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Georg Mainik

5 papers hereh-index 8480 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • last author1

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.RM3
  • q-fin.PM1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20102015
most citedPortfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz

44 citations · 54 across the 4 of their papers we have counts for

collaborators
Showing 2010Show all

1 paper · 1 filter

q-fin.RM2010

Ordering of multivariate probability distributions with respect to extreme portfolio losses

Georg Mainik, Ludger Rüschendorf

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.