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 1 3 3 52
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 1 20 0 0 3 75
Concave risk measures in international capital regulation 0 0 0 5 1 1 2 35
Contour map of estimation error for Expected Shortfall 0 0 0 13 1 1 2 31
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 0 0 1 79
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 0 0 2 76
Estimation Error of Expected Shortfall 0 0 0 63 0 2 3 60
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 0 0 4 285
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 1 36 1 4 6 120
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 1 3 9 1,882
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 1 1 91
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 2 2 4 53
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 0 1 111 0 1 4 302
Regularizing Portfolio Optimization 0 0 0 21 1 1 2 113
Replica approach to mean-variance portfolio optimization 0 0 0 6 2 2 3 40
Strong random correlations in networks of heterogeneous agents 0 0 0 18 1 1 2 50
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 0 3 3 76
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 1 1 2 53
The instability of downside risk measures 0 0 1 16 1 1 4 61
Total Working Papers 0 0 4 1,427 13 27 62 3,836
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 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 1 1 17 1 2 6 74
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 1 1 1 43
Noise sensitivity of portfolio selection under various risk measures 0 1 2 27 0 2 4 115
Noisy covariance matrices and portfolio optimization II 0 0 0 16 2 3 4 80
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 0 1 1 175
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 1 1 2 61
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 0 3 15
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 0 1 17
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 1 1 1 16
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 3 3 39
Total Journal Articles 0 2 3 174 7 15 27 761

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Statistics updated 2025-11-08