Browsing by Author "Lucas, Cormac"

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2006-10-27Buch

Robust solution and risk measures for a supply chain planning problem under uncertainty

Poojari, Chandra A.; Lucas, Cormac; Mitra, Gautam

We consider a strategic supply chain planning problem formulated as a two-stageStochastic Integer Programming (SIP) model. The strategic decisions include sitelocations, choices of production, packing and distribution ...
2004-06-15Buch

Treasury management model with foreign exchange exposure

Volosov, Konstantin; Mitra, Gautam; Spagnolo, Fabio; Lucas, Cormac

In this paper we formulate a model for foreign exchange exposure management and (international) cash management taking into consideration random fluctuations of exchange rates. A vector error correction model (VECM) is ...