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Annals of operations research ; volume 280, numbers 1/2 (September 2019)
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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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Omega-CVaR portfolio optimization and its worst case analysis
Sharma, Amita
;
Utz, Sebastian
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Mehra, Aparna
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
2
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pp. 505-539
Persistent link: https://www.econbiz.de/10011707138
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Enhanced indexing using weighted conditional value at risk
Sehgal, Ruchika
;
Mehra, Aparna
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2019
Persistent link: https://www.econbiz.de/10012116217
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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
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