Up a level |

Group by: Item Type | No Grouping

Jump to: Book Chapters | Journal Article

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, 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.