The following pages link to Imre Kondor (Q212823):
Displaying 16 items.
- (Q978606) (redirect page) (← links)
- Divergent estimation error in portfolio optimization and in linear regression (Q978608) (← links)
- Noisy covariance matrices and portfolio optimization. II (Q1855541) (← links)
- Liquidity risk and instabilities in portfolio optimization (Q2816955) (← links)
- Replica approach to mean-variance portfolio optimization (Q3302503) (← links)
- Analytic solution to variance optimization with no short positions (Q3302932) (← links)
- INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES (Q3585128) (← links)
- SPIN GLASSES IN THE TRADING BOOK (Q4522660) (← links)
- Portfolio optimization under Expected Shortfall: contour maps of estimation error (Q4554495) (← links)
- Bias-variance trade-off in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization (Q5006871) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)
- (Q5324633) (← links)
- (Q5361360) (← links)
- On the feasibility of portfolio optimization under expected shortfall (Q5423191) (← links)
- Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets (Q5947894) (← links)
- Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint (Q6108639) (← links)
