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Number of items: **5**.

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. 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., Cortez, M. Ceu, 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.