1.
Ormos, M ; Urbán, A
Performance analysis of log-optimal portfolio strategies with transaction costs
QUANTITATIVE FINANCE 13 : 10 pp. 1587-1597. , 11 p. (2013)
DOI WoS Scopus Teljes dokumentum Other URL Google scholar
Publication:2665471 Admin approved Core Citing Journal Article (Article ) Scientific
Citing papers: 31 | Independent citation: 29 | Self citation: 1 | Unknown citation: 1 | Number of citations in WoS: 16 | Number of citations in Scopus: 13 | WoS/Scopus assigned: 18 | Number of citations with DOI: 17
Article (Journal Article) | Scientific[2665471] [Admin approved]
All citations+mentions: 31, External citations: 29, Self citations: 1, Unhandled citations: 1
2.
Györfi, lászló ; Ottucsák, György ; Urbán, András
Empirical Log-Optimal Portfolio Selections: A Survey
In: Györfi, László; Ottucsák, György; Harro, Walk (eds.) MACHINE LEARNING FOR FINANCIAL ENGINEERING
London, United Kingdom / England : Imperial College Press (2012) pp. 81-118. , 38 p.
DOI
Publication:2678227 Published Core Citing Chapter in Book (Chapter ) Scientific
Chapter (Chapter in Book) | Scientific[2678227] [Approved]
3.
Horváth, Márk ; Urbán, András
Growth Optimal Portfolio Selection with Short Selling and Leverage
In: Györfi, László; Ottucsák, György; Harro, Walk (eds.) MACHINE LEARNING FOR FINANCIAL ENGINEERING
London, United Kingdom / England : Imperial College Press (2012) pp. 151-176. , 26 p.
DOI
Publication:2678226 Published Core Citing Chapter in Book (Chapter ) Scientific
Chapter (Chapter in Book) | Scientific[2678226] [Approved]
4.
Urbán, A ; Ormos, M
Performance Analysis of Equally Weighted Portfolios: USA and Hungary
ACTA POLYTECHNICA HUNGARICA 9 : 2 pp. 155-168. , 14 p. (2012)
WoS Scopus Teljes dokumentum Matarka Google scholar
Publication:2677290 Admin approved Core Journal Article (Article ) Scientific
Citing papers: 13 | Independent citation: 9 | Self citation: 3 | Unknown citation: 1 | Number of citations in WoS: 6 | Number of citations in Scopus: 3 | WoS/Scopus assigned: 6 | Number of citations with DOI: 4
Article (Journal Article) | Scientific[2677290] [Admin approved]
All citations+mentions: 13, External citations: 9, Self citations: 3, Unhandled citations: 1
5.
Bohák, A ; Erdős, P ; Urbán, A
Befektetések III.
Bp, Hungary : Budapesti Műszaki és Gazdaságtudományi Egyetem, Gazdaság- és Társadalomtudományi Kar (2011) , 124 p.
Publication:2662252 Admin approved Core Book (Textbook for higher education ) Educational
Textbook for higher education (Book) | Educational[2662252] [Admin approved]
6.
Horváth, M ; Urbán, A
Reverse Optimization of Growth Optimal Portfolio Selection
In: Antoncic, Bostjan (eds.) Advances in Business-Related Scientific Research Conference 2010
Koper, Slovenia : Edukator d.o.o. (2010) Paper: 51 , 13 p.
Teljes dokumentum
Locked Publication:2661872 Published Core Citing Chapter in Book (Conference paper ) Scientific
Conference paper (Chapter in Book) | Scientific[2661872] [Approved]
7.
Ormos, M ; Urbán, A
Requisites for Long-term Growth in Financial Markets
INTERNATIONAL RESEARCH JOURNAL OF FINANCE AND ECONOMICS 59 : 1 pp. 127-133. , 7 p. (2010)
Scopus Teljes dokumentum Other URL Handle Google scholar
Publication:2659822 Admin approved Core Citing Journal Article (Article ) Scientific
Citing papers: 2 | Independent citation: 2 | Self citation: 0 | Unknown citation: 0
Article (Journal Article) | Scientific[2659822] [Admin approved]
All citations+mentions: 2, External citations: 2, Self citations: 0, Unhandled citations: 0
8.
Urbán, A ; Ormos, M
Growth optimal investments with transaction costs
In: Galetic, L; Spremic, M; Ivanov, M (eds.) 5th International Conference “An Enterprise Odyssey: From Crisis to Prosperity – Challenges for Government and Business”
Zagreb, Croatia : s.n. (2010) 1,725 p. pp. 887-899. Paper: 3 , 13 p.
Teljes dokumentum Handle Google scholar
Publication:2654113 Admin approved Core Chapter in Book (Conference paper ) Scientific
Conference paper (Chapter in Book) | Scientific[2654113] [Admin approved]
9.
Urbán, A ; Ormos, M
Beyond the One-period World (2009)
Morgan Stanley-BME Financial Innovation Centre Kick-off & Workshop, Budapest, 2009. június 15.,
Teljes dokumentum Handle
Publication:2651548 Admin approved Core Miscellaneous (Not classified ) Scientific
Not classified (Miscellaneous) | Scientific[2651548] [Admin approved]
10.
Ormos, M ; Urbán, A
Analysis of Growth Optimal Investment Strategies with Proportional Transaction Cost (2009)
Morgan Stanley-BME Financial Innovation Centre Kick-off & Workshop, Budapest, 2009. június 15.,
Teljes dokumentum Handle
Publication:2651547 Admin approved Core Miscellaneous (Not classified ) Scientific
Not classified (Miscellaneous) | Scientific[2651547] [Admin approved]
2024-05-02 11:41