István Varga-Haszonits

Replica approach to mean-variance portfolio optimization

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

Instability of Portfolio Optimization under Coherent Risk Measures

Imre Kondor, István Varga-Haszonits, I. Kondor, 2010, Adv. Complex Syst..

Feasibility of Portfolio Optimization under Coherent Risk Measures

I. Kondor, I. Varga-Haszonits, István Varga-Haszonits, 2008, 0803.2283.