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 2 2 3 51
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 2 20 0 0 4 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 0 2 79
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 0 0 2 76
Estimation Error of Expected Shortfall 0 0 0 63 2 2 3 60
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 0 0 5 285
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 1 3 8 1,880
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 1 36 1 1 4 117
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 0 0 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 0 2 51
Noisy Covariance Matrices and Portfolio Optimization II 0 0 0 22 0 0 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 1 1 111 1 2 4 302
Regularizing Portfolio Optimization 0 0 0 21 0 0 1 112
Replica approach to mean-variance portfolio optimization 0 0 0 6 0 0 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 0 1 52
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 1 1 1 74
The instability of downside risk measures 0 0 1 16 0 1 4 60
Total Working Papers 0 1 5 1,427 8 12 52 3,817
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 1 1 1 14
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 1 16 0 0 8 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 1 2 4 114
Noisy covariance matrices and portfolio optimization II 0 0 0 16 0 0 1 77
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 1 1 1 175
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 1 1 60
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 1 3 15
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 0 0 15
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 1 1 17
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 0 4 0 0 0 18
Strong random correlations in networks of heterogeneous agents 0 0 0 2 1 1 1 37
Total Journal Articles 0 0 2 172 4 8 22 750

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05