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Georg Mainik
Publication Activity (10 Years)
Years Active: 2010-2015
Publications (10 Years): 0
Top Topics
Empirical Risk
Information Systems
Aggregation Functions
Top Venues
J. Multivar. Anal.
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Publications
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Georg Mainik
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions.
J. Multivar. Anal.
141 (2015)
Georg Mainik
,
Ludger Rüschendorf
On optimal portfolio diversification with respect to extreme risks.
Finance Stochastics
14 (4) (2010)