Details about Jamie Alcock
Access statistics for papers by Jamie Alcock.
Last updated 2012-09-27. Update your information in the RePEc Author Service.
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- A Numerical Solution to American Style Options on Commodities
Computing in Economics and Finance 2003, Society for Computational Economics
- The determinants of debt maturity in Australian firms
Accounting and Finance, 2012, 52, (2), 313-341
- Volatile earnings growth, the price of earnings and the Value premium
Quantitative Finance, 2011, 11, (6), 805-815
- Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates
Accounting and Finance, 2008, 48, (5), 697-718 View citations (1)
- Portfolio construction incorporating asymmetric dependence structures: a user's guide
Accounting and Finance, 2007, 47, (3), 447-472 View citations (3)
- A simulation analysis of the market effect of the Australian Broadcasting Corporation
Information Economics and Policy, 2005, 17, (4), 407-427 View citations (1)
- Dynamic, nonparametric hedging of European style contingent claims using canonical valuation
Finance Research Letters, 2005, 2, (1), 41-50 View citations (1)
- Forecasting Stock Returns Using Model-Selection Criteria
The Economic Record, 2005, 81, (253), 135-151
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations
Computational Statistics & Data Analysis, 2004, 47, (2), 255-275 View citations (3)
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