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Ola Mahmoud

Personal Details

First Name:Ola
Middle Name:
Last Name:Mahmoud
Suffix:
RePEc Short-ID:pma2462
[This author has chosen not to make the email address public]
http://www.olamahmoud.com

Affiliation

(50%) Fachbereich für Mathematik und Statistik
School of Economics and Political Science
Universität St. Gallen

Sankt Gallen, Switzerland
http://www.mathstat.unisg.ch/

: +41 71 224 23 25
+41 71 224 31 35
+41 71 224 23 25
RePEc:edi:fmssgch (more details at EDIRC)

(50%) Department of Economics
University of California-Berkeley

Berkeley, California (United States)
http://emlab.berkeley.edu/econ/

: 510-642-0822
510-642-6615
549 Evans Hall # 3880, Berkeley, CA 94720-3880
RePEc:edi:debrkus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Naive Diversification Preferences and their Representation," Papers 1611.01285, arXiv.org, revised Nov 2016.
  2. Enrico G. De Giorgi & Ola Mahmoud, 2015. "Diversification Preferences in the Theory of Choice," Papers 1507.02025, arXiv.org, revised Oct 2016.
  3. Ola Mahmoud, 2015. "The Temporal Dimension of Risk," Papers 1501.01573, arXiv.org, revised Jun 2016.
  4. Lisa R. Goldberg & Ola Mahmoud, 2014. "Drawdown: From Practice to Theory and Back Again," Papers 1404.7493, arXiv.org, revised Sep 2016.
  5. Lisa R. Goldberg & Ola Mahmoud, 2013. "Risk Without Return," Papers 1307.0114, arXiv.org, revised Sep 2013.
  6. Lisa R. Goldberg & Michael Y. Hayes & Ola Mahmoud, 2011. "Minimizing Shortfall," Papers 1102.0938, arXiv.org, revised Jul 2013.

Articles

  1. Ola Mahmoud, 2017. "On the consistency of choice," Theory and Decision, Springer, vol. 83(4), pages 547-572, December.
  2. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
  3. Ola Mahmoud, 2014. "Discrete Time Series, Processes, and Applications in Finance," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2073-2074, December.
  4. Lisa R. Goldberg & Michael Y. Hayes & Ola Mahmoud, 2013. "Minimizing shortfall," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1533-1545, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Enrico G. De Giorgi & Ola Mahmoud, 2015. "Diversification Preferences in the Theory of Choice," Papers 1507.02025, arXiv.org, revised Oct 2016.

    Cited by:

    1. Hirbod Assa & Alexander Zimper, 2017. "Preferences Over all Random Variables: Incompatibility of Convexity and Continuity," Working Papers 201714, University of Pretoria, Department of Economics.
    2. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Naive Diversification Preferences and their Representation," Papers 1611.01285, arXiv.org, revised Nov 2016.

  2. Lisa R. Goldberg & Ola Mahmoud, 2014. "Drawdown: From Practice to Theory and Back Again," Papers 1404.7493, arXiv.org, revised Sep 2016.

    Cited by:

    1. Chung-Han Hsieh & B. Ross Barmish, 2017. "On Drawdown-Modulated Feedback Control in Stock Trading," Papers 1710.01503, arXiv.org.
    2. Chung-Han Hsieh & B. Ross Barmish, 2017. "On Inefficiency of Markowitz-Style Investment Strategies When Drawdown is Important," Papers 1710.01501, arXiv.org, revised Aug 2018.

  3. Lisa R. Goldberg & Ola Mahmoud, 2013. "Risk Without Return," Papers 1307.0114, arXiv.org, revised Sep 2013.

    Cited by:

    1. Contreras, Javier & Rodríguez, Yeny E. & Sosa, Aníbal, 2017. "Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff," Energy Economics, Elsevier, vol. 64(C), pages 286-297.

  4. Lisa R. Goldberg & Michael Y. Hayes & Ola Mahmoud, 2011. "Minimizing Shortfall," Papers 1102.0938, arXiv.org, revised Jul 2013.

    Cited by:

    1. Oliver Janke, 2016. "Utility Maximization and Indifference Value under Risk and Information Constraints for a Market with a Change Point," Papers 1610.08644, arXiv.org.
    2. Lisa R. Goldberg & Ola Mahmoud, 2014. "Drawdown: From Practice to Theory and Back Again," Papers 1404.7493, arXiv.org, revised Sep 2016.

Articles

  1. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
    See citations under working paper version above.
  2. Lisa R. Goldberg & Michael Y. Hayes & Ola Mahmoud, 2013. "Minimizing shortfall," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1533-1545, October.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (4) 2011-02-12 2013-07-05 2014-05-09 2015-01-14. Author is listed
  2. NEP-UPT: Utility Models & Prospect Theory (2) 2015-07-11 2016-11-13. Author is listed
  3. NEP-HPE: History & Philosophy of Economics (1) 2015-07-11

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