Portfolio Optimisation. - Christopher J. Adcock (Neural Networks and the Financial Markets, 2002)

Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution. - Christopher J. Adcock (Ann. Oper. Res., 2010)

Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution. - Christopher J. Adcock (Eur. J. Oper. Res., 2014)

Using parametric classification trees for model selection with applications to financial risk management. - Christopher J. Adcock; Nigel Meade (Eur. J. Oper. Res., 2017)

Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach. - Christopher J. Adcock; Caiwei Ye; Shuxing Yin; Dalu Zhang (J. Oper. Res. Soc., 2019)

Quantitative portfolio selection: Using density forecasting to find consistent portfolios. - Nigel Meade; John E. Beasley; Christopher J. Adcock (Eur. J. Oper. Res., 2021)