Dr Alcock's research interests include financial derivative and contingent claim valuation, real options, real estate finance, portfolio construction, computational finance, corporate finance and empirical finance. He completed his PhD, entitled "Numerical Methods for Quantitative Finance", in 2005 under the supervision of Professor Kevin Burrage.
Dr Alcock has published over twenty-five research articles and reports. He has published in high quality international journals in finance, accounting, statistics and mathematics. Dr Alcock has been repeatedly recognised for the excellence of his research, including awards for the 'Best Derivatives Paper' prize at the prestigious Australasian Finance and Banking Conference, 2007 and the 'Best Paper on Real Estate Investment" at the 2010 European Real Estate Society annual conference and the 2011 A M Parker prize from the Institute of Actuaries Australia. Dr Alcock has been invited several times to present his research in the USA, the UK, China and mainland Europe and has attracted well over $1,000,000 in research funding.
Dr Alcock is a respected research degree supervisor. He has supervised nine PhD students, with five completions and one nearing completion. Dr Alcock is proud that eight of his nine PhD students have won an international prize for the research conducted under his supervision. Furthermore, he has supervised more than fifty Masters/Honours level dissertations in Australia and the UK. Dr Alcock has taught courses in Financial Calculus, Financial Mathematics, Computational Finance, Financial Statistics, Corporate Finance, Financial Risk Managament, Real Estate Finance and Empirical Finance. He has taught at The University of Queensland, Australian Graduate School of Management and The University of Cambridge and consistently obtains high teaching evaluations from his students. His teaching evaluations in the most recent semester are 4.4/5 and a perfect score of 5.0 (Financial Calculus).