( en | de | ru )

 

Disambiguation of "Kondor, Imre"

Author of the publication

copydeleteadd this publication to your clipboard
Noise sensitivity of portfolio selection under various risk measures

, , and . Journal of Banking & Finance, 31 (5): 1545--1573 (May 2007)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Peter Kondor

Csanád Imreh

Werner Imrecke

Julia Imrecke

László Imre

 

Other publications of authors with the same name

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)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)Estimated correlation matrices and portfolio optimization, and . Physica A: Statistical Mechanics and its Applications, (Nov 15, 2004)Challenges in Complex Systems Science, , , , , , , , , and . European Physical Journal Special Topics (EPJST), (2012)Noise sensitivity of portfolio selection under various risk measures, , and . Journal of Banking & Finance, 31 (5): 1545--1573 (May 2007)On the feasibility of portfolio optimization under expected shortfall, , and . Quantitative Finance, 7 (4): 389--396 (2007)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)Diffusion kernels on graphs and other discrete structures, and . In Proceedings of the ICML, page 315--322. (2002)