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Resampling DEA estimates of investment fund performance
Lamb, John D.; Tee, Kaihong - In: European journal of operational research : EJOR 223 (2012) 3, pp. 834-841
Persistent link: https://www.econbiz.de/10009656129
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Making Cornish-Fisher fit for risk measurement
Lamb, John D.; Monville, Maura E.; Tee, Kaihong - In: Journal of risk 21 (2018/2019) 5, pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
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Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
Mynbayeva, Elmira; Lamb, John D.; Zhao, Yuan - In: European journal of operational research : EJOR 301 (2022) 2, pp. 694-707
Persistent link: https://www.econbiz.de/10013207672