Georg Mainik

Finance · 2012–2015

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Georg Mainik trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Chen Zhou
  2. R. Rebonato
  3. Rama Cont
  4. Paul Embrechts
  5. Roger B. Nelsen
  6. A. Moussa
  7. C. Gauthier
  8. Lorenzo Garlappi
  9. Rustam Ibragimov
  10. Giulio Girardi

Who trusts Georg Mainik overall

  1. Eike C. Brechmann
  2. Nicola Borri
  3. Paul Embrechts

Papers from Georg Mainik's perspective

Ordered by how strongly the researchers Georg Mainik trusts endorse each paper. Same corpus, a different order for every researcher.

  1. An Introduction to Copulas
  2. Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
  3. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  4. Copulas: A Personal View
  5. A note on generalized inverses (Mathematical Methods of Operations Research)
  6. Robust Portfolio Selection Problems (Mathematics of Operations Research)
  7. The limits of diversification when losses may be large
  8. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
  9. Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
  10. Quantitative Risk Management: Concepts, Techniques, and Tools

Their papers