BSc MSc PhD, HEA Fellow
Lecturer
- About
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- Email Address
- j.d.lamb@abdn.ac.uk
- Telephone Number
- +44 (0)1224 274362
- Office Address
University of Aberdeen Business School, MacRobert Building, 581 King Street, Aberdeen, AB24 5UD
- School/Department
- Business School
Biography
If you are reading this it is probably because (i) you are looking for a PhD supervisor, (ii) you have read something John has written and want to know more about him, (iii) you have nothing better to do with your time.
Yes, John does supervise PhD students.
John has broad research interests in Operational Research/Management Science. These are mostly in developing theory and methodology for applying mathematical, statistical and computing techniques to problems in management and in finance. He is fluent in C++, LaTeX and Java and can hold a reasonable conversation in Python, Ruby, HTML, English, Spanish and French.
John mainly teaches Management Science and Operations Management. He is currently a fellow of the Higher Education Academy and the Royal Statistical Society and a member of the Operational Research Society. He has often been compared. Usually this is to Spock, which is most illogical, or to Sheldon from the Big Bang Theory. He is sufficiently socially dysfunctional to regard these comparisons as complements.
External Memberships
Member of the Operational Research Society
Fellow of the Royal Statistical Society
Latest Publications
Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance
Annals Of Operations ResearchContributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1007/s10479-023-05428-w
- [ONLINE] View publication in Scopus
Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
European Journal of Operational Research, vol. 301, no. 2, pp. 694-707Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.ejor.2021.11.036
Existentially Understanding Tourism in Locale: A Dwelling Perspective
Annals of Tourism Research, vol. 80, 102828Contributions to Journals: ArticlesMaking Cornish-Fisher fit for risk measurement
Journal of Risk, vol. 21, no. 5, pp. 53–81Contributions to Journals: ArticlesA management view of security and cloud computing
Chapters in Books, Reports and Conference Proceedings: Conference Proceedings
- Research
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Research Overview
Operational Research. Optimisiation. Statistics. Simulation. Computational Mathematics. Combinatorics. Mathematical modelling. John has broad research interests in Operational Research/Management Science. These are mostly in developing theory and methodology for applying mathematical, statistical and computing techniques to problems in management and in finance.
Research Areas
Accepting PhDs
I am currently accepting PhDs in Management.
Please get in touch if you would like to discuss your research ideas further.
Research Specialisms
- Operational Research
- Financial Mathematics
- Financial Risk
- Statistical Modelling
- Statistics
Our research specialisms are based on the Higher Education Classification of Subjects (HECoS) which is HESA open data, published under the Creative Commons Attribution 4.0 International licence.
Current Research
Optimisation and data envelopment analysis applied to finance. Analysis and design of neighbourhoods for heuristics.
- Teaching
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Teaching Responsibilities
Level 2 Operations Management
Level 3 Business Modelling
Level 1 Context of Business
Level 5 (postgraduate) Operations Management
- Publications
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Page 1 of 2 Results 1 to 10 of 19
Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance
Annals Of Operations ResearchContributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1007/s10479-023-05428-w
- [ONLINE] View publication in Scopus
Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
European Journal of Operational Research, vol. 301, no. 2, pp. 694-707Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.ejor.2021.11.036
Existentially Understanding Tourism in Locale: A Dwelling Perspective
Annals of Tourism Research, vol. 80, 102828Contributions to Journals: ArticlesMaking Cornish-Fisher fit for risk measurement
Journal of Risk, vol. 21, no. 5, pp. 53–81Contributions to Journals: ArticlesA management view of security and cloud computing
Chapters in Books, Reports and Conference Proceedings: Conference ProceedingsMaking Cornish–Fisher Distributions Fit
Working Papers: Working PapersResampling DEA estimates of investment fund performance
European Journal of Operational Research, vol. 223, no. 3, pp. 834–841Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.ejor.2012.07.015
Variable neighbourhood structures for cycle location problems
European Journal of Operational Research, vol. 223, no. 1, pp. 15–26Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.ejor.2012.05.038
Data Envelopment Analysis (DEA) Integrated Risk Assessment Technique on Hedge Funds Investment: Theory and Practical Application
Risk Assessment and Management. Zhang, Z. (ed.). Academy Publish, pp. 73–84, 12 pagesChapters in Books, Reports and Conference Proceedings: ChaptersRegression analysis for a bottom-up approach to analysing semi-prompt fission gamma yields
Annals of Nuclear Energy, vol. 46, pp. 11–19Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.anucene.2012.023.011