Access Statistics for Imre Kondor

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
$L_p$ regularized portfolio optimization 0 0 0 16 0 0 1 49
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 2 20 0 1 5 75
Concave risk measures in international capital regulation 0 0 0 5 0 0 1 34
Contour map of estimation error for Expected Shortfall 0 0 0 13 0 0 1 30
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 0 1 2 79
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 0 2 2 76
Estimation Error of Expected Shortfall 0 0 0 63 0 0 1 58
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 1 90 3 4 7 285
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 1 36 0 1 3 116
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 0 1 5 1,877
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 0 1 1 44
Noise sensitivity of portfolio selection under various risk measures 0 0 0 28 0 0 1 90
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 0 2 2 51
Noisy Covariance Matrices and Portfolio Optimization II 0 0 0 22 0 1 1 83
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 0 0 0 85
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 13 0 0 0 59
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 24 0 0 0 31
Random Matrix Filtering in Portfolio Optimization 0 0 0 110 0 1 2 300
Regularizing Portfolio Optimization 0 0 0 21 0 1 1 112
Replica approach to mean-variance portfolio optimization 0 0 0 6 1 1 2 38
Strong random correlations in networks of heterogeneous agents 0 0 0 18 0 0 1 49
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 0 1 2 52
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 0 0 0 73
The instability of downside risk measures 0 0 1 16 0 1 3 59
Total Working Papers 0 0 5 1,426 4 19 44 3,805
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 0 0 0 0 13
Estimated correlation matrices and portfolio optimization 0 0 0 18 0 0 0 82
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 3 16 1 1 13 72
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 0 0 1 42
Noise sensitivity of portfolio selection under various risk measures 0 0 1 26 0 0 3 112
Noisy covariance matrices and portfolio optimization II 0 0 0 16 0 0 2 77
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 0 0 0 174
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 0 0 59
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 1 2 14
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 0 0 16
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 0 0 15
Short range corrections to the order parameter and to the excitation spectrum of the Ising spin glass 0 0 0 1 0 0 0 12
Statistical analysis of 5 s index data of the Budapest Stock Exchange 0 0 1 4 0 0 1 18
Strong random correlations in networks of heterogeneous agents 0 0 0 2 0 0 0 36
Total Journal Articles 0 0 5 172 1 2 22 742

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Statistics updated 2025-06-06