Sample size determination: a review CJ Adcock Journal of the Royal Statistical Society: Series D (The Statistician) 46 (2 …, 1997 | 400 | 1997 |
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 | 143 | 2015 |
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 | 139 | 2010 |
A Bayesian approach to calculating sample sizes CJ Adcock Journal of the Royal Statistical Society: Series D (The Statistician) 37 (4 …, 1988 | 92 | 1988 |
A simple algorithm to incorporate transactions costs in quadratic optimisation CJ Adcock, N Meade European Journal of Operational Research 79 (1), 85-94, 1994 | 83 | 1994 |
Portfolio selection based on the multivariate skew normal distribution CJ Adcock, K Shutes Financial modelling, 167-177, 2001 | 63 | 2001 |
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 | 59 | 2014 |
An analysis of skewness and skewness persistence in three emerging markets CJ Adcock, K Shutes Emerging Markets Review 6 (4), 396-418, 2005 | 55 | 2005 |
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 | 51 | 1987 |
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 | 40 | 2018 |
Extensions of Stein's lemma for the skew-normal distribution CJ Adcock Communications in Statistics—Theory and Methods 36 (9), 1661-1671, 2007 | 38 | 2007 |
A selective overview of skew-elliptical and related distributions and of their applications C Adcock, A Azzalini Symmetry 12 (1), 118, 2020 | 36 | 2020 |
Exploiting skewness to build an optimal hedge fund with a currency overlay CJ Adcock The European Journal of Finance 11 (5), 445-462, 2005 | 36 | 2005 |
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 | 35 | 2012 |
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 | 33 | 2014 |
Capital asset pricing for UK stocks under the multivariate skew-normal distribution CJ Adcock Skew-elliptical distributions and their applications, 191-204, 2004 | 32 | 2004 |
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 | 32 | 1992 |
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 | 27 | 1995 |
Linear factor models in finance JL Knight, S Satchell, C Adcock Elsevier/Butterworth-Heinemann, 2005 | 24 | 2005 |
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 | 23 | 2012 |