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~subject:"Portfolio selection"
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Portfolio selection
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Mehra, Aparna
8
Sharma, Amita
5
Chandra, Suresh
2
Khemchandani, Reshma
2
Sehgal, Ruchika
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Utz, Sebastian
2
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Annals of operations research ; volume 280, numbers 1/2 (September 2019)
1
Applied mathematical optimization and modelling (APMOD 2014)
1
International journal of behavioural accounting and finance : IJBAF
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
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Journal of quantitative economics
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Financial mathematics : an introduction
Chandra, Suresh
;
Dharmaraja, Selvamuthu
;
Mehra, Aparna
; …
-
2013
Persistent link: https://www.econbiz.de/10009697723
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2
Single asset optimal trading strategies with stochastic dominance constraints
Khemchandani, Reshma
;
Bhardwaj, Avikant
;
Chandra, Suresh
- In:
Optimization models with economic and game theoretic …
,
(pp. 211-228)
.
2016
Persistent link: https://www.econbiz.de/10011533556
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3
Quantile regression based enhanced indexing with portfolio rebalancing
Sehgal, Ruchika
;
Mehra, Aparna
- In:
Journal of quantitative economics
21
(
2023
)
3
,
pp. 721-742
Persistent link: https://www.econbiz.de/10014381417
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4
Financial analysis based sectoral portfolio optimization under second order stochastic dominance
Sharma, Amita
;
Mehra, Aparna
;
Delgado-Gómez, David
- In:
Applied mathematical optimization and modelling (APMOD 2014)
,
(pp. 171-197)
.
2017
Persistent link: https://www.econbiz.de/10011738047
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5
Omega-CVaR portfolio optimization and its worst case analysis
Sharma, Amita
;
Utz, Sebastian
;
Mehra, Aparna
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
2
,
pp. 505-539
Persistent link: https://www.econbiz.de/10011707138
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6
How smarkt is the strategy of investing in 52-week high hitting stocks with past positive net profit in Indian market?
Sharma, Amita
;
Mehra, Aparna
- In:
International journal of behavioural accounting and …
4
(
2014
)
4
,
pp. 325-337
Persistent link: https://www.econbiz.de/10011349151
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7
Enhanced indexing using weighted conditional value at risk
Sehgal, Ruchika
;
Mehra, Aparna
-
2019
Persistent link: https://www.econbiz.de/10012116217
Saved in:
8
Extended omega ratio optimization for risk-averse investors
Sharma, Amita
;
Mehra, Aparna
- In:
International transactions in operational research : …
24
(
2017
)
3
,
pp. 485-506
Persistent link: https://www.econbiz.de/10011724426
Saved in:
9
Omega-CVaR Portfolio Optimization and Its Worst Case Analysis
Sharma, Amita
-
2018
Persistent link: https://www.econbiz.de/10012936598
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