Concepedia
Statistics
Publications
7
Citations
415
H-Index
Active since
2010
Affiliations
ETH Zurich(Current)
University of Freiburg
Georg Mainik is an author at ETH Zurich specializing in financial risk, business, and finance.
Publications per year
2010–2015
On dependence consistency of CoVaRand some other systemic risk measures
Georg Mainik, Eric Schaanning · Statistics & Risk Modeling · 2014 · 191 citations
Business, Risk Management, Risk Analysis +16
On optimal portfolio diversification with respect to extreme risks
Georg Mainik, Ludger Rüschendorf · Finance and Stochastics · 2010 · 63 citations
Business, Finance, Risk Management +12
Copula based hierarchical risk aggregation through sample reordering
Philipp Arbenz, Christoph Hummel, Georg Mainik · Insurance Mathematics and Economics · 2012 · 58 citations
Business, Biostatistics, Data Science +14
Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz
Georg Mainik, Georgi Mitov, Ludger Rüschendorf · Journal of Empirical Finance · 2015 · 44 citations · Full text
Business, Finance, Financial Management +16
Diversification in heavy-tailed portfolios: properties and pitfalls
Georg Mainik, Paul Embrechts · Annals of Actuarial Science · 2012 · 36 citations · Full text
Business, Finance, Financial Management +17
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