Ruchika Sehgal

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 4

Top Topics

Portfolio Optimization

Problems Involving

Stochastic Dominance

Top Venues

Ann. Oper. Res.

Comput. Ind. Eng.

Int. Trans. Oper. Res.

Expert Syst. Appl.

Publications

Ruchika Sehgal, Pattem Jagadesh
Data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering. Expert Syst. Appl. 224 (2023)
Ruchika Sehgal, Aparna Mehra
Robust reward-risk ratio portfolio optimization. Int. Trans. Oper. Res. 28 (4) (2021)
Ruchika Sehgal, Aparna Mehra
Robust portfolio optimization with second order stochastic dominance constraints. Comput. Ind. Eng. 144 (2020)
Ruchika Sehgal, Aparna Mehra
Enhanced indexing using weighted conditional value at risk. Ann. Oper. Res. 280 (1-2) (2019)