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researcher

Dávid Zibriczky

3 papers hereh-index 8366 citations10 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.PR2
  • cs.CV1

identity via Semantic Scholar / OpenAlex

activity
20152021
most citedEntropy-Based Financial Asset Pricing

68 citations · 85 across the 3 of their papers we have counts for

collaborators

3 papers

cs.CV2021★ 10 cited

Online and Real-Time Tracking in a Surveillance Scenario

Oliver Urbann, Oliver Bredtmann, Maximilian Otten +3

This paper presents an approach for tracking in a surveillance scenario. Typical aspects for this scenario are a 24/7 operation with a static camera mounted above the height of a h…

q-fin.PR2017★ 7 cited

Non-parametric and semi-parametric asset pricing

Peter Erdos, Mihaly Ormos, David Zibriczky

We find that the CAPM fails to explain the small firm effect even if its non-parametric form is used which allows time-varying risk and non-linearity in the pricing function. Furth…

q-fin.PR2015★ 68 cited

Entropy-Based Financial Asset Pricing

Mihaly Ormos, David Zibriczky

We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory…

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