杰米阿尔科克博士从事金融，计量财务，企业融资和房地产金融方面的研究。2005年定量融资博士毕业后任教于昆士兰大学商学院，直至2008年他移至剑桥大学。阿尔科克博士是昆士兰大学的金融数学副教授，并继续在房地产金融演讲在英国剑桥大学。同时他也是剑桥大学唐宁学院，经济学研究员。
杰米阿尔科克博士在多种杂志上发表了很多文章，包括期货市场，会计，金融，经济纪录，计量财务和统计计算和数据分析的杂志期刊。由于他研究方面非常优秀，曾获得多个奖项，包括在2007年澳亚银行和金融会议上最佳衍生物论文，在2010年的欧洲房地产协会会议在房地产投资方面最佳论文奖和2011年获得澳大利亚精算师协会的AM帕克奖.阿尔科克博士还提出了在英国，德国，澳大利亚，美国和中国人民共和国的邀请研究研讨会。他的一些成就，可以在http://ssrn.com/author=371575 下载
教研方向：
金融风险管理
企业财务
定量金融
投资组合管理
评估方法
资本结构
房地产金融
发行出版物：
Alcock, J., Finn, F., and Tan, K. (2011), The determinants of debt maturity for Australian firms, Accounting and Finance, forthcoming.
Alcock, J. and Burrage, K. (2011), Stable, strong order 1.0 methods for solving stochastic ordinary differential equations, BIT Numerical Mathematics, forthcoming.
Alcock, J and Auerswald, D. (2010), Empirical tests of canonical nonparametric American option pricing methods., The Journal of Futures Markets, 30(6), 509--532.
Alcock, J., Mollee, T. and Wood, J. (2009), Volatile earnings growth, PE ratios and the value premium., Quantitative Finance, forthcoming.
Alcock, J. and Hatherley, A. (2009), Asymmetric dependence between domestic equity indices and its effect on portfolio construction., The Australian Actuarial Journal, 15(1), 143–180.
Alcock, J and Carmichael, T. (2008), Nonparametric American option pricing, The Journal of Futures Markets, 28(8), 717–748.
Alcock, J., Cockcroft, S. and Finn, F. (2008), Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates., Accounting and Finance, 48(5), 697–718.
Hatherley, A. and Alcock, J. (2007), Portfolio construction incorporating asymmetric dependence structures: A users guide., Accounting and Finance, 47(3), 447–472.
Alcock, J., Goard, J. and Vassallo, T. (2007) Calibrating Mean-Reverting Jump Diffusions: An application to the NSW Electricity Market, chapter in Mathematics in Industry Study Group 2007.
Alcock, J. and Burrage, K., (2006), A note on the Balanced method., BIT Numerical Mathematics, 46(4), 689–710.
Alcock, J. and Gray, P., (2005), Forecasting stock returns using model selection criteria., The Economic Record, 81(253) June 2005, 135-151.
Alcock, J. and Gray, P., (2005), Dynamic, non-parametric hedging of European style contingent claims using Canonical valuation., Finance Research Letters, 2(1), 41-50.
Alcock, J. and Docwra, G., (2005), A simulation analysis of the market effect of the Australian Broadcasting Corporation., Information Economics and Policy, 17(4), 407-427.
Alcock, J., (2005), Numerical methods for quantitative finance., Bulletin of the Australian Mathematics Society, 72(1) ,173–176.
Alcock, J. and Burrage, K., (2004), A genetic estimation algorithm for parameters of stochastic ordinary differential equations., Computational Statistics and Data Analysis, 47(2), 255–275.
