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 1 40
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 5 15 1 1 12 48
Concave risk measures in international capital regulation 0 0 0 5 0 1 4 32
Contour map of estimation error for Expected Shortfall 0 0 0 13 0 0 2 27
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 1 19 0 0 1 69
Estimation Error of Expected Shortfall 0 0 0 63 0 0 5 49
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 1 3 88 0 2 13 274
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 0 1 12 1,833
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 3 32 0 2 7 98
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 2 10 0 0 4 41
Noise sensitivity of portfolio selection under various risk measures 0 0 0 28 0 0 5 86
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 1 1 4 47
Noisy Covariance Matrices and Portfolio Optimization II 0 0 1 22 0 1 8 76
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 0 0 1 83
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 11 0 1 2 56
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 23 0 0 3 25
Portfolio optimization under expected shortfall: contour maps of estimation error 0 0 0 12 1 1 4 22
Random Matrix Filtering in Portfolio Optimization 0 0 3 110 0 1 7 289
Regularizing Portfolio Optimization 0 0 0 21 0 0 2 110
Replica approach to mean-variance portfolio optimization 0 0 0 3 0 0 3 24
Strong random correlations in networks of heterogeneous agents 0 0 0 17 0 0 0 41
The Interrupted Power Law and The Size of Shadow Banking 0 0 2 36 0 0 7 69
The Interrupted Power Law and The Size of Shadow Banking 0 0 1 5 0 1 12 43
The instability of downside risk measures 0 0 0 13 0 1 3 52
Total Working Papers 0 1 21 1,412 3 14 122 3,608


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 10
Estimated correlation matrices and portfolio optimization 0 0 0 16 0 0 1 79
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 1 1 2 6 1 2 4 28
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 9 0 1 2 38
Noise sensitivity of portfolio selection under various risk measures 0 0 0 23 0 1 5 98
Noisy covariance matrices and portfolio optimization II 0 0 3 10 0 0 12 54
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 57
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 0 1 10
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 0 2 15
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 0 5 15
Short range corrections to the order parameter and to the excitation spectrum of the Ising spin glass 0 0 0 0 0 0 0 10
Statistical analysis of 5 s index data of the Budapest Stock Exchange 0 0 1 3 0 0 3 16
Strong random correlations in networks of heterogeneous agents 0 0 0 2 1 1 7 35
Total Journal Articles 1 1 6 148 2 5 43 636


Statistics updated 2021-01-03