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Aspects of a Phase Transition in High-Dimensional Random Geometry., , и . Entropy, 23 (7): 805 (2021)Statistical analysis of 5 s index data of the Budapest Stock Exchange, , и . Physica A: Statistical Mechanics and its Applications, 269 (1): 111--124 (01.07.1999)Estimated correlation matrices and portfolio optimization, и . Physica A: Statistical Mechanics and its Applications, (15.11.2004)Noisy covariance matrices and portfolio optimization II, и . Physica A: Statistical Mechanics and its Applications, (01.03.2003)Instability of Portfolio Optimization under Coherent Risk Measures., и . Adv. Complex Syst., 13 (3): 425-437 (2010)Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets, и . Physica A: Statistical Mechanics and its Applications, 299 (1-2): 305--310 (01.10.2001)Noise sensitivity of portfolio selection under various risk measures, , и . Journal of Banking & Finance, 31 (5): 1545--1573 (мая 2007)On the feasibility of portfolio optimization under expected shortfall, , и . Quantitative Finance, 7 (4): 389--396 (2007)Challenges in Complex Systems Science, , , , , , , , , и . European Physical Journal Special Topics (EPJST), (2012)Diffusion kernels on graphs and other discrete structures, и . In Proceedings of the ICML, стр. 315--322. (2002)