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q-fin.PM2026
A comprehensive review and analysis of different modeling approaches for financial index tracking problem
Vrinda Dhingra, Amita Sharma, Anubha Goel
Index tracking, also known as passive investing, has gained significant traction in financial markets due to its cost-effective and efficient approach to replicating the performanc…
q-fin.PM2021
Sectoral portfolio optimization by judicious selection of financial ratios via PCA
Vrinda Dhingra, Amita Sharma, Shiv K. Gupta
Embedding value investment in portfolio optimization models has always been a challenge. In this paper, we attempt to incorporate it by employing principal component analysis to fi…