Gabor Papp

Eötvös Loránd University

Pazmany Peter setany 1A

Budapest, -- H1117

Hungary

  • Eötvös Loránd University

SCHOLARLY PAPERS

4

DOWNLOADS

718

TOTAL CITATIONS

2

Scholarly Papers (4)

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1.

Analytic Solution to Variance Optimization with No Short-Selling

Number of pages: 27 Posted: 17 Jan 2017 Last Revised: 30 Jan 2017
Imre Kondor, Gabor Papp and Fabio Caccioli
Parmenides Foundation, Eötvös Loránd University and University College London
Downloads 303 (204,066)

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Portfolio Optimization, Variance, No Short Selling

2.

Bias-Variance Trade-Off in Portfolio Optimization under Expected Shortfall with ℓ2 Regularization

Number of pages: 16 Posted: 17 Jan 2017
Gabor Papp, Fabio Caccioli and Imre Kondor
Eötvös Loránd University, University College London and Parmenides Foundation
Downloads 160 (374,657)
Citation 1

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Portfolio Optimization, Bias-Variance Trade-Off, Expected Shortfall

3.

Contour Map of Estimation Error for Expected Shortfall

Number of pages: 5 Posted: 23 Feb 2015
Imre Kondor, Fabio Caccioli, Gabor Papp and Matteo Marsili
Parmenides Foundation, University College London, Eötvös Loránd University and Abdus Salam International Centre for Theoretical Physics (ICTP)
Downloads 160 (374,657)
Citation 1

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Expected Shortfall, optimization, estimation error

4.

Strong Random Correlations In Networks of Heterogeneous Agents

Journal of Economic Interaction and Coordination (accepted on Jan 16, 2014)
Number of pages: 23 Posted: 07 Mar 2014
Imre Kondor, Istvan Csabai, Gabor Papp, Enys Mones, Gabor Czimbalmos and Máté Csaba Sándor
Parmenides Foundation, Eötvös Loránd University - Department of Physics of Complex Systems, Eötvös Loránd University, Eötvös Loránd University, Eötvös Loránd University and Corvinus University of Budapest
Downloads 95 (556,947)

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