Concepedia
Statistics
Publications
21
Citations
701
H-Index
15
Active since
1960
Affiliations
University of Sheffield(Current)
University of London
University of Westminster
Imperial College London
SOAS University of London
Chris Adcock is an author at University of Sheffield specializing in statistics, business, and finance.
Top concepts
BusinessStatisticsFinanceAsset PricingEconomicsManagementEngineeringStatistical InferenceProbabilityEmpirical Finance
Publications per year
1960–2020
Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution
Chris Adcock · Annals of Operations Research · 2009 · 128 citations · Full text
Skew-student-t Distribution, Economics, Portfolio Optimization +9
A Bayesian Approach to Calculating Sample Sizes
Chris Adcock · Journal of the Royal Statistical Society Series D (The Statistician) · 1988 · 73 citations
Bayesian Statistic, Bayesian Statistics, Calculating Sample Sizes +6
Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-Student distribution
Chris Adcock · European Journal of Operational Research · 2013 · 62 citations
Mean–variance–skewness Efficient Surfaces, Stein ’, Statistical Inference +7
A simple algorithm to incorporate transactions costs in quadratic optimisation
Chris Adcock, Nigel Meade · European Journal of Operational Research · 1994 · 58 citations
Mathematical Programming, Engineering, Continuous Optimization +12
Extensions of Stein's Lemma for the Skew-Normal Distribution
Chris Adcock · Communication in Statistics- Theory and Methods · 2007 · 40 citations
Engineering, Multivariate Skew-normality, Skew-normal Distribution +10
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