John D. Lamb

Orcid: 0000-0002-5849-7772

According to our database1, John D. Lamb authored at least 15 papers between 1997 and 2024.

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Bibliography

2024
Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance.
Ann. Oper. Res., January, 2024

2022
Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it.
Eur. J. Oper. Res., 2022

2012
Resampling DEA estimates of investment fund performance.
Eur. J. Oper. Res., 2012

Data envelopment analysis models of investment funds.
Eur. J. Oper. Res., 2012

Variable neighbourhood structures for cycle location problems.
Eur. J. Oper. Res., 2012

2010
Insertion heuristics for central cycle problems.
Networks, 2010

2003
Novel supervisor-searcher cooperation algorithms for minimization problems with strong noise.
Optim. Methods Softw., 2003

2002
Optimal allocation of runs in a simulation metamodel with several independent variables.
Oper. Res. Lett., 2002

2000
Making efficient simulation experiments interactively with a desktop simulation package.
J. Oper. Res. Soc., 2000

1998
A note on the weighted matching with penalty problem.
Pattern Recognit. Lett., 1998

Efficient Optimal Equation Formulation in Lumped Power-conserving Systems.
Discret. Appl. Math., 1998

Interactive Implementation of Optimal Simulation Experiment Designs.
Proceedings of the 30th conference on Winter simulation, 1998

1997
Bond Graphs II: Causality and Singularity.
Discret. Appl. Math., 1997

Bond Graphs I: Acausal Equivalence.
Discret. Appl. Math., 1997

Bond Graphs III: Bond Graphs and Electrical Networks.
Discret. Appl. Math., 1997


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