Ola Mahmoud

Management Science and Operations Research · 2014

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 21 citations into it
• Finance — 20 citations into it
• Economics and Econometrics — 7 citations into it

Whom Ola Mahmoud trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. R. Tyrrell Rockafellar
2. Stanislav Uryasev
3. Hans Föllmer
4. Alexander Schied
5. Dirk Tasche

Papers from Ola Mahmoud's perspective

Ordered by how strongly the researchers Ola Mahmoud trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimization of conditional value-at risk
2. Generalized deviations in risk analysis (Finance and Stochastics)
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. Coherent Risk Measures on General Probability Spaces
5. The Dual Theory of Choice under Risk
6. Conditional Value-at-Risk for General Loss Distributions
7. Stochastic finance. an introduction in discrete time
8. Expected shortfall and beyond
9. Risk contributions and performance measurement
10. Expected Shortfall: a natural coherent alternative to Value at Risk

Their papers

• ON A CONVEX MEASURE OF DRAWDOWN RISK (2014) — 48 citations