3 Result(s)

within Ola Mahmoud

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  1. No Access


    Drawdown: from practice to theory and back again

    Maximum drawdown, the largest cumulative loss from peak to trough, is one of the most widely used indicators of risk in the fund management industry, but one of the least developed in the context of measures o...

    Lisa R. Goldberg, Ola Mahmoud in Mathematics and Financial Economics (2017)

  2. No Access


    Diversification preferences in the theory of choice

    Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are e...

    Enrico G. De Giorgi, Ola Mahmoud in Decisions in Economics and Finance (2016)

  3. No Access

    Chapter and Conference Paper

    Second-Order Algebraic Theories

    Fiore and Hur [10] recently introduced a conservative extension of universal algebra and equational logic from first to second order. Second-order universal algebra and second-order equational logic respective...

    Marcelo Fiore, Ola Mahmoud in Mathematical Foundations of Computer Science 2010 (2010)