| Omega-CVaR portfolio optimization and its worst case analysis A Sharma, S Utz, A Mehra OR spectrum 39 (2), 505-539, 2017 | 44 | 2017 |
| Index tracking and enhanced indexing using mixed conditional value-at-risk A Goel, A Sharma, A Mehra Journal of Computational and Applied Mathematics 335, 361-380, 2018 | 38 | 2018 |
| Robust optimization of mixed CVaR STARR ratio using copulas A Goel, A Sharma, A Mehra Journal of Computational and Applied Mathematics 347, 62-83, 2019 | 27 | 2019 |
| Financial analysis based sectoral portfolio optimization under second order stochastic dominance A Sharma, A Mehra Annals of Operations Research 256, 171-197, 2017 | 23 | 2017 |
| Extended omega ratio optimization for risk‐averse investors A Sharma, A Mehra International Transactions in Operational Research 24 (3), 485-506, 2017 | 19 | 2017 |
| Enhanced indexing for risk averse investors using relaxed second order stochastic dominance A Sharma, S Agrawal, A Mehra Optimization and Engineering 18 (2), 407-442, 2017 | 18 | 2017 |
| Portfolio selection with a minimax measure in safety constraint A Sharma, A Mehra Optimization 62 (11), 1473-1500, 2013 | 12 | 2013 |
| Deviation measure in second‐order stochastic dominance with an application to enhanced indexing A Goel, A Sharma International Transactions in Operational Research 28 (4), 2218-2247, 2021 | 10 | 2021 |
| Mixed value-at-risk and its numerical investigation A Goel, A Sharma Physica A: Statistical Mechanics and its Applications 541, 123524, 2020 | 6 | 2020 |
| Norm constrained minimum variance portfolios with short selling V Dhingra, SK Gupta, A Sharma Computational Management Science 20 (1), 6, 2023 | 4 | 2023 |
| Worst-case analysis of Omega-VaR ratio optimization model R Sehgal, A Sharma, R Mansini Omega 114, 102730, 2023 | 4 | 2023 |
| Sectoral portfolio optimization by judicious selection of financial ratios via PCA V Dhingra, A Sharma, SK Gupta Optimization and Engineering, 1-38, 2023 | 3 | 2023 |
| How smart is the strategy of investing in 52–week high hitting stocks with past positive net profit in Indian market? A Sharma, A Mehra International Journal of Behavioural Accounting and Finance 4 (4), 325-337, 2014 | 3 | 2014 |
| Optimal portfolio selection contemplating risk propensity of investors in stock markets A Sharma IIT Delhi, 2016 | | 2016 |
Anubha GoelResearch Scholar, Indian Institute of Technology, DelhiVerified email at maths.iitd.ac.in
