@misc{MTMT:33597953, title = {Linearly representable games and pseudo-polynomial calculation of the Shapley value}, url = {https://m2.mtmt.hu/api/publication/33597953}, author = {Illés, Ferenc}, unique-id = {33597953}, year = {2022} } @article{MTMT:30716731, title = {Risk-adjusted pricing of project loans}, url = {https://m2.mtmt.hu/api/publication/30716731}, author = {Walter, György}, doi = {10.1108/SEF-05-2018-0149}, journal-iso = {STUD ECON FIN}, journal = {STUDIES IN ECONOMICS AND FINANCE}, volume = {38}, unique-id = {30716731}, issn = {1086-7376}, year = {2021}, pages = {13-31} } @article{MTMT:31622808, title = {Csődszabályok pénzügyi hálózatokban}, url = {https://m2.mtmt.hu/api/publication/31622808}, author = {Csóka, Péter and Kondor, Gábor}, doi = {10.37070/AML.2020.37.2.08}, journal-iso = {ALK MAT LAP}, journal = {ALKALMAZOTT MATEMATIKAI LAPOK}, volume = {37}, unique-id = {31622808}, issn = {0133-3399}, year = {2020}, pages = {233-245}, orcid-numbers = {Csóka, Péter/0000-0003-1703-5835} } @CONFERENCE{MTMT:31522768, title = {Anti-procyclicality from a regulatory point of view in case of central counterparties}, url = {https://m2.mtmt.hu/api/publication/31522768}, author = {Csilla, Szanyi and Friesz, Melinda and Váradi, Kata}, booktitle = {World Finance Conference}, unique-id = {31522768}, year = {2020}, pages = {1} } @article{MTMT:31403623, title = {A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben}, url = {https://m2.mtmt.hu/api/publication/31403623}, author = {Hevér, Judit}, doi = {10.18414/KSZ.2020.7-8.708}, journal-iso = {KÖZGAZDASÁGI SZEMLE}, journal = {KÖZGAZDASÁGI SZEMLE}, volume = {67}, unique-id = {31403623}, issn = {0023-4346}, abstract = {A pénzügyi válságok következményeként az elmúlt évtizedben középpontba került a szabályozás kérdése. A gyakorlatban szerzett tapasztalat és az elméleti modellek azt mutatják, hogy a likviditási kockázat és a túlzott kockázatvállalás csökkentése érdekében bevezetett szabályozói lépések hatására a piaci szereplők módosítják befektetési döntéseiket, sőt a szabályozói előírás visszahat a piaci likviditásra. Tranzakciós költséggel (eladási és vételi ár közötti árréssel) bővített általános egyensúlyelméleti modellt alkalmazunk a különböző eszközök likviditása és a bevezetett szabályozói előírás közötti kapcsolat vizsgálatához. A modellben a szabályozás hatására nő az árrés (a piaci likviditás csökkenésének mutatója), ami visszafogja a piaci szereplők közötti kereskedést és kockázatmegosztást. Egyensúlyban a piaci szereplők fogyasztási profilja kockázatosabb marad, alacsonyabb hasznossági szintet érnek el.* Journal of Economic Literature (JEL) kód: G11.}, year = {2020}, pages = {708-733} } @article{MTMT:31298518, title = {What do risk disclosures reveal about banking operational risk processes?. Content analysis of banks’ risk disclosures in the Visegrad Four countries}, url = {https://m2.mtmt.hu/api/publication/31298518}, author = {Lamanda, Gabriella and Tamásné Vőneki, Zsuzsanna}, doi = {10.21314/JOP.2020.236}, journal-iso = {J OPER RISK}, journal = {JOURNAL OF OPERATIONAL RISK}, volume = {15}, unique-id = {31298518}, issn = {1744-6740}, year = {2020}, eissn = {1755-2710}, pages = {27-48}, orcid-numbers = {Lamanda, Gabriella/0000-0001-5349-4997} } @book{MTMT:33212938, title = {Példatár vállalati pénzügyekhez}, url = {https://m2.mtmt.hu/api/publication/33212938}, isbn = {9786158122009}, author = {Balogh, László and Berlinger, Edina and Farkas, Ádám and Fazakas, Gergely and Juhász, Péter and Makara, Tamás and Mikolasek, András and Sulyok-Pap, Márta and Walter, György and Zsembery, Levente}, editor = {Fazakas, Gergely}, publisher = {Tanszék Pénzügyi Tanácsadó és Szolgáltató Kft.}, unique-id = {33212938}, year = {2019} } @article{MTMT:33062620, title = {How Does Female Presence on the Management and Supervisory Boards Impact the Performance in CEE?}, url = {https://m2.mtmt.hu/api/publication/33062620}, author = {Primecz, Henriett and Havran, Dániel and Lakatos, Zsolt}, doi = {10.5465/AMBPP.2019.10602abstract}, journal-iso = {ACAD MANAG PROC}, journal = {ACADEMY OF MANAGEMENT PROCEEDINGS}, volume = {2019}, unique-id = {33062620}, issn = {0065-0668}, abstract = {Our study investigates the impacts of corporate board gender diversity to the firm performance in six Central and Eastern European post-socialist EU member countries. The speciality of the region is that the changes in gender roles were not linear in the last decades. During socialist times, when today's female directors grown up, female participation in employment market and leadership roles were more open to women than in Western countries. While after the change of regime (1990s) as a backlash to forced emancipation, traditional gender roles (man as breadwinner and women as caretaker) returned, so called re-familiarization, which might influence the managerial environment as well. Our key question is how the presence of female managers impacts on the operative performance of the listed firms nowadays. To answer the question, we explore the drivers of the selection of directors as well. Because in these countries the listed firms dominantly operate under dual board corporate governance systems, we observe and describe the impact mechanisms both for the management and the supervisory boards. Using the 294 publicly listed companies’ data between 2007 and 2016, we find that the higher diversity of management board enhanced the firm performance, although this impact is not significant in case of the supervisory boards. By considering the drivers of the placements into the management board, we find that glass cliff is an existing phenomenon in the region.}, year = {2019}, eissn = {2151-6561} } @techreport{MTMT:32071762, title = {Analytic solutions in a continuous-time financial market model}, url = {https://m2.mtmt.hu/api/publication/32071762}, author = {Bihary, Zsolt and Víg, Attila András}, unique-id = {32071762}, year = {2019} } @article{MTMT:31930507, title = {The Performance and Asset Allocation of German Robo-Advisors}, url = {https://m2.mtmt.hu/api/publication/31930507}, author = {Puhle, Michael}, doi = {10.1556/204.2019.41.3.4}, journal-iso = {SOC ECON}, journal = {SOCIETY AND ECONOMY}, volume = {41}, unique-id = {31930507}, issn = {1588-9726}, year = {2019}, eissn = {1588-970X}, pages = {331-351} }