Enhanced indexing using weighted conditional value at risk. - Ruchika Sehgal; Aparna Mehra (Ann. Oper. Res., 2019)

Robust portfolio optimization with second order stochastic dominance constraints. - Ruchika Sehgal; Aparna Mehra (Comput. Ind. Eng., 2020)

Robust reward-risk ratio portfolio optimization. - Ruchika Sehgal; Aparna Mehra (Int. Trans. Oper. Res., 2021)

Data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering. - Ruchika Sehgal; Pattem Jagadesh (Expert Syst. Appl., 2023)