Ruchika Sehgal

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

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

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

Ruchika Sehgal, Pattem Jagadesh

Expert Syst. Appl., August, 2023

2021

Robust reward-risk ratio portfolio optimization.

Ruchika Sehgal, Aparna Mehra

Int. Trans. Oper. Res., 2021

2020

Robust portfolio optimization with second order stochastic dominance constraints.

Ruchika Sehgal, Aparna Mehra

Comput. Ind. Eng., 2020

2019

Enhanced indexing using weighted conditional value at risk.

Ruchika Sehgal, Aparna Mehra

Ann. Oper. Res., 2019