Amita Sharma

Employment

• Netaji Subhas University of Technology Assistant Professor
  2021 - Present
• Indian Institute of Technology Guwahati
  2016 - 2020

Education

• Indian Institute of Technology Delhi Ph.D
  2011 - 2016

Projects & Funding

Projects & funding information is unavailable.

Publications (17)

• Index Tracking in Financial Markets: A Comprehensive Review of Optimization, Statistical, and Data-Driven Modeling Approaches
  2026 DOI: 10.2139/ssrn.6293367
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• Index tracking in financial markets: A comprehensive review of optimization, statistical, and data-driven modeling approaches
  Knowledge-Based Systems 2026 DOI: 10.1016/j.knosys.2026.116011
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• Computational analysis of expectile and deviation expectile portfolio optimization models
  Optimization and Engineering 2025 DOI: 10.1007/s11081-024-09900-9
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• A comprehensive evaluation of constrained mean-expectile portfolios with short selling
  Annals of Operations Research 2024 DOI: 10.1007/s10479-024-06224-w
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• Sectoral portfolio optimization by judicious selection of financial ratios via PCA
  Optimization and Engineering 2024 DOI: 10.1007/s11081-023-09849-1
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• Norm constrained minimum variance portfolios with short selling
  Computational Management Science 2023 DOI: 10.1007/s10287-023-00438-2
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• Worst-case analysis of Omega-VaR ratio optimization model
  Omega (United Kingdom) 2023 DOI: 10.1016/j.omega.2022.102730
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• Sectoral portfolio optimization by judicious selection of financial ratios via PCA
  arXiv 2021 DOI: 10.48550/arXiv.2106.11484
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• Deviation measure in second-order stochastic dominance with an application to enhanced indexing
  International Transactions in Operational Research 2021 DOI: 10.1111/itor.12629
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• Mixed value-at-risk and its numerical investigation
  Physica A: Statistical Mechanics and its Applications 2020 DOI: 10.1016/j.physa.2019.123524
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