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Selected Publications (In International Journals)

  • Mayank Goel, K. Suresh Kumar, "A Risk Sensitive Portfolio Optimization Problem with Fixed Income Securities". Journal of Optimization Theory and Applications, Springer,  Vol 142, No 1, 67-84 (2009).
  • Mayank Goel, K. Suresh Kumar, "A Risk Sensitive Portfolio Optimization Problems with General Nonnegative Factors Models". Differential Equations and Dynamical Systems, An International Journal for Theory, Real World Modelling and Simulations, Springer, Vol 15, No 1-2, 1-26 (2007).
  • Mayank Goel, K. suresh Kumar, "A Risk Sensitive Portfolio Optimization Problem with Stochastic Interest Rate". Journal of Imerging Market Finance, Sage Publication, Vol 5, No 3, 263-282 (2006).
     
     
     
     
     

Presentations-In Peer-Reviewed Conference

  • Mayank Goel, K. suresh Kumar, "A Risk Sensitive Portfolio Optimization Problem with Stochastic Interest Rate" presented for Second Conference of Asia Pacific Association of Derivatives, July 28-30, 2005, IIM Bangalore.

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