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Disambiguation of "Kondor, Imre"

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Noise sensitivity of portfolio selection under various risk measures

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

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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)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)Noisy covariance matrices and portfolio optimization II, and . Physica A: Statistical Mechanics and its Applications, (Mar 1, 2003)Instability of Portfolio Optimization under Coherent Risk Measures., and . Adv. Complex Syst., 13 (3): 425-437 (2010)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)On the feasibility of portfolio optimization under expected shortfall, , and . Quantitative Finance, 7 (4): 389--396 (2007)Diffusion kernels on graphs and other discrete structures, and . In Proceedings of the ICML, page 315--322. (2002)