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 15 0 0 2 42
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 0 15 2 3 8 54
Concave risk measures in international capital regulation 0 0 0 5 0 0 3 33
Contour map of estimation error for Expected Shortfall 0 0 0 13 1 1 1 28
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 26 0 0 0 74
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 19 0 1 1 70
Estimation Error of Expected Shortfall 0 0 0 63 0 1 4 53
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 1 88 0 0 4 275
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 32 0 1 5 101
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 1 4 9 1,840
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 10 0 0 1 42
Noise sensitivity of portfolio selection under various risk measures 0 0 0 28 1 1 2 88
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 0 0 1 47
Noisy Covariance Matrices and Portfolio Optimization II 0 0 1 22 0 1 5 79
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 0 0 1 84
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 11 0 0 1 56
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 23 1 1 3 27
Portfolio optimization under expected shortfall: contour maps of estimation error 0 0 0 12 1 1 5 25
Random Matrix Filtering in Portfolio Optimization 0 0 1 110 0 0 7 294
Regularizing Portfolio Optimization 0 0 0 21 0 0 0 110
Replica approach to mean-variance portfolio optimization 0 0 1 4 1 1 7 31
Strong random correlations in networks of heterogeneous agents 0 0 1 18 0 0 2 43
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 5 0 1 5 47
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 1 1 3 71
The instability of downside risk measures 0 0 0 13 0 0 3 54
Total Working Papers 0 0 5 1,414 9 18 83 3,668


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 1 11
Estimated correlation matrices and portfolio optimization 0 0 0 16 1 1 1 80
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 1 1 2 7 2 5 9 35
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 9 1 1 3 40
Noise sensitivity of portfolio selection under various risk measures 0 1 1 24 0 1 4 101
Noisy covariance matrices and portfolio optimization II 1 2 4 13 2 3 6 59
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 0 0 0 171
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 0 1 58
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 0 0 10
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 0 1 15
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 0 0 15
Short range corrections to the order parameter and to the excitation spectrum of the Ising spin glass 0 0 0 0 0 1 1 11
Statistical analysis of 5 s index data of the Budapest Stock Exchange 0 0 0 3 1 1 1 17
Strong random correlations in networks of heterogeneous agents 0 0 0 2 0 0 2 36
Total Journal Articles 2 4 7 153 8 14 30 659


Statistics updated 2021-09-05