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 1 16 0 1 4 48
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 1 17 0 0 5 64
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 1 27 1 1 3 77
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 19 0 0 1 73
Estimation Error of Expected Shortfall 0 0 0 63 0 0 1 56
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 1 89 0 0 1 277
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 3 6 22 1,864
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 2 34 1 2 6 108
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 1 11 0 0 1 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 0 47
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 0 84
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 2 13 0 0 2 59
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 1 24 2 2 4 31
Portfolio optimization under expected shortfall: contour maps of estimation error 0 0 1 13 0 0 1 27
Random Matrix Filtering in Portfolio Optimization 0 0 0 110 0 0 1 295
Regularizing Portfolio Optimization 0 0 0 21 0 0 0 111
Replica approach to mean-variance portfolio optimization 0 1 2 6 0 2 3 35
Strong random correlations in networks of heterogeneous agents 0 0 0 18 0 0 0 46
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 0 0 1 50
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 0 0 0 72
The instability of downside risk measures 0 0 1 15 0 0 1 56
Total Working Papers 0 1 14 1,431 7 14 57 3,755

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 0 12
Estimated correlation matrices and portfolio optimization 0 1 2 18 0 1 2 82
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 4 13 1 3 17 59
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 1 10 0 0 1 41
Noise sensitivity of portfolio selection under various risk measures 0 0 0 25 0 0 2 106
Noisy covariance matrices and portfolio optimization II 0 0 1 16 1 2 5 71
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 0 0 0 173
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 0 0 58
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 0 0 11
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 0 0 15
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 0 0 16
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 1 8 167 2 6 27 709

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Statistics updated 2023-05-07