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 0 0 48
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 1 18 2 2 6 70
Concave risk measures in international capital regulation 0 0 0 5 0 0 0 33
Contour map of estimation error for Expected Shortfall 0 0 0 13 0 0 0 28
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 0 0 0 77
Estimated Correlation Matrices and Portfolio Optimization 0 0 1 20 0 0 1 74
Estimation Error of Expected Shortfall 0 0 0 63 0 0 1 57
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 89 0 0 1 278
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 1 35 0 0 5 113
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 0 0 8 1,872
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 0 0 0 43
Noise sensitivity of portfolio selection under various risk measures 0 0 0 28 0 0 0 89
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 0 0 2 49
Noisy Covariance Matrices and Portfolio Optimization II 0 0 0 22 0 0 0 82
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 0 0 1 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 0 110 0 2 3 298
Regularizing Portfolio Optimization 0 0 0 21 0 0 0 111
Replica approach to mean-variance portfolio optimization 0 0 0 6 0 0 1 36
Strong random correlations in networks of heterogeneous agents 0 0 0 18 0 0 2 48
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 0 0 0 50
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 0 0 1 73
The instability of downside risk measures 0 0 0 15 0 0 0 56
Total Working Papers 0 0 3 1,421 2 4 32 3,760
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 0 1 13
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 0 0 13 0 0 0 59
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 0 0 0 41
Noise sensitivity of portfolio selection under various risk measures 0 0 0 25 0 0 2 108
Noisy covariance matrices and portfolio optimization II 0 0 0 16 0 0 3 74
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 0 1 1 174
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 0 1 59
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 0 1 12
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 0 0 16
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 0 0 15
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 3 0 0 0 17
Strong random correlations in networks of heterogeneous agents 0 0 0 2 0 0 0 36
Total Journal Articles 0 0 0 167 0 1 9 718


Statistics updated 2024-05-04