SOAS Research Online

Book Chapters

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.

Journal Article

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, 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.