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Amita Sharma

Netaji Subhas Institute of Technology (NSIT) - Netaji Subhas University of Technology

ICE Division

NSUT

Dwarka, Delhi, 110078

India

  • Netaji Subhas Institute of Technology (NSIT) - Netaji Subhas University of Technology

SCHOLARLY PAPERS

2

DOWNLOADS

164

TOTAL CITATIONS

0

Scholarly Papers (2)

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1.

Distributionally Robust Mean-Expectile Portfolio Optimization Under Wasserstein Metric

Number of pages: 31 Posted: 26 Jul 2025
Ruchika Sehgal, Amita Sharma, Renata Mansini and Damiano Rossello
Guru Gobind Singh Indraprastha University, Netaji Subhas Institute of Technology (NSIT) - Netaji Subhas University of Technology, University of Brescia and Department of Economics and Business
Downloads 121 (600,462)

Abstract:

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Distributionally robust optimization, Uncertainty Set, Wasserstein UncertaintySet, Mean-Expectile Portfolio Optimization, Robust Conditional Value-at-Risk

2.

Index Tracking in Financial Markets: A Comprehensive Review of Optimization, Statistical, and Data-Driven Modeling Approaches

Number of pages: 56 Posted: 23 Feb 2026
Vrinda Dhingra, Amita Sharma and Anubha Goel
Netaji Subhas Institute of Technology (NSIT) - Netaji Subhas University of Technology, Netaji Subhas Institute of Technology (NSIT) - Netaji Subhas University of Technology and affiliation not provided to SSRN
Downloads 43 (1,157,785)

Abstract:

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Index tracking, tracking error minimization, tracking portfolio, Machine learning, Deep learning