The following pages link to C. J. Adcock (Q993720):
Displayed 11 items.
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
- A simple algorithm to incorporate transactions costs in quadratic optimization (Q1342041) (← links)
- Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (Q2320797) (← links)
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
- (Q2704190) (← links)
- (Q2861038) (← links)
- Time varying betas and the unconditional distribution of asset returns (Q2869990) (← links)
- (Q4378649) (← links)
- Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527) (← links)