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 0 1 20 71
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 0 20 1 1 14 89
Concave risk measures in international capital regulation 0 0 0 5 1 1 5 39
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 2 5 81
Estimation Error of Expected Shortfall 0 0 0 63 1 1 4 64
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 1 2 30 315
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 2 11 35 1,915
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 1 1 1 37 1 2 20 137
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 1 1 6 50
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 2 2 8 59
Noisy Covariance Matrices and Portfolio Optimization II 0 2 2 24 0 2 10 93
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 1 2 8 93
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 13 3 3 10 69
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 24 2 2 8 39
Random Matrix Filtering in Portfolio Optimization 0 0 0 111 2 2 10 312
Regularizing Portfolio Optimization 0 0 0 21 3 3 11 123
Replica approach to mean-variance portfolio optimization 0 0 1 7 1 2 14 52
Strong random correlations in networks of heterogeneous agents 0 0 0 18 1 2 10 59
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 2 2 13 87
The instability of downside risk measures 0 0 0 16 1 1 11 71
Total Working Papers 1 3 6 1,433 26 45 278 4,095
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 6 20
Estimated correlation matrices and portfolio optimization 0 0 0 18 3 4 10 92
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 1 17 0 0 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 6 120
Noisy covariance matrices and portfolio optimization II 0 0 0 16 1 2 23 100
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 0 1 8 183
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 0 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 0 5 22
Short range corrections to the order parameter and to the excitation spectrum of the Ising spin glass 0 0 0 1 0 1 1 13
Statistical analysis of 5 s index data of the Budapest Stock Exchange 0 0 0 4 0 1 6 24
Strong random correlations in networks of heterogeneous agents 0 0 0 2 0 1 14 51
Total Journal Articles 0 0 2 174 4 11 119 869

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Statistics updated 2026-09-10