Ruchika Sehgal

Orcid: 0000-0001-6840-1837

According to our database¹, Ruchika Sehgal authored at least 4 papers between 2019 and 2023.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2023

Data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering.

[DOI]

Expert Syst. Appl., August, 2023

2021

Robust reward-risk ratio portfolio optimization.

[DOI]

Int. Trans. Oper. Res., 2021

2020

Robust portfolio optimization with second order stochastic dominance constraints.

[DOI]

Comput. Ind. Eng., 2020

2019

Enhanced indexing using weighted conditional value at risk.

[DOI]

Ann. Oper. Res., 2019