University of St. Gallen

Institute of Economics

Institute of Economics

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Ola Mahmoud

Ola MahmoudOla MahmoudOla Mahmoud

Research

Publications and Preprints

  • A Theory of Moral Wealth

            Ola Mahmoud

            Working Paper, 2022 [link]


  • More than Chatter: An Index of Sustainability Sentiment

            Daniele Ballinari and Ola Mahmoud

            Working paper, 2022 [link]


  • Countercyclical Social Responsibility

            Ola Mahmoud and Julia Meyer

            Working paper, 2022 [link]


  • Second-Order Uncertainty and Naive Diversification

            Ola Mahmoud

            Economics Letters, Volume 216, July 2022 [link]


  • The Willingness to Pay for Diversification

             Ola Mahmoud 

             Management Science (ahead of print), 2021  [link]


  • Naive Diversification Preferences and their Representation

           Enrico De Giorgi and Ola Mahmoud

            Journal of Economic Theory (R&R), 2020


  • On the Consistency of Choice

             Ola Mahmoud

             Theory and Decision,  Volume 83, Number 4, 2017  [link]


  • The Temporal Dimension of Risk

             Ola Mahmoud

             Journal of Risk, Volume 19, Number 3, 2017  [link]


  • Drawdown: From Practice to Theory and Back Again

             Lisa R. Goldberg and Ola Mahmoud

             Mathematics and Financial Economics, Volume 11, Number 3, 2017 [link]


  • Diversification Preferences in the Theory of Choice

             Enrico De Giorgi and Ola Mahmoud

             Decisions in Economics and Finance, Volume 39, Issue 2, 2016  [link]


  • Minimizing Shortfall

             Lisa R. Goldberg, Michael Hayes, and Ola Mahmoud

             Quantitative Finance, Volume 13, Number 10, 2013  [link]

Book reviews

  • "Louis Bacheliers' Theory of Speculation: The Origins of Modern Finance", by Mark Davis and Alison Etheridge. Quantitative Finance, 2018
  • "A Probability Metrics Approach to Financial Risk Measures" by Svetlozar T. Rachev,  Stoyan V. Stoyanov, and Frank J. Fabozzi. Journal of Risk and Insurance, 2016.
  • "Discrete Time Series, Processes, and Applications in Finance" by Gilles Zumbach. Quantitative Finance, 2014.

PhD Publications

  • Second-Order Algebraic Theories. PhD Dissertation, University of Cambridge, 2011.  [link]
  • Functorial Semantics of Second-Order Algebraic Theories (with Marcelo Fiore). Mathematical Foundations of Computer Science, 2010.  [link]


Copyright © 2021 Ola Mahmoud