Professor Jamie Alcock BA MA PhD

Prof. Jamie Alcock

School of Mathematics
Professor of Mathematics and Finance
Deputy-Dean, Jinan-Birmingham Joint Institute

Contact details

Email
j.t.alcock@bham.ac.uk
Address
School of Mathematics
Watson Building
黑料吃瓜网
Edgbaston
Birmingham
B15 2TT
UK

Jamie Alcock is the Professor of Mathematics and Finance at the 黑料吃瓜网 and leads the Financial Mathematics programme. He has previously held senior positions at the University of Oxford, The University of Sydney, The University of Cambridge, and at his alma mater The University of Queensland, Australia. He has also taught at several summer schools at Renmin University in Beijing, China and served as a Fellow of Downing College, Cambridge.

Jamie's research explores the pricing and management of convexity in finance and real estate, with a particular interest in convex dependence structures. He has produced over forty refereed articles and has published across the full range of financial scholarship including The Journal of Finance, Quantitative Finance (Lead Paper), the Review of Finance, The Journal of Futures Markets, The Journal of Banking and Finance, Computational Statistics and Data Analysis, The Journal of Real Estate Finance and Economics, Finance Research Letters, The Journal of International Money and Finance, Abacus, The Journal of Portfolio Management, among others.

Jamie has been awarded numerous prizes for research and teaching excellence including the best paper at the European Real Estate Conference, which receives over 500 submissions annually and was nominated for the Wayne Lonergan Prize (USyd) for teaching excellence four times.

He has been awarded well over £1 million of external income, won through (non-FEC) competitive research grants and industry sponsorship.

Professor Alcock is particularly proud of his PhD students, with 8 (of 9) receiving international prizes for the excellence of the research conducted under his supervision, as well as their theses passing without corrections. His former students have attracted job offers from the Universities of Cambridge, Cornell, Purdue, Iowa, Penn State, NSW, Melbourne, QLD, as well as Google, Blackrock and Citibank.

At the 黑料吃瓜网, Professor Alcock will also serve as Deputy Dean of the Jinan-Birmingham Joint Institute.

Qualifications

  • PhD, University of Queensland, Australia
  • MA, University of Cambridge
  • BA (Hons 1), University of Queensland, Australia

Postgraduate supervision

Mathematical Finance, Real Estate Finance, Quantitative methods in Finance

Publications

Recent publications

Book

Alcock, J & Satchell, S 2017, . Wiley-VCH Verlag.

