| Robust reward–risk ratio portfolio optimization R Sehgal, A Mehra International Transactions in Operational Research 28 (4), 2169-2190, 2021 | 34 | 2021 |
| Robust portfolio optimization with second order stochastic dominance constraints R Sehgal, A Mehra Computers & Industrial Engineering 144, 106396, 2020 | 25 | 2020 |
| Enhanced indexing using weighted conditional value at risk R Sehgal, A Mehra Annals of Operations Research 280, 211-240, 2019 | 17 | 2019 |
| Data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering R Sehgal, P Jagadesh Expert Systems with Applications 224, 120000, 2023 | 10 | 2023 |
| Worst-case analysis of Omega-VaR ratio optimization model R Sehgal, A Sharma, R Mansini Omega 114, 102730, 2023 | 8 | 2023 |
| Worst-case analysis of Gini mean difference safety measure R Sehgal, A Mehra Journal of Industrial and Management Optimization 17 (4), 1613-1637, 2021 | 3 | 2021 |
| Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing R Sehgal, A Mehra Journal of Quantitative Economics 21 (3), 721-742, 2023 | 1 | 2023 |
| Computational analysis of expectile and deviation expectile portfolio optimization models Shalu, A Sharma, R Sehgal Optimization and Engineering, 1-29, 2024 | | 2024 |
| Applying regression techniques in designing optimal trade execution strategy for an asset R Sehgal, A Mehra Optimization 71 (3), 463-484, 2022 | | 2022 |
| Mitigating risk with portfolio optimization enhanced indexing and robust perspective R Sehgal Delhi, 0 | | |
Amita SharmaNetaji Subhash University of TechnologyVerified email at nsut.ac.in
