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 17 0 9 21 70
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 0 20 0 2 13 88
Concave risk measures in international capital regulation 0 0 0 5 0 2 4 38
Contour map of estimation error for Expected Shortfall 0 0 0 13 0 1 4 34
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 0 1 5 84
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 2 3 5 81
Estimation Error of Expected Shortfall 0 0 0 63 0 2 5 63
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 0 2 28 313
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 36 0 5 19 135
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 5 10 31 1,909
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 0 2 5 49
Noise sensitivity of portfolio selection under various risk measures 0 0 1 29 0 1 8 98
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 0 1 6 57
Noisy Covariance Matrices and Portfolio Optimization II 0 0 0 22 0 2 8 91
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 1 1 7 92
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 13 0 2 7 66
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 24 0 2 6 37
Random Matrix Filtering in Portfolio Optimization 0 0 0 111 0 5 9 310
Regularizing Portfolio Optimization 0 0 0 21 0 2 8 120
Replica approach to mean-variance portfolio optimization 0 0 1 7 1 6 13 51
Strong random correlations in networks of heterogeneous agents 0 0 0 18 1 3 9 58
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 0 0 9 61
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 0 0 12 85
The instability of downside risk measures 0 0 0 16 0 6 10 70
Total Working Papers 0 0 3 1,430 10 70 252 4,060
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 3 7 20
Estimated correlation matrices and portfolio optimization 0 0 0 18 0 2 6 88
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 1 17 0 2 11 83
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 0 3 11 53
Noise sensitivity of portfolio selection under various risk measures 0 0 1 27 1 1 7 120
Noisy covariance matrices and portfolio optimization II 0 0 0 16 0 6 21 98
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 0 1 8 182
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 0 2 8 67
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 0 3 17
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 2 9 24
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 0 2 6 22
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 0 5 23
Strong random correlations in networks of heterogeneous agents 0 0 0 2 0 5 14 50
Total Journal Articles 0 0 2 174 1 29 116 859

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Statistics updated 2026-07-10