@article{MTMT:2665471, title = {Performance analysis of log-optimal portfolio strategies with transaction costs}, url = {https://m2.mtmt.hu/api/publication/2665471}, author = {Ormos, Mihály and Urbán, András}, doi = {10.1080/14697688.2011.570368}, journal-iso = {QUANT FINANC}, journal = {QUANTITATIVE FINANCE}, volume = {13}, unique-id = {2665471}, issn = {1469-7688}, year = {2013}, eissn = {1469-7696}, pages = {1587-1597}, orcid-numbers = {Ormos, Mihály/0000-0002-3224-7636} } @{MTMT:2678227, title = {Empirical Log-Optimal Portfolio Selections: A Survey}, url = {https://m2.mtmt.hu/api/publication/2678227}, author = {Györfi, László and Ottucsák, György and Urbán, András}, booktitle = {MACHINE LEARNING FOR FINANCIAL ENGINEERING}, doi = {10.1142/9781848168145_0002}, unique-id = {2678227}, year = {2012}, pages = {81-118} } @{MTMT:2678226, title = {Growth Optimal Portfolio Selection with Short Selling and Leverage}, url = {https://m2.mtmt.hu/api/publication/2678226}, author = {Horváth, Márk and Urbán, András}, booktitle = {MACHINE LEARNING FOR FINANCIAL ENGINEERING}, doi = {10.1142/9781848168145_0004}, unique-id = {2678226}, year = {2012}, pages = {151-176} } @article{MTMT:2677290, title = {Performance Analysis of Equally Weighted Portfolios. USA and Hungary}, url = {https://m2.mtmt.hu/api/publication/2677290}, author = {Urbán, András and Ormos, Mihály}, journal-iso = {ACTA POLYTECH HUNG}, journal = {ACTA POLYTECHNICA HUNGARICA}, volume = {9}, unique-id = {2677290}, issn = {1785-8860}, year = {2012}, eissn = {1785-8860}, pages = {155-168}, orcid-numbers = {Ormos, Mihály/0000-0002-3224-7636} } @book{MTMT:2662252, title = {Befektetések III.}, url = {https://m2.mtmt.hu/api/publication/2662252}, author = {Bohák, András and Erdős, Péter and Urbán, András}, publisher = {Budapesti Műszaki és Gazdaságtudományi Egyetem, Gazdaság- és Társadalomtudományi Kar}, unique-id = {2662252}, year = {2011} } @inproceedings{MTMT:2661872, title = {Reverse Optimization of Growth Optimal Portfolio Selection}, url = {https://m2.mtmt.hu/api/publication/2661872}, author = {Horváth, M and Urbán, András}, booktitle = {Advances in Business-Related Scientific Research Conference 2010}, unique-id = {2661872}, year = {2010} } @article{MTMT:2659822, title = {Requisites for Long-term Growth in Financial Markets}, url = {https://m2.mtmt.hu/api/publication/2659822}, author = {Ormos, Mihály and Urbán, András}, journal-iso = {INT RES J FIN ECON}, journal = {INTERNATIONAL RESEARCH JOURNAL OF FINANCE AND ECONOMICS}, volume = {59}, unique-id = {2659822}, issn = {2227-6254}, year = {2010}, eissn = {1450-2887}, pages = {127-133}, orcid-numbers = {Ormos, Mihály/0000-0002-3224-7636} } @inproceedings{MTMT:2654113, title = {Growth optimal investments with transaction costs}, url = {https://m2.mtmt.hu/api/publication/2654113}, author = {Urbán, András and Ormos, Mihály}, booktitle = {5th International Conference “An Enterprise Odyssey: From Crisis to Prosperity – Challenges for Government and Business”}, unique-id = {2654113}, year = {2010}, pages = {887-899}, orcid-numbers = {Ormos, Mihály/0000-0002-3224-7636} } @misc{MTMT:2651548, title = {Beyond the One-period World}, url = {https://m2.mtmt.hu/api/publication/2651548}, author = {Urbán, András and Ormos, Mihály}, unique-id = {2651548}, year = {2009}, orcid-numbers = {Ormos, Mihály/0000-0002-3224-7636} } @misc{MTMT:2651547, title = {Analysis of Growth Optimal Investment Strategies with Proportional Transaction Cost}, url = {https://m2.mtmt.hu/api/publication/2651547}, author = {Ormos, Mihály and Urbán, András}, unique-id = {2651547}, year = {2009}, orcid-numbers = {Ormos, Mihály/0000-0002-3224-7636} }