C. J. Adcock

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Quantitative portfolio selection: using density forecasting to find consistent portfolios European Journal of Operational Research	2021-06-03	Paper
On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions Journal of Statistical Theory and Practice	2019-08-27	Paper
Using parametric classification trees for model selection with applications to financial risk management European Journal of Operational Research	2018-05-25	Paper
Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution European Journal of Operational Research	2015-02-03	Paper
Time varying betas and the unconditional distribution of asset returns Quantitative Finance	2014-01-17	Paper
Stein's lemma for skew-normal distributions a comment and an example Journal of Applied Probability and Statistics	2013-11-11	Paper
Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution Annals of Operations Research	2010-09-20	Paper
Extensions of Stein's Lemma for the Skew-Normal Distribution Communications in Statistics: Theory and Methods	2007-10-24	Paper
The dynamic control of risk in optimised portfolios IMA Journal of Mathematics Applied in Business and Industry	2001-03-19	Paper
scientific article; zbMATH DE number 1124620 (Why is no real title available?)	1998-07-06	Paper
A simple algorithm to incorporate transactions costs in quadratic optimization European Journal of Operational Research	1996-05-12	Paper

Research outcomes over time

This page was built for person: C. J. Adcock