The following pages link to Amita Sharma (Q1631417):
Displayed 11 items.
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- (Q3147091) (← links)
- Extended omega ratio optimization for risk‐averse investors (Q5278224) (← links)
- Portfolio selection with a minimax measure in safety constraint (Q5746727) (← links)
- Norm constrained minimum variance portfolios with short selling (Q6088763) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)