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Disambiguation of "Kondor, Imre"

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Modeling bursts and heavy tails in human dynamics

, , , , , and . CoRR, (2005)

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Peter Kondor

Csanád Imreh

Werner Imrecke

Julia Imrecke

László Imre

 

Other publications of authors with the same name

Estimated correlation matrices and portfolio optimization, and . Physica A: Statistical Mechanics and its Applications, (Nov 15, 2004)Statistical analysis of 5 s index data of the Budapest Stock Exchange, , and . Physica A: Statistical Mechanics and its Applications, 269 (1): 111--124 (Jul 1, 1999)Aspects of a Phase Transition in High-Dimensional Random Geometry., , and . Entropy, 23 (7): 805 (2021)Instability of Portfolio Optimization under Coherent Risk Measures., and . Adv. Complex Syst., 13 (3): 425-437 (2010)Noisy covariance matrices and portfolio optimization II, and . Physica A: Statistical Mechanics and its Applications, (Mar 1, 2003)Optimizing Expected Shortfall under an ℓ1 Constraint - An Analytic Approach., , and . Entropy, 23 (5): 523 (2021)Modeling bursts and heavy tails in human dynamics, , , , , and . CoRR, (2005)Challenges in Complex Systems Science, , , , , , , , , and . European Physical Journal Special Topics (EPJST), (2012)Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets, and . Physica A: Statistical Mechanics and its Applications, 299 (1-2): 305--310 (Oct 1, 2001)Noise sensitivity of portfolio selection under various risk measures, , and . Journal of Banking & Finance, 31 (5): 1545--1573 (May 2007)