C. J. Adcock

Available identifiers

Publication	Date of Publication	Type
Quantitative portfolio selection: using density forecasting to find consistent portfolios	2021-06-03	Paper
On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions	2019-08-27	Paper
Using parametric classification trees for model selection with applications to financial risk management	2018-05-25	Paper
Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution	2015-02-03	Paper
Time varying betas and the unconditional distribution of asset returns	2014-01-17	Paper
Stein's lemma for skew-normal distributions a comment and an example	2013-11-11	Paper
Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution	2010-09-20	Paper
Extensions of Stein's Lemma for the Skew-Normal Distribution	2007-10-24	Paper
The dynamic control of risk in optimised portfolios	2001-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q4378649	1998-07-06	Paper
A simple algorithm to incorporate transactions costs in quadratic optimization	1996-05-12	Paper

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