Details about Jamie Alcock

Access statistics for papers by Jamie Alcock.

Last updated 2012-09-27. Update your information in the RePEc Author Service.

Short-id: pal542

Working Papers

2003

1. A Numerical Solution to American Style Options on Commodities
   Computing in Economics and Finance 2003, Society for Computational Economics

Journal Articles

2012

1. The determinants of debt maturity in Australian firms
   Accounting and Finance, 2012, 52, (2), 313-341

2011

2. Volatile earnings growth, the price of earnings and the Value premium
   Quantitative Finance, 2011, 11, (6), 805-815

2008

3. Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates
   Accounting and Finance, 2008, 48, (5), 697-718 View citations (1)

2007

4. Portfolio construction incorporating asymmetric dependence structures: a user's guide
   Accounting and Finance, 2007, 47, (3), 447-472 View citations (3)

2005

5. A simulation analysis of the market effect of the Australian Broadcasting Corporation
   Information Economics and Policy, 2005, 17, (4), 407-427 View citations (1)
6. Dynamic, nonparametric hedging of European style contingent claims using canonical valuation
   Finance Research Letters, 2005, 2, (1), 41-50 View citations (1)
7. Forecasting Stock Returns Using Model-Selection Criteria
   The Economic Record, 2005, 81, (253), 135-151

2004

8. A genetic estimation algorithm for parameters of stochastic ordinary differential equations
   Computational Statistics & Data Analysis, 2004, 47, (2), 255-275 View citations (3)