Author/Creator: Kondor, Imre - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Kondor, Imre

1. Analytic solution to variance optimization with no short positions. (12th December 2017)

Authors:: Kondor, Imre; Papp, Gábor; Caccioli, Fabio
Journal:: Journal of statistical mechanics
Issue:: (2017:Dec.)
Page Start:
Record Type:: Journal Article
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2. Portfolio optimization under Expected Shortfall: contour maps of estimation error. Issue 8 (3rd August 2018)

Authors:: Caccioli, Fabio; Kondor, Imre; Papp, Gábor
Journal:: Quantitative finance
Issue:: Volume 18:Issue 8(2018)
Page Start:: 1295
Record Type:: Journal Article
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3. Replica approach to mean-variance portfolio optimization. (22nd December 2016)

Authors:: Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre
Journal:: Journal of statistical mechanics
Issue:: (2016:Dec.)
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Record Type:: Journal Article
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4. The effect of social balance on social fragmentation. Issue 172 (18th November 2020)

Authors:: Minh Pham, Tuan; Kondor, Imre; Hanel, Rudolf; Thurner, Stefan
Journal:: Journal of the Royal Society interface
Issue:: Volume 17:Issue 172(2020)
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Record Type:: Journal Article
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5. The effect of social balance on social fragmentation. Issue 172 (25th November 2020)

Authors:: Minh Pham, Tuan; Kondor, Imre; Hanel, Rudolf; Thurner, Stefan
Journal:: Journal of the Royal Society interface
Issue:: Volume 17:Issue 172(2020)
Page Start:
Record Type:: Journal Article
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