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 1 1 17 2 9 12 61
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 0 20 1 9 11 86
Concave risk measures in international capital regulation 0 0 0 5 0 0 2 36
Contour map of estimation error for Expected Shortfall 0 0 0 13 0 1 3 33
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 0 2 4 83
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 1 1 2 78
Estimation Error of Expected Shortfall 0 0 0 63 0 0 3 61
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 5 22 29 311
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 36 2 3 14 130
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 4 12 22 1,899
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 0 1 3 47
Noise sensitivity of portfolio selection under various risk measures 0 0 1 29 1 4 7 97
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 0 2 5 56
Noisy Covariance Matrices and Portfolio Optimization II 0 0 0 22 2 4 6 89
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 0 4 6 91
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 13 0 4 5 64
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 24 0 2 4 35
Random Matrix Filtering in Portfolio Optimization 0 0 1 111 2 2 5 305
Regularizing Portfolio Optimization 0 0 0 21 1 4 6 118
Replica approach to mean-variance portfolio optimization 0 0 1 7 2 2 8 45
Strong random correlations in networks of heterogeneous agents 0 0 0 18 1 2 6 55
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 2 3 9 61
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 1 5 12 85
The instability of downside risk measures 0 0 0 16 0 3 5 64
Total Working Papers 0 1 4 1,430 27 101 189 3,990
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 2 4 17
Estimated correlation matrices and portfolio optimization 0 0 0 18 0 2 4 86
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 1 17 1 6 10 81
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 0 3 8 50
Noise sensitivity of portfolio selection under various risk measures 0 0 1 27 0 3 7 119
Noisy covariance matrices and portfolio optimization II 0 0 0 16 0 4 15 92
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 1 5 7 181
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 3 6 65
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 1 3 17
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 4 7 22
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 1 2 4 20
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 4 5 23
Strong random correlations in networks of heterogeneous agents 0 0 0 2 1 3 9 45
Total Journal Articles 0 0 2 174 4 42 89 830

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Statistics updated 2026-04-09