SOAS University of London

School of Finance and Management

Professor Chris Adcock

BSc PhD (Southampton)
  • Teaching
  • Publications


Chris Adcock
School of Finance and Management

Professorial Research Associate

Professor Chris Adcock
Email address:
SOAS University of London
Thornhaugh Street, Russell Square, London WC1H 0XG
Russell Square: College Buildings


Professor of Quantitative Finance at SOAS University of London until July 2020. Previously Professor of Financial Econometrics at the University of Sheffield. Now honorary Professor of Finance in Sheffield University Management School and visiting Professor at University College Dublin. Research interests in portfolio selection, asset pricing theory and development of quantitative techniques for portfolio management. Sometime advisor to several international investment managers. Founding editor of The European Journal of Finance. Previously associate editor of several finance journals and Series C and D of the Journals of the Royal Statistical Society. Current projects in financial econometrics, asymmetry and portfolio selection.




Jump to: Articles | Book Chapters |

Adcock, C. J. and Meade, N (2017) 'Using parametric classification trees for model selection with applications to financial risk management'. European Journal of Operational Research, (259) 2, pp 746-765.

Adcock, Chris and Hua, Xiuping and Huang, Yiping (2016) 'Are Chinese stock and property markets integrated or segmented?'. The European Journal of Finance, (22) 4-6, pp 345-370.

Adcock, Chris and Eling, Martin and Loperfido, Nicola (2015) 'Skewed distributions in finance and actuarial science: a review'. The European Journal of Finance, (21) 13-14, pp 1253-1281.

Adcock, Chris and Hua, Xiuping and Mazouz, Khelifa and Yin, Shuxing (2014) 'Derivative activities and Chinese banks’ exposures to exchange rate and interest rate movements'. The European Journal of Finance, pp 1-25.

Adcock, C.J. (2013) 'Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-Student distribution'. European Journal of Operational Research, (234) 2, pp 392-401.

Adcock, C. J. (2013) 'Ex Post Efficient Set Mathematics'. Journal of Mathematical Finance, (3) 1, pp 201-210.

Adcock, C.J. (2012) 'Risk seeking and measures of portfolio performance'. International Journal of Portfolio Analysis and Management, (1) 2, pp 161.

Adcock, C. J. and Cortez, M. Ceu and Armada, M. J. Rocha and Silva, F. (2012) 'Time varying betas and the unconditional distribution of asset returns'. Quantitative Finance, (12) 6, pp 951-967.

Adcock, C. J. (2007) 'Extensions of Stein's Lemma for the Skew-Normal Distribution'. Communications in Statistics - Theory and Methods, (36) 9, pp 1661-1671.

Adcock, Chris (2007) 'Measuring portfolio performance using a modified measure of risk'. Journal of Asset Management, (7) 6, pp 388-403.

Book Chapters

Jump to: Articles | Book Chapters |

Adcock, C. J. (2015) 'Statistical Properties and Tests of Efficient Frontier Portfolios'. In: Zopounidis, Constantin and Galariotis, Emilios, (eds.), Quantitative Financial Risk Management. Hoboken, NJ: John Wiley & Sons, pp 242-269.

Hua, Xiuping and Adcock, Chris (2015) 'Asset Pricing under Financial Repression: Evidence from the Chinese Real Estate Boom during 1999–2010'. In: Cumming, Douglas and Guariglia, Alessandra and Hou, Wenxuan and Lee, Edward, (eds.), Developing China's Capital Market. Basingstoke: Palgrave Macmillan, pp 42-73.


This list was last generated on Thursday, 3rd December 2020, 04:47 Europe/London.