Amita Sharma

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Sectoral portfolio optimization by judicious selection of financial ratios via PCA Optimization and Engineering	2024-11-18	Paper
Norm constrained minimum variance portfolios with short selling Computational Management Science	2023-12-14	Paper
Deviation measure in second‐order stochastic dominance with an application to enhanced indexing International Transactions in Operational Research	2023-11-21	Paper
Mixed value-at-risk and its numerical investigation Physica A	2022-05-16	Paper
Robust optimization of mixed CVaR STARR ratio using copulas Journal of Computational and Applied Mathematics	2018-12-06	Paper
Index tracking and enhanced indexing using mixed conditional value-at-risk Journal of Computational and Applied Mathematics	2018-04-16	Paper
Financial analysis based sectoral portfolio optimization under second order stochastic dominance Annals of Operations Research	2018-02-16	Paper
Enhanced indexing for risk averse investors using relaxed second order stochastic dominance Optimization and Engineering	2017-09-08	Paper
Extended omega ratio optimization for risk-averse investors International Transactions in Operational Research	2017-07-13	Paper
Omega-CVaR portfolio optimization and its worst case analysis OR Spectrum	2017-07-06	Paper
Portfolio selection with a minimax measure in safety constraint Optimization	2014-02-07	Paper
scientific article; zbMATH DE number 1802647 (Why is no real title available?)	2002-09-18	Paper

Research outcomes over time

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