[ skip to content ]

Items from "Adcock, C. J."

Up a level
Export as [feed] Atom [feed] RSS
Group by: Item Type | No Grouping
Number of items: 5.

Book Chapters

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.

Journal Article

Adcock, C. J. and Meade, N (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. (2013) 'Ex Post Efficient Set Mathematics.' Journal of Mathematical Finance, 03 (01). pp. 201-210.

Adcock, C. J. and Cortez, M. Ceu and Armada, M. J. Rocha and Silva, F. (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.

This list was generated on Sat Nov 25 03:08:02 2017 GMT.