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CJ Adcock
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Year
Sample size determination: a review
CJ Adcock
Journal of the Royal Statistical Society: Series D (The Statistician) 46 (2 …, 1997
3991997
Skewed distributions in finance and actuarial science: a review
C Adcock, M Eling, N Loperfido
The European Journal of Finance 21 (13-14), 1253-1281, 2015
1422015
Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution
CJ Adcock
Annals of Operations Research 176 (1), 221-234, 2010
1392010
A Bayesian approach to calculating sample sizes
CJ Adcock
Journal of the Royal Statistical Society: Series D (The Statistician) 37 (4 …, 1988
931988
A simple algorithm to incorporate transactions costs in quadratic optimisation
CJ Adcock, N Meade
European Journal of Operational Research 79 (1), 85-94, 1994
831994
Portfolio selection based on the multivariate skew normal distribution
CJ Adcock, K Shutes
Financial modelling, 167-177, 2001
632001
Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-Student distribution
CJ Adcock
European Journal of Operational Research 234 (2), 392-401, 2014
592014
An analysis of skewness and skewness persistence in three emerging markets
CJ Adcock, K Shutes
Emerging Markets Review 6 (4), 396-418, 2005
552005
A Bayesian approach to calculating sample sizes for multinomial sampling
CJ Adcock
Journal of the Royal Statistical Society: Series D (The Statistician) 36 (2 …, 1987
511987
The performance of socially responsible equity mutual funds: Evidence from Sweden
C Leite, MC Cortez, F Silva, C Adcock
Business Ethics: A European Review 27 (2), 108-126, 2018
402018
Extensions of Stein's lemma for the skew-normal distribution
CJ Adcock
Communications in Statistics—Theory and Methods 36 (9), 1661-1671, 2007
382007
Exploiting skewness to build an optimal hedge fund with a currency overlay
CJ Adcock
The European Journal of Finance 11 (5), 445-462, 2005
362005
A selective overview of skew-elliptical and related distributions and of their applications
C Adcock, A Azzalini
Symmetry 12 (1), 118, 2020
352020
Time varying betas and the unconditional distribution of asset returns
CJ Adcock, MC Cortez, MJR Armada, F Silva
Quantitative Finance 12 (6), 951-967, 2012
352012
Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis
C Adcock, X Hua, K Mazouz, S Yin
Journal of International Money and Finance 49, 470-491, 2014
332014
Capital asset pricing for UK stocks under the multivariate skew-normal distribution
CJ Adcock
Skew-elliptical distributions and their applications, 191-204, 2004
322004
Bayesian approaches to the determination of sample sizes for binomial and multinomial sampling—some comments on the paper by Pham‐Gia and Turkkan
CJ Adcock
Journal of the Royal Statistical Society: Series D (The Statistician) 41 (4 …, 1992
321992
The Bayesian approach to determination of sample sizes—some comments on the paper by Joseph, Wolfson and du Berger
CJ Adcock
Journal of the Royal Statistical Society Series D: The Statistician 44 (2 …, 1995
271995
Linear factor models in finance
JL Knight, S Satchell, C Adcock
Elsevier/Butterworth-Heinemann, 2005
242005
On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
CJ Adcock, K Shutes
Journal of Statistical Theory and Practice 6, 636-664, 2012
232012
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