SOAS Research Online
A Free Database of the Latest Research by SOAS Academics and PhD Students
 | Up a level |
Adcock, C. J. and Meade, Nigel (2017) 'Using parametric classification trees for model selection with applications to financial risk management.' European Journal of Operational Research, 259 (2). pp. 746-765.
Adcock, C. J. (2015) 'Statistical Properties and Tests of Efficient Frontier Portfolios.' In: Zopounidis, Constantin and Galariotis, Emilios, (eds.), Quantitative Financial Risk Management. Hoboken, NJ: John Wiley & Sons, pp. 242-269.
Adcock, C. J. (2013) 'Ex Post Efficient Set Mathematics.' Journal of Mathematical Finance, 03 (01). pp. 201-210.
Adcock, C. J., Cortez, Maria Céu, Armada, M. J. Rocha and Silva, Florinda (2012) 'Time varying betas and the unconditional distribution of asset returns.' Quantitative Finance, 12 (6). pp. 951-967.
Adcock, C. J. (2007) 'Extensions of Stein's Lemma for the Skew-Normal Distribution.' Communications in Statistics - Theory and Methods, 36 (9). pp. 1661-1671.