Ruchika Sehgal

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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!

PublicationDate of PublicationType
Computational analysis of expectile and deviation expectile portfolio optimization models
Optimization and Engineering
2025-03-10Paper
Robust reward–risk ratio portfolio optimization
International Transactions in Operational Research
2023-11-21Paper
Applying regression techniques in designing optimal trade execution strategy for an asset
Optimization
2022-04-13Paper
Worst-case analysis of Gini mean difference safety measure
Journal of Industrial and Management Optimization
2021-09-10Paper
Enhanced indexing using weighted conditional value at risk
Annals of Operations Research
2020-01-20Paper


Research outcomes over time


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