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Alcock, J and Burrage, K (2004) A genetic estimation algorithm for parameters of stochastic ordinary differential equations. Computational Statistics & Data Analysis, 47 2: 255-275. doi:10.1016/j.csda.2003.11.025 140   8 Cited 9 times in Scopus9 0
Alcock, Jamie and Burrage, Kevin (2006) A note on the Balanced method. Bit Numerical Mathematics, 46 4: 689-710. doi:10.1007/s10543-006-0098-4 115   25 Cited 25 times in Scopus25 0
Alcock, Jamie and Docwra, George (2005) A simulation analysis of the market effect of the Australian Broadcasting Corporation. Information Economics and Policy, 17 4: 407-427. doi:10.1016/j.infoecopol.2005.02.001 97   4 Cited 4 times in Scopus4 8
Alcock, J and Hatherley, A (2009) Asymmetric dependence between domestic equity indices and its effect on portfolio construction. Australian Actuarial Journal, 15 1: 143-180. 219  
Alcock, J., Goard, J. and Vassallo, T. (2008). Calibrating mean-reverting jump diffusion models: An application to the NSW electricity market. In: Marchant, T., Edwards, M. and Mercer, G., Proceedings of the 2007 Mathematics and Statistics in Industry Study Group, MISG2007. 2007 Mathematics and Statistics in Industry Study Group (MISG2007), Wollongong, (57-81). 5-9 February, 2007. 89  
Low, Rand Kwong Yew, Alcock, Jamie, Faff, Robert and Brailsford, Timothy J. (2013) Canonical vine copulas in the context of modern portfolio management: are they worth it?. Journal of Banking and Finance, 37 8: 3085-3099. doi:10.1016/j.jbankfin.2013.02.036 188 4 4 Cited 9 times in Scopus9 0
Alcock, J.T. and Gray, P. (2005) Dynamic, nonparametric hedging of European style contingent claims using canonical valuation. Finance Research Letters, 2 1: 41-50. doi:10.1016/j.frl.2004.09.002 71   Cited 7 times in Scopus7 0
Alcock, J and Auerswald, D (2010) Empirical tests of canonical nonparametric American option-pricing methods. Journal of Futures Markets, 30 6: 509-532. doi:10.1002/fut.20421 69   5 Cited 6 times in Scopus6 0
Alcock, J. and Gray, P. (2005) Forecasting stock returns using model-selection criteria. Economic Record, 81 253: 135-151. doi:10.1111/j.1475-4932.2005.00239.x 177   3 Cited 7 times in Scopus7 0
Alcock, Jamie, Steiner, Eva and Tan, Kelvin Jui Keng (2014) Joint leverage and maturity choices in real estate firms: the role of the REIT status. Journal of Real Estate Finance and Economics, 48 1: 57-78. doi:10.1007/s11146-012-9379-7 86 3 0 Cited 0 times in Scopus0 0
Alcock, Jamie, Glascock, John and Steiner, Eva (2013) Manipulation in U.S. REIT investment performance evaluation: empirical evidence. Journal of Real Estate Finance and Economics, 47 3: 434-465. doi:10.1007/s11146-012-9378-8 18   0 Cited 0 times in Scopus0 0
Alcock, Jamie and Carmichael, Trent (2008) Nonparametric American option pricing. Journal of Futures Markets, 28 8: 717-748. doi:10.1002/fut.20335 107 2 10 Cited 10 times in Scopus10 0
Alcock, Jamie Thomas (2005). Numerical Methods for Quantitative Finance PhD Thesis, School of Physical Sciences, The University of Queensland. 207  
Alcock, Jamie Thomas (2005). Numerical methods for quantitative finance PhD Thesis, School of Physical Sciences, The University of Queensland. 146 11
Alcock, J. (2005) Numerical methods for quantitative finance. Bulletin of The Australian Mathematical Society, 72 1: 173-176. 95   0 Cited 0 times in Scopus0
Hatherley, A. and Alcock, J. T. (2007) Portfolio construction incorporating asymmetric dependence structures: A user's guide. Accounting and Finance, 47 3: 447-472. doi:10.1111/j.1467-629x.2007.00219.x 139   5 Cited 5 times in Scopus5 0
Alcock, J., Cockcroft, S. and Finn, F. (2008) Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates. Accounting and Finance, 48 5: 697-718. doi:10.1111/j.1467-629x.2008.00261.x 98   1 Cited 4 times in Scopus4 0
Alcock, Jamie and Burrage, Kevin (2012) Stable strong order 1.0 schemes for solving stochastic ordinary differential equations. Bit Numerical Mathematics, 52 3: 539-557. doi:10.1007/s10543-012-0372-6 39   1 Cited 1 times in Scopus1 0
Alcock, Jamie and Smith, Godfrey (2014) Testing alternative measure changes in nonparametric pricing and hedging of European options. Journal of Futures Markets, 34 4: 320-345. doi:10.1002/fut.21602 24   0 Cited 0 times in Scopus0 1
Alcock, Jamie, Finn, Frank and Tan, Kelvin Jui Keng (2012) The determinants of debt maturity in Australian firms. Accounting and Finance, 52 2: 313-341. doi:10.1111/j.1467-629X.2010.00397.x 212   3 Cited 4 times in Scopus4 0
Alcock, Jamie, Baum, Andrew, Colley, Nicholas and Steiner, Eva (2013) The role of financial leverage in the performance of private equity real estate funds. Journal of Portfolio Management, 39 5: 99-110. doi:10.3905/jpm.2013.39.5.099 34 1 0 Cited 0 times in Scopus0 0
Alcock, Jamie, Mollee, Thomas and Wood, James (2011) Volatile earnings growth, the price of earnings and the Value premium. Quantitative Finance, 11 6: 805-815. doi:10.1080/14697680903207163 22   1 Cited 1 times in Scopus1 0