Varga-Haszonits, Zoltán
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Replica approach to mean-variance portfolio optimization:

Varga-Haszonits, Istvan ; Caccioli, Fabio ; Kondor, Imre
Journal of Statistical Mechanics: Theory and Experiment.  2016 (2016)  12 - p. 123404 , 2016
 
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4

Divergent estimation error in portfolio optimization and in..:

Kondor, I. ; Varga-Haszonits, I.
The European Physical Journal B.  64 (2008)  3-4 - p. 601-605 , 2008
 
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Noise sensitivity of portfolio selection in constant condit..:

Varga-Haszonits, I. ; Kondor, I.
Physica A: Statistical Mechanics and its Applications.  385 (2007)  1 - p. 307-318 , 2007
 
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