Jamie Alcock

Finance · 2006–2013

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #9,369 of 10,518 by trust here, #6,960 by citations
• Economics and Econometrics — 11 citations into it; #20,549 of 23,481 by trust here, #17,346 by citations

Whom Jamie Alcock trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew J. Patton
2. Stanislav Uryasev
3. Nicholas Barberis
4. René Garcia
5. Victor DeMiguel
6. Xueliang Li
7. Kjersti Aas

Who trusts Jamie Alcock overall

1. Kjersti Aas
2. Stelios D. Bekiros

Papers from Jamie Alcock's perspective

Ordered by how strongly the researchers Jamie Alcock trusts endorse each paper. Same corpus, a different order for every researcher.

1. Portfolio Selection
2. Extreme Correlation of International Equity Markets
3. Pair-copula constructions of multiple dependence
4. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
5. Dependence structure and extreme comovements in international equity and bond markets
6. Asymmetric Correlations of Equity Portfolios
7. Investing for the Long Run When Returns are Predictable
8. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
9. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
10. Dependence Structure and Risk Measure

Their papers

• Canonical vine copulas in the context of modern portfolio management: Are they worth it? (2013) — 144 citations
• A note on the Balanced method (2006) — 67 citations