John D. Lamb

University of Aberdeen - Business School

Edward Wright Building

Dunbar Street

Aberdeen, Scotland AB24 3QY

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

361

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Data Envelopment Analysis (DEA) Integrated Risk Assessment Technique on Hedge Funds Investment: Theory and Practical Application

Zhang Z.Y., ed., Risk Assessment and Management. Wyoming, U.S.A: Academy Publish, pp. 73
Number of pages: 19 Posted: 16 Feb 2012 Last Revised: 26 Dec 2012
John D. Lamb and Kai-Hong Tee
University of Aberdeen - Business School and Loughborough University - School of Business and Economics
Downloads 177 (219,242)

Abstract:

Loading...

Data Envelopment Analysis, Hedge funds, bootstrapping, Leverage Risk

2.

Resampling Data Envelopment Analysis (DEA) Estimates of Investment Fund Performance

European Journal of Operational Research, 223(3), pp.834-841
Number of pages: 14 Posted: 24 Feb 2012 Last Revised: 26 Dec 2012
John D. Lamb and Kai-Hong Tee
University of Aberdeen - Business School and Loughborough University - School of Business and Economics
Downloads 109 (319,802)

Abstract:

Loading...

data envelopment analysis, bootstrap, investment fund, rank, bias

3.

Making Cornish–Fisher Distributions Fit

Number of pages: 59 Posted: 01 Oct 2016
John D. Lamb, Maura Monville and Kai-Hong Tee
University of Aberdeen - Business School, Varian Medical Systems Finland Oy and Loughborough University - School of Business and Economics
Downloads 74 (406,621)

Abstract:

Loading...

Conditional value-at-risk, Goodness-of-fit, Kurtosis, Random variates, Skewness

4.

Making Cornish–Fisher Fit for Risk Measurement

Journal of Risk, Vol. 21, No. 5, 2019
Number of pages: 30 Posted: 19 Jun 2019
John D. Lamb, Maura E. Monville and Kai-Hong Tee
University of Aberdeen - Business School, University of Surrey and Loughborough University - School of Business and Economics
Downloads 1 (812,133)
  • Add to Cart

Abstract:

Loading...

conditional value-at-risk (CVaR), estimation error, goodness-of-fit, kurtosis, skewness

5.

Insertion Heuristics for Central Cycle Problems

University of Aberdeen Business School Working Paper No. 2006-07
Posted: 15 Jan 2008
John D. Lamb
University of Aberdeen - Business School

Abstract:

Loading...

tour, cycle, centre, eccentricity, cyclelength

6.

The Subtour Centre Problem

Posted: 09 Jan 2008
John D. Lamb
University of Aberdeen - Business School

Abstract:

Loading...

Location, Combinatorial optimization, Heuristics, Linear programming