Amita Sharma

Available identifiers

zbMath Open sharma.amitaMaRDI QIDQ1631417

List of research outcomes

Publication	Date of Publication	Type
Norm constrained minimum variance portfolios with short selling	2023-12-14	Paper
Deviation measure in second‐order stochastic dominance with an application to enhanced indexing	2023-11-21	Paper
Mixed value-at-risk and its numerical investigation	2022-05-16	Paper
Robust optimization of mixed CVaR STARR ratio using copulas	2018-12-06	Paper
Index tracking and enhanced indexing using mixed conditional value-at-risk	2018-04-16	Paper
Financial analysis based sectoral portfolio optimization under second order stochastic dominance	2018-02-16	Paper
Enhanced indexing for risk averse investors using relaxed second order stochastic dominance	2017-09-08	Paper
Extended omega ratio optimization for risk‐averse investors	2017-07-13	Paper
Omega-CVaR portfolio optimization and its worst case analysis	2017-07-06	Paper
Portfolio selection with a minimax measure in safety constraint	2014-02-07	Paper
https://portal.mardi4nfdi.de/entity/Q3147091	2002-09-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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