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Mayank Goel

Assistant Professor, Gr-I

Financial Mathematics, Stochastic Control Theory, Stochastic modelling.

Ravi Shankar, Mayank Goel, Benchmarked assets management of assets correlated with economic factors: A nonlinear case. Submitted.


Ravi Shankar, Mayank Goel, Risk-sensitive portfolio optimization with an illiquid asset having random liquidation time: Nonlinear model. Submitted.


Ravi Shankar, Mayank Goel, Risk-sensitive portfolio optimization with an illiquid asset having random liquidation time, submitted.


Mayank Goel, J K Sahoo, Portfolio risk management using signed graph, in Proceedings of International Conference for Computational Physics, Mathematics and Applications, November 7-8, 2016, Tokyo, Japan, pp: 109-117.


J K Sahoo, Mayank Goel, Estimation of learning function from sparse data using optimization technique, in Proceedings of 4th International Conference on Advances in Engineering Sciences and Applied Mathematics, December 8-9, 2015, Kuala Lumpur Malaysia, pp: 5-9.


M Goel, KS Kumar, A risk-sensitive portfolio optimization problem with stochastic interest rate, Journal of Emerging Market Finance, 5(3), 263-282, 2006.


M Goel, KS Kumar, A risk-sensitive portfolio optimization problems with general nonnegative factors models, Differential Equations and Dynamical Systems, An International Journal of Theory, Real Word Modelling and Simulations, 15, 1-26, 2007, Springer.


GC Samanta, M Goel, R Myrzakulov, Strength of the singularities, equation of state and asymptotic expansion in Kaluza-Klein space time, 60, 74-79, 2018, North Holland.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

GC Samanta, M Goel, R Myrzakulov


Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.

Ravi Shankar, Mayank Goel, Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics, Applied Mathematics and Computation, 481, 1-19, 2024, Elsevier.