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 6 9 18 67
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 0 20 2 9 13 88
Concave risk measures in international capital regulation 0 0 0 5 1 1 3 37
Contour map of estimation error for Expected Shortfall 0 0 0 13 1 1 4 34
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 1 1 5 84
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 0 1 2 78
Estimation Error of Expected Shortfall 0 0 0 63 2 2 5 63
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 1 6 30 312
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 2 12 24 1,901
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 36 4 6 18 134
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 2 2 5 49
Noise sensitivity of portfolio selection under various risk measures 0 0 1 29 1 3 8 98
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 1 2 6 57
Noisy Covariance Matrices and Portfolio Optimization II 0 0 0 22 1 3 7 90
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 0 1 6 91
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 13 2 2 7 66
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 24 1 1 5 36
Random Matrix Filtering in Portfolio Optimization 0 0 1 111 2 4 7 307
Regularizing Portfolio Optimization 0 0 0 21 1 3 7 119
Replica approach to mean-variance portfolio optimization 0 0 1 7 5 7 13 50
Strong random correlations in networks of heterogeneous agents 0 0 0 18 1 2 7 56
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 0 2 12 85
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 0 2 9 61
The instability of downside risk measures 0 0 0 16 3 3 8 67
Total Working Papers 0 1 4 1,430 40 85 229 4,030
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 3 3 7 20
Estimated correlation matrices and portfolio optimization 0 0 0 18 1 1 5 87
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 1 17 1 3 11 82
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 3 3 11 53
Noise sensitivity of portfolio selection under various risk measures 0 0 1 27 0 0 7 119
Noisy covariance matrices and portfolio optimization II 0 0 0 16 3 5 18 95
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 0 4 7 181
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 1 1 7 66
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 2 2 9 24
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 1 2 5 21
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 1 5 23
Strong random correlations in networks of heterogeneous agents 0 0 0 2 5 6 14 50
Total Journal Articles 0 0 2 174 20 32 109 850

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Statistics updated 2026-05-06