Follow
Ruchika Sehgal
Ruchika Sehgal
University School of Automation and Robotics, Guru Gobind Singh Indraprastha University
Verified email at ipu.ac.in
Title
Cited by
Cited by
Year
Robust reward–risk ratio portfolio optimization
R Sehgal, A Mehra
International Transactions in Operational Research 28 (4), 2169-2190, 2021
332021
Robust portfolio optimization with second order stochastic dominance constraints
R Sehgal, A Mehra
Computers & Industrial Engineering 144, 106396, 2020
252020
Enhanced indexing using weighted conditional value at risk
R Sehgal, A Mehra
Annals of Operations Research 280, 211-240, 2019
172019
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
102023
Worst-case analysis of Omega-VaR ratio optimization model
R Sehgal, A Sharma, R Mansini
Omega 114, 102730, 2023
72023
Worst-case analysis of Gini mean difference safety measure
R Sehgal, A Mehra
Journal of Industrial and Management Optimization 17 (4), 1613-1637, 2021
32021
Computational analysis of expectile and deviation expectile portfolio optimization models
Shalu, A Sharma, R Sehgal
Optimization and Engineering, 1-29, 2024
2024
Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing
R Sehgal, A Mehra
Journal of Quantitative Economics 21 (3), 721-742, 2023
2023
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
The system can't perform the operation now. Try again later.
Articles 1–10