E-LIB Suche - Ergebnisse für: Alcock, Jamie

1

International determinants of asymmetric dependence in inve..:

Alcock, Jamie ; Sinagl, Petra
Journal of International Money and Finance. 122 (2022) - p. 102576 , 2022

Link: https://doi.org/10.1016/..

2

Asymmetric dependence in finance: diversification, correlat..

Wiley finance

Alcock, Jamie ; Satchell, Stephen , 2018

Link: https://onlinelibrary.wi..

3

The Interrelationships between REIT Capital Structure and I..:

Alcock, Jamie ; Steiner, Eva
Abacus. 53 (2017) 3 - p. 371-394 , 2017

Link: https://doi.org/10.1111/..

4

Unexpected Inflation, Capital Structure, and Real Risk‐adju..:

Alcock, Jamie ; Steiner, Eva
Abacus. 53 (2017) 2 - p. 273-298 , 2017

Link: https://doi.org/10.1111/..

5

Asymmetric Dependence in Real Estate Investment Trusts: An ..:

Alcock, Jamie ; Andrlikova, Petra
The Journal of Real Estate Finance and Economics. 56 (2017) 2 - p. 183-216 , 2017

Link: https://doi.org/10.1007/..

6

Fundamental Drivers of Dependence in REIT Returns:

Alcock, Jamie ; Steiner, Eva
The Journal of Real Estate Finance and Economics. 57 (2016) 1 - p. 4-42 , 2016

Link: https://doi.org/10.1007/..

7

Characterizing the Asymmetric Dependence Premium*:

Alcock, Jamie ; Hatherley, Anthony
Review of Finance. 21 (2016) 4 - p. 1701-1737 , 2016

Link: https://doi.org/10.1093/..

8

Non-parametric American option valuation using Cressie–Read..:

Alcock, Jamie ; Smith, Godfrey
Australian Journal of Management. 42 (2016) 2 - p. 252-275 , 2016

Link: https://doi.org/10.1177/..

9

The role of financial leverage in the performance of privat..:

, In: The journal of portfolio management

Alcock, Jamie ; Colley, Nicholas ; Baum, Andrew.. (2013) 5 - p. 99-110

Exemplare: Zentrale:E02 z swl 179.5 je/837; Zentrale:Magazin Zs fc 8837

10

Characterizing the Asymmetric Dependence Premium:

Alcock, Jamie ; Hatherley, Anthony
Review of Finance, Forthcoming. , 2013

Link: https://ssrn.com/abstrac..

11

Testing Alternative Measure Changes in Nonparametric Pricin..:

Alcock, Jamie ; Smith, Godfrey
Journal of Futures Markets. 34 (2013) 4 - p. 320-345 , 2013

Link: https://doi.org/10.1002/..

12

The Role of Financial Leverage in the Performance of Privat..:

Alcock, Jamie ; Baum, Andrew ; Colley, Nicholas.
The Journal of Private Equity. 17 (2013) 1 - p. 80-91 , 2013

Link: https://www.jstor.org/st..

13

Canonical vine copulas in the context of modern portfolio m..:

Low, Rand Kwong Yew ; Alcock, Jamie ; Faff, Robert.
Journal of Banking & Finance. 37 (2013) 8 - p. 3085-3099 , 2013

Link: https://doi.org/10.1016/..

14

Manipulation in U.S. REIT Investment Performance Evaluation..:

Alcock, Jamie ; Glascock, John ; Steiner, Eva
The Journal of Real Estate Finance and Economics. 47 (2012) 3 - p. 434-465 , 2012

Link: https://doi.org/10.1007/..

15

Joint Leverage and Maturity Choices in Real Estate Firms: T..:

Alcock, Jamie ; Steiner, Eva ; Tan, Kelvin Jui Keng
The Journal of Real Estate Finance and Economics. 48 (2012) 1 - p. 57-78 , 2012

Link: https://doi.org/10.1007/..