Ravi Shankar, Mayank Goel, "Risk-sensitive benchmarked portfolio optimization under non-linear market  dynamics". Under minor revision. Indexed in SCI and SCOPUS. Q1 Journal. Impact factor 4.397.

 Ravi Shankar, Mayank Goel, "Risk-sensitive benchmarked assets management with fixed income securities.” Submitted to Indexed in SCI and SCOPUS, Q1 Journal.

 Ravi Shankar, Mayank Goel, "Portfolio optimization with an illiquid asset having random liquidation time".  Submitted to Indexed in SCI and SCOPUS, Q1 Journal.

Dolagobinda Das, Gauranga Charan Samanta, Mayank Goel, “A sustainable EOQ model during any epidemic like COVID-19 lock-down, considering demand disruption with controlling carbon emission and advance payment.” Submitted.

 Dolagobinda Das, Gauranga Charan Samanta, Mayank Goel, “A green EOQ model assuming demand and deterioration disruption for perishable items during COVID-19 epidemic with non-zero lead time replenishment and advance payment” Submitted.

Samanta G.C., Goel M., Myrzakulov R.(2018),,” Strength of the singularities, equation of state and               asymptotic expansion in Kaluza–Klein space time”. New Astronomy, Elsevier, Vol 60, 74-79 (2018).  Indexed in SCI and SCOPUS. Q2 Journal. Impact factor 1.325.

M. 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). Indexed in SCI and SCOPUS. Q1 Journal. Impact factor 2.189.

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).  Indexed in SCOPUS. Q3 Journal. Impact factor 1.23.

Mayank Goel, K. Suresh Kumar, "A Risk Sensitive Portfolio Optimization Problem with Stochastic Interest Rate". Journal of Emerging Market Finance, Sage Publication, Vol 5, No 3, 263-282 (2006). Indexed in SCOPUS. Q3 Journal. Impact factor 1.03.

Ravi Shankar, Mayank Goel, "Risk-sensitive Benchmarked Portfolio Optimization with General Non-negative Economic Factors", Presented in Third International Conference on Mathematics and Statistics (AUS-ICMS'20) February 6-9, 2020, Sharjah, UAE.

Mayank Goel, J. K. Sahoo, "Portfolio Risk Management Using Signed Graphs" presented in International Conference on Computational Physics, Mathematics and it's Applications-2016 (ICCPMA-2016) held in Tokyo Japan during November 7-8, 2016.

J. K. Sahoo., Mayank Goel (2015), INDEXED, International, "Estimation of Learning from Sparse Data Using Optimization Technique" Published in proceedings of 4th Intl Conference on Advances in Engineering Sciences and Applied Mathematics, Dec 8-9, 2015, Kuala Lumpur Malaysia, Page No: 5-9.

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.