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 1 17 1 4 22 71
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 0 20 0 0 13 88
Concave risk measures in international capital regulation 0 0 0 5 0 1 4 38
Contour map of estimation error for Expected Shortfall 0 0 0 13 0 0 4 34
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 0 0 5 84
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 0 3 5 81
Estimation Error of Expected Shortfall 0 0 0 63 0 0 5 63
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 1 2 29 314
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 4 12 34 1,913
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 36 1 2 20 136
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 0 0 5 49
Noise sensitivity of portfolio selection under various risk measures 0 0 1 29 0 0 8 98
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 0 0 6 57
Noisy Covariance Matrices and Portfolio Optimization II 2 2 2 24 2 3 10 93
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 0 1 7 92
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 13 0 0 7 66
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 24 0 1 6 37
Random Matrix Filtering in Portfolio Optimization 0 0 0 111 0 3 9 310
Regularizing Portfolio Optimization 0 0 0 21 0 1 8 120
Replica approach to mean-variance portfolio optimization 0 0 1 7 0 1 13 51
Strong random correlations in networks of heterogeneous agents 0 0 0 18 0 2 9 58
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 0 0 9 61
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 0 0 12 85
The instability of downside risk measures 0 0 0 16 0 3 10 70
Total Working Papers 2 2 5 1,432 9 39 260 4,069
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 7 20
Estimated correlation matrices and portfolio optimization 0 0 0 18 1 2 7 89
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 1 17 0 1 11 83
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 0 0 11 53
Noise sensitivity of portfolio selection under various risk measures 0 0 1 27 0 1 7 120
Noisy covariance matrices and portfolio optimization II 0 0 0 16 1 4 22 99
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 1 2 9 183
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 1 7 67
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 0 2 17
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 0 9 24
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 1 5 22
Short range corrections to the order parameter and to the excitation spectrum of the Ising spin glass 0 0 0 1 1 1 1 13
Statistical analysis of 5 s index data of the Budapest Stock Exchange 0 0 0 4 1 1 6 24
Strong random correlations in networks of heterogeneous agents 0 0 0 2 1 1 15 51
Total Journal Articles 0 0 2 174 6 15 119 865

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Statistics updated 2026-08-07