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Mobility and Integration in Hungarian Society
Szászvai-Papp, Gábor
-
2021
Review of "Mobility and Integration in Hungarian Society", edited by Imre Kovách (Centre for Social Sciences-Argumentum, 2020).
Persistent link: https://www.econbiz.de/10012873044
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2
The 14th Conference of the European Sociological Association - with personal insights
Perpék, Éva
;
Szászvai-Papp, Gábor
-
2019
Persistent link: https://www.econbiz.de/10012215617
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3
Bias-Variance Trade-Off in Portfolio Optimization under Expected Shortfall with ℓ<sub>2</sub> Regularization
Papp, Gabor
-
2017
The optimization of a large random portfolio under the Expected Shortfall risk measure with an ℓ<sub>2</sub> regularizer is carried out by analytical calculation. The regularizer reins in the large sample fluctuations and the concomitant divergent estimation error, and eliminates the phase transition...
Persistent link: https://www.econbiz.de/10012965493
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4
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
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