The following pages link to Georg Mainik (Q650772):
Displayed 9 items.
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
- Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
- (Q3564982) (← links)
- On dependence consistency of CoVaRand some other systemic risk measures (Q5402790) (← links)
- Ordering of multivariate probability distributions with respect to extreme portfolio losses (Q6221475) (← links)