Ola Mahmoud : Citation Profile


Are you Ola Mahmoud?

Universit├Ąt St. Gallen (50% share)
University of California-Berkeley (50% share)

3

H index

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i10 index

19

Citations

RESEARCH PRODUCTION:

4

Articles

6

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 4
   Journals where Ola Mahmoud has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (9.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2462
   Updated: 2019-10-15    RAS profile: 2018-02-06    
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Relations with other researchers


Works with:

De Giorgi, Enrico (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ola Mahmoud.

Is cited by:

Zimper, Alexander (2)

Dionne, Georges (1)

Wakker, Peter (1)

Cites to:

Gilboa, Itzhak (5)

Acerbi, Carlo (4)

Chateauneuf, Alain (4)

Tasche, Dirk (4)

Marinacci, Massimo (3)

Vecer, Jan (3)

Sen, Amartya (3)

Artzner, Philippe (2)

Leung, Tim (2)

Dekel, Eddie (2)

Maccheroni, Fabio (2)

Main data


Where Ola Mahmoud has published?


Journals with more than one article published# docs
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Ola Mahmoud (2018 and 2017)


YearTitle of citing document
2018On Inefficiency of Markowitz-Style Investment Strategies When Drawdown is Important. (2018). Hsieh, Chung-Han ; Barmish, Ross B. In: Papers. RePEc:arx:papers:1710.01501.

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2017On Drawdown-Modulated Feedback Control in Stock Trading. (2017). Hsieh, Chung-Han ; Barmish, Ross B. In: Papers. RePEc:arx:papers:1710.01503.

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2019Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

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2019A nonlinear optimisation model for constructing minimal drawdown portfolios. (2019). Beasley, J E ; Valle, C A. In: Papers. RePEc:arx:papers:1908.08684.

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2017Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff. (2017). Contreras, Javier ; Sosa, Anibal ; Rodriguez, Yeny E. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:286-297.

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2019A powerful tool for analyzing concave/convex utility and weighting functions. (2019). Wakker, Peter ; Yang, Jingni. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:143-159.

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2018Preferences over all random variables: Incompatibility of convexity and continuity. (2018). Zimper, Alexander ; Assa, Hirbod. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:75:y:2018:i:c:p:71-83.

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2018A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures. (2018). Maier-Paape, Stanislaus ; Zhu, Qiji Jim. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:76-:d:162453.

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2019A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach. (2019). Zhu, Qiji Jim ; Platen, Andreas ; Maier-Paape, Stanislaus. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:60-:d:236355.

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2017Preferences Over all Random Variables: Incompatibility of Convexity and Continuity. (2017). Zimper, Alexander ; Assa, Hirbod. In: Working Papers. RePEc:pre:wpaper:201714.

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2019Coherent diversification measures in portfolio theory: An axiomatic foundation. (2019). Dionne, Georges ; Koumou, Gilles Boevi. In: Working Papers. RePEc:ris:crcrmw:2019_002.

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2018Stochastic Drawdowns. (2018). Zhang, Hongzhong. In: World Scientific Books. RePEc:wsi:wsbook:10078.

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Works by Ola Mahmoud:


YearTitleTypeCited
2013Minimizing Shortfall In: Papers.
[Full Text][Citation analysis]
paper2
2013Minimizing shortfall.(2013) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2013Risk Without Return In: Papers.
[Full Text][Citation analysis]
paper1
2016Drawdown: From Practice to Theory and Back Again In: Papers.
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paper8
2016The Temporal Dimension of Risk In: Papers.
[Full Text][Citation analysis]
paper4
2016Diversification Preferences in the Theory of Choice In: Papers.
[Full Text][Citation analysis]
paper4
2016Diversification preferences in the theory of choice.(2016) In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2016Naive Diversification Preferences and their Representation In: Papers.
[Full Text][Citation analysis]
paper0
2017On the consistency of choice In: Theory and Decision.
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article0
2014Discrete Time Series, Processes, and Applications in Finance In: Quantitative Finance.
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article0

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