cormac lucas
cormac lucas
Verified email at brunel.ac.uk
Title
Cited by
Cited by
Year
Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
NJ Jobst, MD Horniman, CA Lucas, G Mitra
Quantitative finance 1 (5), 489-501, 2001
2772001
Computational solution of capacity planning models under uncertainty
SA MirHassani, C Lucas, G Mitra, E Messina, CA Poojari
Parallel Computing 26 (5), 511-538, 2000
2012000
Heuristic algorithms for the cardinality constrained efficient frontier
M Woodside-Oriakhi, C Lucas, JE Beasley
European Journal of Operational Research 213 (3), 538-550, 2011
1572011
Adapting on-line analytical processing for decision modelling: the interaction of information and decision technologies
NS Koutsoukis, G Mitra, C Lucas
Decision support systems 26 (1), 1-30, 1999
1011999
Portfolio rebalancing with an investment horizon and transaction costs
M Woodside-Oriakhi, C Lucas, JE Beasley
Omega 41 (2), 406-420, 2013
1002013
A prototype decision support system for strategic planning under uncertainty
NS Koutsoukis, B Dominguez‐Ballesteros, CA Lucas, G Mitra
International Journal of Physical Distribution & Logistics Management, 2000
702000
Tools for reformulating logical forms into zero-one mixed integer programs
G Mitra, C Lucas, S Moody, E Hadjiconstantinou
European Journal of Operational Research 72 (2), 262-276, 1994
631994
A review of portfolio planning: Models and systems
G Mitra, T Kyriakis, C Lucas, M Pirbhad
Advances in portfolio construction and implementation, 1-39, 2003
592003
Robust solutions and risk measures for a supply chain planning problem under uncertainty
CA Poojari, C Lucas, G Mitra
Journal of the Operational Research Society 59 (1), 2-12, 2008
542008
Computer-assisted mathematical programming (modelling) system: CAMPS
C Lucas, G Mitra
The Computer Journal 31 (4), 364-375, 1988
421988
An application of Lagrangian relaxation to a capacity planning problem under uncertainty
C Lucas, SA MirHassani, G Mitra, CA Poojari
Journal of the Operational Research Society 52 (11), 1256-1266, 2001
372001
Scenario generation for stochastic programming and simulation: a modelling perspective
N Di Domenica, C Lucas, G Mitra, P Valente
IMA Journal of Management Mathematics 20 (1), 1-38, 2009
362009
Modelling and solving environments for mathematical programming (MP): a status review and new directions
B Dominguez-Ballesteros, G Mitra, C Lucas, NS Koutsoukis
Journal of the Operational Research Society 53 (10), 1072-1092, 2002
322002
Treasury management model with foreign exchange exposure
K Volosov, G Mitra, F Spagnolo, C Lucas
Computational Optimization and Applications 32 (1-2), 179-207, 2005
302005
Sets and indices in linear programming modelling and their integration with relational data models
G Mitra, C Lucas, S Moody, B Kristjansson
Computational Optimization and Applications 4 (3), 263-283, 1995
241995
On an M [X]/G/1 queuing system with random breakdowns, server vacations, delay times and a standby server
RF Khalaf, KC Madan, CA Lucas
International Journal of Operational Research 15 (1), 30-47, 2012
212012
Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms
N Grishina, CA Lucas, P Date
Quantitative Finance 17 (3), 353-367, 2017
192017
Computer-assisted modelling and analysis of linear programming problems: Towards a unified framework
HJ Greenberg, C Lucas, G Mitra
IMA Journal of Management Mathematics 1 (4), 251-265, 1986
181986
Modeling and optimizing risk in the strategic gas-purchase planning problem of local distribution companies
A Koberstein, C Lucas, C Wolf, D König
The Journal of Energy Markets 4 (3), 47, 2011
152011
Linear, integer, separable and fuzzy programming problems: A unified approach towards reformulation
K Darby-Dowman, C Lucas, G Mitra, J Yadegar
Journal of the Operational Research Society 39 (2), 161-171, 1988
151988
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Articles 1–20