C. J. Adcock

Publication Activity (10 Years)

Years Active: 2010-2021
Publications (10 Years): 3

Top Topics

Hyperparameters

Portfolio Selection

Top Venues

Eur. J. Oper. Res.

J. Oper. Res. Soc.

Publications

Nigel Meade, John E. Beasley, C. J. Adcock
Quantitative portfolio selection: Using density forecasting to find consistent portfolios. Eur. J. Oper. Res. 288 (3) (2021)
C. J. Adcock, C. Ye, S. Yin, D. Zhang
Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach. J. Oper. Res. Soc. 70 (10) (2019)
C. J. Adcock, Nigel Meade
Using parametric classification trees for model selection with applications to financial risk management. Eur. J. Oper. Res. 259 (2) (2017)
C. J. Adcock
Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution. Eur. J. Oper. Res. 234 (2) (2014)
C. J. Adcock
distribution. Ann. Oper. Res. 176 (1) (2010)