Concepedia

Jamie Alcock

JA

23

Publications

768

Citations

16

H-Index

2004

Active since

Affiliations

The University of Queensland(Current)

University of Cambridge

The University of Sydney

Cornell University

Goethe University Frankfurt

Jamie Alcock is an author at The University of Queensland specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingManagementCorporate FinanceFinancial EconomicsEconomicsAccountingMutual FundsAsset Allocation

Publications per year

2004–2024

23

Publications

23

Canonical vine copulas in the context of modern portfolio management: Are they worth it?

Rand Kwong Yew Low, Jamie Alcock, Robert W. Faff et al. · Journal of Banking & Finance · 2013 · 138 citations

Canonical Vine Copulas, Copulas, Modern Portfolio Management

Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 79 citations · Full text

A note on the Balanced method

Jamie Alcock, Kevin Burrage · BIT Numerical Mathematics · 2006 · 59 citations

Mathematical Programming, Engineering, Validated Numerics +4

The determinants of debt maturity in Australian firms

Jamie Alcock, Frank Finn, Kelvin Jui Keng Tan · Accounting and Finance · 2011 · 58 citations

Financial Economics, Debt Management, External Debt +11

The Role of Financial Leverage in the Performance of Private Equity Real Estate Funds

Jamie Alcock, Andrew Baum, Nicholas Colley et al. · The Journal of Portfolio Management · 2013 · 50 citations

Asset Allocation, Portfolio Management, Real Estate Price Index +21

Rows per page

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