SOAS Research Online

Adcock, Chris, Areal, Nelson, Cortez, Maria Céu, Oliveira, Benilde and Silva, Florinda (2020) 'Does the choice of fund performance measure matter?' Investment Analysts Journal, 49 (1). pp. 53-77.

Adcock, Chris and Azzalini, Adelchi (2020) 'A Selective Overview of Skew-Elliptical and Related Distributions and of Their Applications.' Symmetry, 12 (1). p. 118.

Adcock, Chris, Landsman, Zinoviy and Shushi, Tomer (2019) 'Stein’s Lemma for generalized skew-elliptical random vectors.' Communications in Statistics: Theory and Methods, 50 (13). pp. 1-16.

Adcock, Chris, Ye, C., Yin, S. and Zhang, Dalu (2019) 'Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach.' Journal of the Operational Research Society, 70 (10). pp. 1709-1719.

Leite, Carlos, Cortez, Maria Céu, Silva, Florinda and Adcock, Chris (2017) 'The performance of socially responsible equity mutual funds: Evidence from Sweden.' Business Ethics: A European Review, 27 (2). pp. 108-126.

Adcock, Chris 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, Chris, Hua, Xiuping and Huang, Yiping (2016) 'Are Chinese stock and property markets integrated or segmented?' The European Journal of Finance, 22 (4-6). pp. 345-370.

Adcock, Chris (2015) 'Statistical Properties and Tests of Efficient Frontier Portfolios.' In: Zopounidis, Constantin and Galariotis, Emilios, (eds.), Quantitative Financial Risk Management. Hoboken, NJ: Wiley, pp. 242-269.

Hua, Xiuping and Adcock, Chris (2015) 'Asset Pricing under Financial Repression: Evidence from the Chinese Real Estate Boom during 1999–2010.' In: Cumming, Douglas, Guariglia, Alessandra, Hou, Wenxuan and Lee, Edward, (eds.), Developing China's Capital Market. Basingstoke: Palgrave Macmillan, pp. 42-73.

Adcock, Chris, Eling, Martin and Loperfido, Nicola (2015) 'Skewed distributions in finance and actuarial science: a review.' The European Journal of Finance, 21 (13-14). pp. 1253-1281.

Adcock, Chris, Hua, Xiuping, Mazouz, Khelifa and Yin, Shuxing (2014) 'Derivative activities and Chinese banks’ exposures to exchange rate and interest rate movements.' The European Journal of Finance, 23 (7/9). pp. 727-751.

Adcock, Chris (2013) 'Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-Student distribution.' European Journal of Operational Research, 234 (2). pp. 392-401.

Adcock, Chris (2013) 'Ex Post Efficient Set Mathematics.' Journal of Mathematical Finance, 03 (01). pp. 201-210.

Adcock, Chris (2012) 'Risk seeking and measures of portfolio performance.' International Journal of Portfolio Analysis and Management, 1 (2). p. 161.

Adcock, Chris, 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, Chris (2007) 'Extensions of Stein's Lemma for the Skew-Normal Distribution.' Communications in Statistics - Theory and Methods, 36 (9). pp. 1661-1671.

Adcock, Chris (2007) 'Measuring portfolio performance using a modified measure of risk.' Journal of Asset Management, 7 (6). pp. 388-403.