| 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 | 321 | 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 | 243 | 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 | 220 | 2000 |
| Portfolio rebalancing with an investment horizon and transaction costs M Woodside-Oriakhi, C Lucas, JE Beasley Omega 41 (2), 406-420, 2013 | 134 | 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 | 109 | 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 | 81 | 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 | 78 | 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 | 67 | 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 | 66 | 2008 |
| 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 | 51 | 2017 |
| 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 | 49 | 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 (11), 1256-1266, 2001 | 49 | 2001 |
| Computer-assisted mathematical programming (modelling) system: CAMPS C Lucas, G Mitra The Computer Journal 31 (4), 364-375, 1988 | 49 | 1988 |
| 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 | 40 | 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 | 37 | 2002 |
| Treasury management model with foreign exchange exposure K Volosov, G Mitra, F Spagnolo, C Lucas Computational Optimization and Applications 32, 179-207, 2005 | 34 | 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 | 25 | 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 | 25 | 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 | 24 | 1995 |
| 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 | 19 | 2011 |
