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 1 1 1 17 1 7 10 59
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 0 20 6 9 11 85
Concave risk measures in international capital regulation 0 0 0 5 0 1 2 36
Contour map of estimation error for Expected Shortfall 0 0 0 13 0 2 3 33
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 0 3 5 83
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 0 1 3 77
Estimation Error of Expected Shortfall 0 0 0 63 0 1 3 61
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 0 20 25 306
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 6 12 19 1,895
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 36 0 7 13 128
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 0 2 4 47
Noise sensitivity of portfolio selection under various risk measures 0 1 1 29 1 5 6 96
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 1 3 7 56
Noisy Covariance Matrices and Portfolio Optimization II 0 0 0 22 0 4 5 87
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 1 4 6 91
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 13 0 5 5 64
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 24 0 4 4 35
Random Matrix Filtering in Portfolio Optimization 0 0 1 111 0 0 4 303
Regularizing Portfolio Optimization 0 0 0 21 1 4 6 117
Replica approach to mean-variance portfolio optimization 0 0 1 7 0 1 6 43
Strong random correlations in networks of heterogeneous agents 0 0 0 18 0 2 5 54
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 0 2 8 59
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 1 5 11 84
The instability of downside risk measures 0 0 0 16 0 3 6 64
Total Working Papers 1 2 4 1,430 18 107 177 3,963
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 3 4 17
Estimated correlation matrices and portfolio optimization 0 0 0 18 0 4 4 86
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 1 17 1 6 9 80
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 0 6 8 50
Noise sensitivity of portfolio selection under various risk measures 0 0 1 27 0 4 7 119
Noisy covariance matrices and portfolio optimization II 0 0 0 16 2 9 15 92
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 3 5 6 180
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 4 6 65
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 1 1 4 17
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 1 3 19
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 6 7 22
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 1 5 5 23
Strong random correlations in networks of heterogeneous agents 0 0 0 2 0 3 8 44
Total Journal Articles 0 0 2 174 8 57 86 826

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Statistics updated 2026-03-04