cormac lucas
cormac lucas
Verified email at
Cited by
Cited by
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, 2001
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
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
Portfolio rebalancing with an investment horizon and transaction costs
M Woodside-Oriakhi, C Lucas, JE Beasley
Omega 41 (2), 406-420, 2013
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
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 30 (7 …, 2000
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
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
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
Computer-assisted mathematical programming (modelling) system: CAMPS
C Lucas, G Mitra
The Computer Journal 31 (4), 364-375, 1988
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
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, 1256-1266, 2001
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
An M [X]/G/1 queue with Bernoulli schedule, general vacation times, random breakdowns, general delay times and general repair times
RF Khalaf, KC Madan, CA Lukas
Applied Mathematical Sciences 5 (1), 35-51, 2011
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
Treasury management model with foreign exchange exposure
K Volosov, G Mitra, F Spagnolo, C Lucas
Computational Optimization and Applications 32, 179-207, 2005
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
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
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, 263-283, 1995
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
The system can't perform the operation now. Try again later.
Articles 1–20