University of St Gallen
Ola Mahmoud obtained her Ph.D. in Mathematics from the University of Cambridge in 2011, a Master of Advanced Study in Mathematics (also known as Part III of the Mathematical Tripos) from the Department of Pure Mathematics at the University of Cambridge in 2005, and a B.Sc. in Mathematics from the American University in Cairo in 2004. Currently, Ola is a Senior Researcher and Lecturer at the Faculty of Mathematics and Statistics at the University of St. Gallen in Switzerland and an Affiliated Researcher with the Center for Risk Management Research at the University of California at Berkeley. Previously, she was a Quantitative Investment Strategist at the Swiss private bank Pictet & Cie and a researcher at MSCI Inc. under a fellowship sponsored by the Marie Curie Initial Training Network on Risk Management and Risk Reporting. Her current research interests include the theory of decision under risk and uncertainty, modeling of risk preferences, and the development of mathematical and economic paradigms of diversification.
Articles by Ola Mahmoud
The temporal dimension of risk
This paper mathematically formalizes the concept of a temporal path-dependent risk measure in order to capture the risk associated with the temporal dimension of a stochastic process.