| Canonical vine copulas in the context of modern portfolio management: Are they worth it? RKY Low, J Alcock, R Faff, T Brailsford Asymmetric Dependence in Finance: Diversification, Correlation and Portfolio …, 2018 | 184 | 2018 |
| The role of financial leverage in the performance of private equity real estate funds J Alcock, A Baum, N Colley, E Steiner The Journal of Private Equity, 80-91, 2013 | 137 | 2013 |
| The determinants of debt maturity in Australian firms J Alcock, F Finn, KJK Tan Accounting & Finance 52 (2), 313-341, 2012 | 91 | 2012 |
| A note on the balanced method J Alcock, K Burrage BIT Numerical Mathematics 46, 689-710, 2006 | 79 | 2006 |
| Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates J Alcock, S Cockcroft, F Finn Accounting & Finance 48 (5), 697-718, 2008 | 70 | 2008 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 47 | 2021 |
| Manipulation in US REIT investment performance evaluation: Empirical evidence J Alcock, J Glascock, E Steiner The Journal of Real Estate Finance and Economics 47, 434-465, 2013 | 46 | 2013 |
| Portfolio construction incorporating asymmetric dependence structures: a user's guide A Hatherley, J Alcock Accounting & Finance 47 (3), 447-472, 2007 | 46 | 2007 |
| Joint leverage and maturity choices in real estate firms: The role of the REIT status J Alcock, E Steiner, KJK Tan The Journal of Real Estate Finance and Economics 48, 57-78, 2014 | 35 | 2014 |
| Nonparametric American option pricing J Alcock, T Carmichael Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 34 | 2008 |
| A genetic estimation algorithm for parameters of stochastic ordinary differential equations J Alcock, K Burrage Computational Statistics & Data Analysis 47 (2), 255-275, 2004 | 26 | 2004 |
| Fundamental drivers of dependence in REIT returns J Alcock, E Steiner The Journal of Real Estate Finance and Economics 57, 4-42, 2018 | 24 | 2018 |
| Empirical tests of canonical nonparametric American option‐pricing methods J Alcock, D Auerswald Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010 | 22 | 2010 |
| Characterizing the asymmetric dependence premium J Alcock, A Hatherley Review of Finance 21 (4), 1701-1737, 2017 | 21 | 2017 |
| Unexpected Inflation, capital structure, and real risk‐adjusted firm performance J Alcock, E Steiner Abacus 53 (2), 273-298, 2017 | 21 | 2017 |
| The interrelationships between REIT capital structure and investment J Alcock, E Steiner Abacus 53 (3), 371-394, 2017 | 20 | 2017 |
| Asymmetric dependence between domestic equity indices and its effect on portfolio construction J Alcock, A Hatherley Australian Actuarial Journal 15 (1), 143-180, 2009 | 19 | 2009 |
| Dynamic, nonparametric hedging of European style contingent claims using canonical valuation J Alcock, P Gray Finance Research Letters 2 (1), 41-50, 2005 | 19 | 2005 |
| A simulation analysis of the market effect of the Australian Broadcasting Corporation J Alcock, G Docwra Information Economics and Policy 17 (4), 407-427, 2005 | 18 | 2005 |
| Debt covenants, agency costs and debt maturity J Alcock, F Finn, KJK Tan 23rd Australasian Finance and Banking Conference, 2010 | 15 | 2010 |
Eva SteinerProfessor of Real Estate, Penn State UniversityVerified email at psu.edu
