, Diana
Goethe University Frankfurt - Department of Finance
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85
(150,598)
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1
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Nonparametric option pricing, American options, S&P100 Index, OEX options
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12.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Steiner, Eva
The University of Cambridge - Department of Land Economy Tan, Kelvin Jui Keng
University of Queensland - Business School
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78
(160,133)
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13.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Baum , Andrew
School of Real Estate and Planning Colley, Nicholas
Property Funds Research Steiner, Eva
The University of Cambridge - Department of Land Economy
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08 Feb 13
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Last Revised:
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10 May 13
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52
(197,047)
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Private equity real estate funds, performance analysis, financial leverage
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14.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Smith, Godfrey
The University of Queensland
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28 Aug 12
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Last Revised:
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16 Feb 13
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50
(200,505)
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Nonparametric option pricing, Delta hedging, Canonical option pricing, Empirical Likelihood, Euclidean, Pearson's Chi-Squared, Cressie-Read
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15.
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Low, Rand Kwong Yew
University of Queensland Business School Alcock, Jamie
University of Cambridge - Department of Land Economy Faff, Robert W.
University of Queensland Brailsford, Timothy
University of Queensland
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29
(246,109)
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vine copula, clayton copula, asymmetric dependence, portfolio management, canonical vine, Conditional Value-At-Risk
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16.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Gray, Philip
Monash University - Department of Accounting and Finance
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18
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1
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17.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Hatherley, Anthony
University of Queensland - Business School
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16
(289,547)
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4
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18.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Finn, Frank
University of Queensland - Business School Tan, Kelvin Jui Keng
University of Queensland - Business School
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| Posted: |
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25 Jan 08
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Last Revised:
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19 Dec 10
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Debt Maturity, Capital Structure, Imperfect Markets
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