Christopher J. Adcock

According to our database, Christopher J. Adcock authored at least 6 papers between 2002 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Quantitative portfolio selection: Using density forecasting to find consistent portfolios.

Nigel Meade, John E. Beasley, Christopher J. Adcock

Eur. J. Oper. Res., 2021

2019

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

Christopher J. Adcock, Caiwei Ye, Shuxing Yin, Dalu Zhang

J. Oper. Res. Soc., 2019

2017

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

Christopher J. Adcock, Nigel Meade

Eur. J. Oper. Res., 2017

2014

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

Christopher J. Adcock

Eur. J. Oper. Res., 2014

2010

Asset pricing and portfolio selection based on the multivariate extended skew-Student-<i>t</i> distribution.

Christopher J. Adcock

Ann. Oper. Res., 2010

2002

Portfolio Optimisation.

Christopher J. Adcock

Proceedings of the Neural Networks and the Financial Markets, 2002