C. Adcock

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Sample size determination : a review

C. Adcock, 1997 .

Extensions of Stein's Lemma for the Skew-Normal Distribution

C. Adcock, 2007 .

A simple algorithm to incorporate transactions costs in quadratic optimisation

Nigel Meade, C. J. Adcock, N. Meade, 1994 .

Skewed distributions in finance and actuarial science: a review

Martin Eling, Nicola Loperfido, C. Adcock, 2015 .

Beta lives - some statistical perspectives on the capital asset pricing model

C. Adcock, Ephraim Clark, 1999 .

Skewness and Skewness Persistence in Thinly Traded Markets

C. Adcock, K. Shutes, 2006 .

The choice of sample size and the method of maximum expected utility—comments on the paper by Lindley

C. J. Adcock, C. Adcock, 1997 .

The Bayesian Approach to Determination of Sample Sizes—Some Comments on the Paper by Joseph, Wolfson and du Berger

C. J. Adcock, C. Adcock, 1995 .

Value-at-Risk Forecasting Ability of Filtered Historical Simulation for Non-Normal GARCH Returns

C. Adcock, Nelson Areal, Benilde Oliveira, 2012 .

Does the Use of Downside Risk-Adjusted Measures Impact the Performance of UK Investment Trusts?

C. Adcock, Nelson Areal, M. R. Armada, 2010 .

Quantitative portfolio selection: Using density forecasting to find consistent portfolios

N. Meade, J. Beasley, C. Adcock, 2019, Eur. J. Oper. Res..

Are Chinese stock and property markets integrated or segmented?

C. Adcock, Yiping Huang, X. Hua, 2016, The Chinese Capital Markets.

A service system model for sales forecasting

C. Adcock, 1988 .

Does the choice of fund performance measure matter?

C. Adcock, Nelson Areal, M. C. Cortez, 2020 .

t Regularized Skew-Normal Regression

C. Adcock, K. Shutes, 2014 .

Bayesian approaches to the determination of sample sizes for binomial and multinomial sampling-some comments on the paper by Pham-Gia and Turkkan

C. Adcock, 1992 .

Using parametric classification trees for model selection with applications to financial risk management

Nigel Meade, C. J. Adcock, N. Meade, 2017, Eur. J. Oper. Res..

Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution

C. J. Adcock, C. Adcock, 2010, Ann. Oper. Res..

CHARACTERISING NON-NORMALITY IN ASSET RETURNS USING THE GENERALISED SKEW STUDENT DISTRIBUTION

N. Meade, C. Adcock, 2007 .

An analysis of skewness and skewness persistence in three emerging markets

C. J. Adcock, C. Adcock, K. Shutes, 2005 .

Exploiting skewness to build an optimal hedge fund with a currency overlay

C. Adcock, 2005 .

Estimating UK factor models using the multivariate skew-normal distribution

C. Adcock, 2005 .

An Improved Bayesian Procedure for Calculating Sample Sizes in Multinomial Sampling

C. J. Adcock, C. Adcock, 1993 .

A Bayesian Approach to Calculating Sample Sizes for Multinomial Sampling

C. Adcock, 1987 .

Ex Post Efficient Set Mathematics

C. Adcock, 2013 .

An Empirical Study of Portfolio Selection for Optimally Hedged Portfolios

C. Adcock, 2003 .

A Selective Overview of Skew-Elliptical and Related Distributions and of Their Applications

Adelchi Azzalini, Chris Adcock, A. Azzalini, 2020, Symmetry.

Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution

C. J. Adcock, C. Adcock, 2014, Eur. J. Oper. Res..

Capital asset pricing for UK stocks under the multivariate skew-normal distribution

C. Adcock, 2004 .

Portfolio Performance Measurement: Monotonicity with Respect to the Sharpe Ratio and Multivariate Tests of Correlation

C. Adcock, Nelson Areal, Manuel J. Rocha Armada, 2015 .

Stein’s Lemma for generalized skew-elliptical random vectors

Z. Landsman, C. Adcock, T. Shushi, 2019, Communications in Statistics - Theory and Methods.

Measuring portfolio performance using a modified measure of risk

C. Adcock, 2007 .

An Extension Of Stein's Lemma For The Skew Normal Distribution By

C. Adcock, 2004 .

Fat Tails and the Capital Asset Pricing Model

C. Adcock, K. Shutes, 2000 .

Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach

D. Zhang, C. J. Adcock, C. Ye, 2019, J. Oper. Res. Soc..

Does the Stock Market Reward Innovation? European Stock Index Reaction to Negative News During the Global Financial Crisis

C. Adcock, Shuxing Yin, K. Mazouz, 2014 .

Derivative activities and Chinese banks’ exposures to exchange rate and interest rate movements

C. Adcock, Shuxing Yin, K. Mazouz, 2014 .

On the Multivariate Extended Skew-Normal, Normal-Exponential, and Normal-Gamma Distributions

C. Adcock, K. Shutes, 2012 .

Fundamental Factor Models and Macroeconomic Risks - An Orthogonal Decomposition

C. Adcock, T. Conlon, W. Bessler, 2019, SSRN Electronic Journal.

Predicting portfolio returns using the distributions of efficient set portfolios

C. Adcock, 2003 .

Properties and Limiting Forms of the Multivariate Extended Skew-Normal and Skew-Student Distributions

C. Adcock, 2022, Stats.

The choice of sample size. Commentaries. Author's reply

C. J. Adcock, T. Pham-Gia, D. Lindley, 1997 .

The Performance of Socially Responsible Equity Mutual Funds: Evidence from Sweden

C. Adcock, M. C. Cortez, F. Silva, 2018 .

Modelling reality and personal modelling: Richard Flavell, (ed.), 1993, Contributions to Management Science, (Physica-Verlag, Heidelberg), 407 pp., paperback, DM120, ISBN 3-7908-0682-X

C. Adcock, Chris Adcock, 1994 .

Regularized Extended Skew-Normal Regression

C. Adcock, K. Shutes, 2013 .

Regularized Skew-Normal Regression

C. Adcock, K. Shutes, 2013 .

Statistical Properties and Tests of Efficient Frontier Portfolios

C. Adcock, 2015 .

Derivative activities and Chinese banks’ exposures to exchange rate and interest rate movements

C. Adcock, Shuxing Yin, K. Mazouz, 2014 .