SOAS Research Online
A Free Database of the Latest Research by SOAS Academics and PhD Students
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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, 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. (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.