Georg Mainik

Identifiers

• name variant Georg Mainik 0.60 · backfill

Papers (5)

1. Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions q-fin.RM · 2015 · author #1
2. Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz q-fin.PM · 2015 · author #1
3. On estimating extremal dependence structures by parametric spectral measures stat.ME · 2013 · author #2
4. On dependence consistency of CoVaR and some other systemic risk measures q-fin.RM · 2012 · author #1
5. Ordering of multivariate probability distributions with respect to extreme portfolio losses q-fin.RM · 2010 · author #1

Mentions

• 1508.02749 #1 · backfill · confidence 0.70 Georg Mainik
• 1505.04045 #1 · backfill · confidence 0.70 Georg Mainik
• 1301.6376 #2 · backfill · confidence 0.70 Georg Mainik
• 1207.3464 #1 · backfill · confidence 0.70 Georg Mainik
• 1010.5171 #1 · backfill · confidence 0.70 Georg Mainik

Frequent Coauthors

• Ludger R\"uschendorf 2 shared papers
• Eric Schaanning 1 shared papers
• Georgi Mitov 1 shared papers
• Jan Beran 1 shared papers