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 0 1 3 52
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 1 20 1 2 5 77
Concave risk measures in international capital regulation 0 0 0 5 1 2 2 36
Contour map of estimation error for Expected Shortfall 0 0 0 13 1 2 3 32
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 1 2 3 81
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 1 1 3 77
Estimation Error of Expected Shortfall 0 0 0 63 1 1 4 61
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 3 4 8 289
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 1 36 6 8 13 127
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 4 6 12 1,887
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 1 2 3 46
Noise sensitivity of portfolio selection under various risk measures 1 1 1 29 2 2 3 93
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 1 3 5 54
Noisy Covariance Matrices and Portfolio Optimization II 0 0 0 22 2 2 3 85
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 0 2 2 87
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 13 1 1 1 60
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 24 2 2 2 33
Random Matrix Filtering in Portfolio Optimization 0 0 1 111 0 1 5 303
Regularizing Portfolio Optimization 0 0 0 21 1 2 3 114
Replica approach to mean-variance portfolio optimization 0 1 1 7 1 5 6 43
Strong random correlations in networks of heterogeneous agents 0 0 0 18 1 4 5 53
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 1 6 7 58
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 1 4 7 80
The instability of downside risk measures 0 0 1 16 0 1 4 61
Total Working Papers 1 2 6 1,429 33 66 112 3,889
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 1 1 2 15
Estimated correlation matrices and portfolio optimization 0 0 0 18 2 2 2 84
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 1 17 1 2 7 75
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 3 5 5 47
Noise sensitivity of portfolio selection under various risk measures 0 0 1 27 1 1 4 116
Noisy covariance matrices and portfolio optimization II 0 0 0 16 5 10 12 88
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 1 1 2 176
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 1 2 3 62
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 1 4 16
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 2 3 3 18
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 1 2 18
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 1 1 19
Strong random correlations in networks of heterogeneous agents 0 0 0 2 1 4 6 42
Total Journal Articles 0 0 2 174 19 34 53 788

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Statistics updated 2026-01-09