Ruchika Sehgal

Employment

• Guru Gobind Singh Indraprastha University Assistant Professor
  2022 - Present
• Indian Institute of Technology (Indian School of Mines), Dhanbad Assistant Professor
  2021 - 2022

Education

Education history is unavailable.

Projects & Funding

Projects & funding information is unavailable.

Publications (8)

• Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing
  Journal of Quantitative Economics 2023 DOI: 10.1007/s40953-023-00355-w
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• Data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering
  Expert Systems with Applications 2023 DOI: 10.1016/j.eswa.2023.120000
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• Worst-case analysis of Omega-VaR ratio optimization model
  Omega 2023 DOI: 10.1016/j.omega.2022.102730
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• Applying regression techniques in designing optimal trade execution strategy for an asset
  Optimization 2022 DOI: 10.1080/02331934.2020.1808642
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• Robust reward–risk ratio portfolio optimization
  International Transactions in Operational Research 2021 DOI: 10.1111/itor.12652
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• Worst-case analysis of Gini mean difference safety measure
  Journal of Industrial & Management Optimization 2021 DOI: 10.3934/jimo.2020037
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• Robust portfolio optimization with second order stochastic dominance constraints
  Computers & Industrial Engineering 2020 DOI: 10.1016/j.cie.2020.106396
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• Enhanced indexing using weighted conditional value at risk
  Annals of Operations Research 2019 DOI: 10.1007/s10479-019-03132-2
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