I. Kondor: Spin glasses in the trading book, Int. J. of Theor. and Appl. Finance, 3, 537 (2000)

T. Temesvári, I. Kondor, and C. De Dominicis: reparametrization invariance: a gauge-like symmetry of ultrametrically organized states, Eur. Phys. J. B18, 493 (2000)

Sz. Pafka and I. Kondor: Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets, Physica A299, 305-310 (2001).

Sz. Pafka and I. Kondor: Noisy covariance matrices and portfolio optimization, Eur. Phys. J. B27, 277-280 (2002)

Sz. Pafka and I. Kondor: Noisy covariance matrices and portfolio optimization II. Physica A319C, 487-494 (2003)

Sz. Pafka and I. Kondor: Estimated correlation matrices and portfolio optimization, Physica A343, 623-634 (2004)

I. Kondor, A. Szepessy and T. Ujvárosi: Concave risk measures in international capital regulation, in: Risk Measures for the 21th Century, Ch. 4., pp. 51-59, ed. G, Szego, John Wiley & Sons (2004)

Sz. Pafka, M. Potters and I. Kondor: Exponential weighting and random-matrix-theory-based filtering of financial covariance matrices for portfolio optimization, to be published in Quantitative Finance, arXiv: cond-mat/0402573

G. Papp, Sz. Pafka, M.A. Nowak, I. Kondor: Random Matrix Filtering in Portfolio Optimization, Acta Physica Polonica B36, 2757-2766 (2005).

A. Vázquez, J.G. Oliviera, Z. Dezső, K.-I. Goh, I. Kondor, and A.-L. Barabási: Modeling bursts and heavy tails in human dynamics, Phys. Rev. E 73 036127-46 (2006)

I. Kondor, Sz. Pafka, R. Karádi, and G. Nagy: Portfolio selection in a noisy       environment using absolute deviation as a risk measure, in H. Takayasu (ed.): Practical Fruits of Econophysics: Proceedings of the Third Nikkei Econophysics Symposium, Tokyo; Springer, New York, (2006). ISBN: 4431289143.

I. Kondor, Sz. Pafka, G. Nagy: Noise sensitivity of portfolio selection under         
various risk measures, Journal of Banking and Finance, 31, 1545-1573 (2007).

S. Ciliberti, I. Kondor, M. Mezard: On the Feasibility of Portfolio Optimization under Expected Shortfall, Quantitative Finance, 7, 389-396 (2007)

I. Varga-Haszonits and I. Kondor: Noise Sensitivity of Portfolio Selection in Constant   Conditional Correlation GARCH models, Physica A385, 307-318 (2007)

I. Kondor and I. Varga-Haszonits: Divergent estimation error in portfolio optimization and in linear regression, Eur. Phys. J. B 64, 601-605 (2008).

N. Gulyás and I. Kondor: Portfolio instability and linear constraints, submitted to Physica A (2008).

I. Kondor and I. Varga-Haszonits: Feasibility of portfolio optimization under coherent risk measures, submitted to Quantitative Finance (2008).

I. Varga-Haszonits and I. Kondor: The instability of downside risk measures, submitted to JSTAT (2008).