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 1 20 71
Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization 0 0 0 20 1 2 15 90
Concave risk measures in international capital regulation 0 0 0 5 0 1 5 39
Contour map of estimation error for Expected Shortfall 0 0 0 13 1 1 5 35
Divergent estimation error in portfolio optimization and in linear regression 0 0 0 27 0 0 5 84
Estimated Correlation Matrices and Portfolio Optimization 0 0 0 20 0 0 5 81
Estimation Error of Expected Shortfall 0 0 0 63 1 2 5 65
Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets 0 0 0 90 0 2 30 315
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 3 9 37 1,918
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 1 1 37 1 3 19 138
Feasibility of Portfolio Optimization under Coherent Risk Measures 0 0 0 11 0 1 6 50
Noise sensitivity of portfolio selection under various risk measures 0 0 1 29 0 0 7 98
Noisy Covariance Matrices and Portfolio Optimization 0 0 0 10 1 3 9 60
Noisy Covariance Matrices and Portfolio Optimization II 0 2 2 24 0 2 10 93
On the Feasibility of Portfolio Optimization under Expected Shortfall 0 0 0 34 0 1 8 93
Optimal Liquidation Strategies Regularize Portfolio Selection 0 0 0 13 2 5 12 71
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error 0 0 0 24 0 2 8 39
Random Matrix Filtering in Portfolio Optimization 0 0 0 111 2 4 12 314
Regularizing Portfolio Optimization 0 0 0 21 0 3 11 123
Replica approach to mean-variance portfolio optimization 0 0 1 7 0 1 14 52
Strong random correlations in networks of heterogeneous agents 0 0 0 18 0 1 10 59
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 36 0 2 11 87
The Interrupted Power Law and The Size of Shadow Banking 0 0 0 6 0 0 9 61
The instability of downside risk measures 0 0 0 16 0 1 11 71
Total Working Papers 0 3 6 1,433 12 47 284 4,107
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 6 20
Estimated correlation matrices and portfolio optimization 0 0 0 18 0 4 10 92
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets 0 0 0 17 0 0 10 83
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models 0 0 0 10 0 0 11 53
Noise sensitivity of portfolio selection under various risk measures 0 0 0 27 1 1 6 121
Noisy covariance matrices and portfolio optimization II 0 0 0 16 0 2 22 100
On the feasibility of portfolio optimization under expected shortfall 0 0 0 74 0 1 8 183
Optimal liquidation strategies regularize portfolio selection 0 0 0 1 1 1 8 68
Portfolios with nonlinear constraints and spin glasses 0 0 0 2 0 0 2 17
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 2 0 0 9 24
Scaling and infrared divergences in the replica field theory of the Ising spin glass 0 0 0 0 2 2 7 24
Short range corrections to the order parameter and to the excitation spectrum of the Ising spin glass 0 0 0 1 0 1 1 13
Statistical analysis of 5 s index data of the Budapest Stock Exchange 0 0 0 4 0 1 6 24
Strong random correlations in networks of heterogeneous agents 0 0 0 2 1 2 14 52
Total Journal Articles 0 0 0 174 5 15 120 874

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Statistics updated 2026-10-11