Adcock C.J.

C.J. Adcock

Information about the author C.J. Adcock will soon be added to the site.
Found 2 papers in total
The dynamic control of risk in optimised portfolios
2000
This paper presents a theoretical treatment of the statistical properties of optimal...
A simple algorithm to incorporate transactions costs in quadratic optimisation
1994
Quantitative fund management invariably involves portfolio performance being measured...
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