John D. Lamb

Publication Activity (10 Years)

Years Active: 1997-2024
Publications (10 Years): 2

Top Topics

Optimal Portfolio

Multistage Stochastic

Multiple Objectives

Portfolio Selection

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

John D. Lamb, Kai-Hong Tee
Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance. Ann. Oper. Res. 332 (1) (2024)
Elmira Mynbayeva, John D. Lamb, Yuan Zhao
Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it. Eur. J. Oper. Res. 301 (2) (2022)
John D. Lamb, Kai-Hong Tee
Resampling DEA estimates of investment fund performance. Eur. J. Oper. Res. 223 (3) (2012)
John D. Lamb
Variable neighbourhood structures for cycle location problems. Eur. J. Oper. Res. 223 (1) (2012)
John D. Lamb, Kai-Hong Tee
Data envelopment analysis models of investment funds. Eur. J. Oper. Res. 216 (3) (2012)
John D. Lamb
Insertion heuristics for central cycle problems. Networks 56 (1) (2010)
Yuhong Dai, John D. Lamb, Wenbin Liu
Novel supervisor-searcher cooperation algorithms for minimization problems with strong noise. Optim. Methods Softw. 18 (3) (2003)
John D. Lamb, Russell C. H. Cheng
Optimal allocation of runs in a simulation metamodel with several independent variables. Oper. Res. Lett. 30 (3) (2002)
Russell C. H. Cheng, John D. Lamb
Making efficient simulation experiments interactively with a desktop simulation package. J. Oper. Res. Soc. 51 (4) (2000)
John D. Lamb
A note on the weighted matching with penalty problem. Pattern Recognit. Lett. 19 (3-4) (1998)
John D. Lamb
Efficient Optimal Equation Formulation in Lumped Power-conserving Systems. Discret. Appl. Math. 85 (3) (1998)
Russell C. H. Cheng, John D. Lamb
Interactive Implementation of Optimal Simulation Experiment Designs. WSC (1998)
John D. Lamb, Gregory M. Asher, Douglas R. Woodall
Bond Graphs III: Bond Graphs and Electrical Networks. Discret. Appl. Math. 73 (3) (1997)
John D. Lamb, Douglas R. Woodall, Gregory M. Asher
Bond Graphs I: Acausal Equivalence. Discret. Appl. Math. 72 (3) (1997)
John D. Lamb, Douglas R. Woodall, Gregory M. Asher
Bond Graphs II: Causality and Singularity. Discret. Appl. Math. 73 (2) (1997)