Article

Menkveld, AJ, Dreber, A, Holzmeister, F, Huber, J, Johannesson, M, Kirchler, M, Neus眉脽, S, Razen, M, Weitzel, U, Abad鈥怐铆az, D, Abudy, M, Adrian, T, Ait鈥怱ahalia, Y, Akmansoy, O, Alcock, JT, Alexeev, V, Aloosh, A, Amato, L, Amaya, D, Angel, JJ, Avetikian, AT, Bach, A, Baidoo, E, Bakalli, G, Bao, L, Barbon, A, Bashchenko, O, Bindra, PC, Bj酶nnes, GH, Black, JR, Black, BS, Bogoev, D, Correa, SB, Bondarenko, O, Bos, CS, Bosch鈥怰osa, C, Bouri, E, Brownlees, C, Calamia, A, Cao, VN, Capelle鈥怋lancard, G, Romero, LMC, Caporin, M, Carrion, A, Caskurlu, T, Chakrabarty, B, Chen, J, Chernov, M, Cheung, W, Chincarini, LB, Chordia, T, Chow, SC, Clapham, B, Colliard, JE, Comerton鈥怓orde, C, Curran, E, Dao, T, Dare, W, Davies, RJ, Blasis, RD, Nard, GFD, Declerck, F, Deev, O, Degryse, H, Deku, SY, Desagre, C, van Dijk, MA, Dim, C, Dimpfl, T, Dong, YJ, Drummond, PA, Dudda, T, Duevski, T, Dumitrescu, A, Dyakov, T, Dyhrberg, AH, Dzieli艅ski, M, Eksi, A, Kalak, IE, Ellen, ST, Eugster, N, Evans, MDD, Farrell, M, Felez鈥恦inas, E, Ferrara, G, Ferrouhi, EM, Flori, A, Fluharty鈥恓aidee, JT, Foley, SDV, Fong, KYL, Foucault, T, Franus, T, Franzoni, F, Frijns, B, Fr枚mmel, M, Fu, SM, F眉llbrunn, SC, Gan, B, Gao, G, Gehrig, TP, Gemayel, R, Gerritsen, D, Gil鈥怋azo, J, Gilder, D, Glosten, LR, Gomez, T, Gorbenko, A, Grammig, J, Gr茅goire, V, G眉莽bilmez, U, Hagstr枚mer, B, Hambuckers, J, Hapnes, E, Harris, JH, Harris, L, Hartmann, S, Hasse, JB, Hautsch, N, He, XZ, Heath, D, Hediger, S, Hendershott, T, Hibbert, AM, Hjalmarsson, E, Hoelscher, SA, Hoffmann, P, Holden, CW, Horenstein, AR, Huang, W, Huang, D, Hurlin, C, Ilczuk, K, Ivashchenko, A, Iyer, SR, Jahanshahloo, H, Jalkh, N, Jones, CM, Jurkatis, S, Jylh盲, P, Kaeck, AT, Kaiser, G, Karam, A, Karmaziene, E, Kassner, B, Kaustia, M, Kazak, E, Kearney, F, Kervel, VV, Khan, SA, Khomyn, MK, Klein, T, Klein, O, Klos, A, Koetter, M, Kolokolov, A, Korajczyk, RA, Kozhan, R, Krahnen, JP, Kuhle, P, Kwan, A, Lajaunie, Q, Lam, FYEC, Lambert, M, Langlois, H, Lausen, J, Lauter, T, Leippold, M, Levin, V, Li, Y, Li, H, Liew, CY, Lindner, T, Linton, O, Liu, J, Liu, A, Llorente, G, Lof, M, Lohr, A, Longstaff, F, Lopez鈥怢ira, A, Mankad, S, Mano, N, Marchal, A, Martineau, C, Mazzola, F, Meloso, D, Mi, MG, Mihet, R, Mohan, V, Moinas, S, Moore, D, Mu, L, Muravyev, D, Murphy, D, Neszveda, G, Neumeier, C, Nielsson, U, Nimalendran, M, Nolte, S, Norden, LL, O'Neill, P, Obaid, K, 脴degaard, BA, 脰stberg, P, Pagnotta, E, Painter, M, Palan, S, Palit, IJ, Park, A, Pascual, R, Pasquariello, P, Pastor, L, Patel, V, Patton, AJ, Pearson, ND, Pelizzon, L, Pelli, M, Pelster, M, P茅rignon, C, Pfiffer, C, Philip, R, Pl铆hal, T, Prakash, P, Press, O, Prodromou, T, Prokopczuk, M, Putnins, T, Qian, Y, Raizada, G, Rakowski, D, Ranaldo, A, Regis, L, Reitz, S, Renault, T, Renjie, RW, Reno, R, Riddiough, SJ, Rinne, K, Rintam盲ki, P, Riordan, R, Rittmannsberger, T, Longarela, IR, Roesch, D, Rognone, L, Roseman, B, Ro艧u, I, Roy, S, Rudolf, N, Rush, SR, Rzayev, K, Rze藕nik, AA, Sanford, A, Sankaran, H, Sarkar, A, Sarno, L, Scaillet, O, Scharnowski, S, Schenk鈥恏opp茅, KR, Schertler, A, Schneider, M, Schroeder, F, Sch眉rhoff, N, Schuster, P, Schwarz, MA, Seasholes, MS, Seeger, NJ, Shachar, O, Shkilko, A, Shui, J, Sikic, M, Simion, G, Smales, LA, S枚derlind, P, Sojli, E, Sokolov, K, S枚nksen, J, Spokeviciute, L, Stefanova, D, Subrahmanyam, MG, Szaszi, B, Talavera, O, Tang, Y, Taylor, N, Tham, WW, Theissen, E, Thimme, J, Tonks, I, Tran, H, Trapin, L, Trolle, AB, Vaduva, MA, Valente, G, van Ness, RA, Vasquez, A, Verousis, T, Verwijmeren, P, Vilhelmsson, A, Vilkov, G, Vladimirov, V, Vogel, S, Voigt, S, Wagner, W, Walther, T, Weiss, P, Wel, MVD, Werner, IM, Westerholm, PJ, Westheide, C, Wika, HC, Wipplinger, E, Wolf, M, Wolff, CCP, Wolk, L, Wong, WK, Wrampelmeyer, J, Wu, ZX, Xia, S, Xiu, D, Xu, K, Xu, C, Yadav, PK, Yag眉e, J, Yan, C, Yang, A, Yoo, W, Yu, W, Yu, Y, Yu, S, Yueshen, BZ, Yuferova, D, Zamojski, M, Zareei, A, Zeisberger, SM, Zhang, L, Zhang, SS, Zhang, X, Zhao, L, Zhong, Z, Zhou, ZI, Zhou, C, Zhu, XS, Zoican, M & Zwinkels, R 2024, '', The Journal of Finance.

Alcock, J & Sinagl, P 2022, '', Journal of International Money and Finance, vol. 122, 102576.

Alcock, J, Aspris, A, Satchell, S, Segara, R, Wright, D & Yao, J 2019, '', AJAF 鈥� The Australasian Journal of Applied Finance.

Alcock, J & Andrlikova, P 2018, '', Journal of Real Estate Finance and Economics, vol. 56, no. 2, pp. 183-216.

Alcock, J & Steiner, E 2018, '', Journal of Real Estate Finance and Economics, vol. 57, no. 1, pp. 4-42.

Alcock, J & Hatherley, A 2017, '', Review of Finance, vol. 21, no. 4, pp. 1701-1737.

Alcock, J & Smith, G 2017, '', Australian Journal of Management, vol. 42, no. 2, pp. 252-275.

Alcock, J & Steiner, E 2017, '', Abacus, vol. 53, no. 3, pp. 371-394.

Alcock, J & Steiner, E 2017, '', Abacus, vol. 53, no. 2, pp. 273-298.

Chapter

Alcock, J & Andrlikova, P 2017, . in Assymetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns. Wiley-VCH Verlag, pp. 198-220.

Low, RKY, Alcock, J, Faff, R & Brailsford, T 2017, in Assymetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns. Wiley-VCH Verlag, pp. 263-289.

Alcock, J & Hatherley, A 2017, . in Assymetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns. Wiley-VCH Verlag, pp. 1-16.

Alcock, J & Hatherley, A 2017, . in Assymetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns. Wiley-VCH Verlag, pp. 47-74.

Other contribution

Alcock, J 2017, . The Conversation .