Istvan Varga-Haszonits

Noise sensitivity of portfolio selection in constant conditional correlation GARCH models

Imre Kondor, I. Kondor, I. Varga-Haszonits, 2007 .

Replica approach to mean-variance portfolio optimization

Imre Kondor, Fabio Caccioli, I. Kondor, 2016, 1606.08679.