Ministry of Education
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Dr Ruchika Sehgal

vidwan id: 322832
Female

,

Orchid Icon 0000-0001-6840-1837 Google Scholar Icon 57205481494 Researcher Icon DRK-3489-2022

Expertise

  • Applied Mathematics

Publications

Total Articles 6
Books 0
Proceedings 0

Publications

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Scopus

Citations 56
h-index 4

CrossRef

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Citations 16
h-index 3
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Bio

Interdisciplinary Applications Mathematics, Portfolio Optimization

Personal Details

  • Female
  • Indian Instiute of Technology (ISM) Dhanbad
Ph.D
Indian Institute of Technology Delhi 2020
Assistant Professor Dec 2022 – Dec 2022
Indian Institute of Technology (Indian School of Mines), Dhanbad | Department of Mathematics and Computing

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Scholarly Publications

Worst-case analysis of Omega-VaR ratio optimization model

Open Access
Article
Omega. Year: 2023. Volume: 114 .
Authors: Sehgal R.;Sharma A.;Mansini R.
DOI 10.1016/j.omega.2022.102730

Applying regression techniques in designing optimal trade execution strategy for an asset

Open Access
Article
Year: 2022. Volume: 71 , Issue: 3 , Pages: 463-484 .
Authors: Sehgal R.;Mehra A.
DOI 10.1080/02331934.2020.1808642

WORST-CASE ANALYSIS OF GINI MEAN DIFFERENCE SAFETY MEASURE

Open Access
Article
Journal of Industrial and Management Optimization. Year: 2021. Volume: 17 , Issue: 4 , Pages: 1613-1637 .
Authors: Sehgai R.;Mehra A.
DOI 10.3934/jimo.2020037
1 4

Robust portfolio optimization with second order stochastic dominance constraints

Open Access
Article
Year: 2020. Volume: 144 .
Authors: Sehgal R.;Mehra A.
DOI 10.1016/j.cie.2020.106396
4 19

Enhanced indexing using weighted conditional value at risk

Open Access
Article
Annals of Operations Research. Year: 2019. Volume: 280 , Issue: 1-2 , Pages: 211-240 .
Authors: Sehgal R.;Mehra A.
DOI 10.1007/s10479-019-03132-2
3 11