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Péter Csóka
Péter Csóka
Corvinus University of Budapest
Verified email at uni-corvinus.hu
Title
Cited by
Cited by
Year
Decentralized clearing in financial networks
P Csóka, P Jean-Jacques Herings
Management Science, 2017
1082017
Stable allocations of risk
P Csóka, PJJ Herings, LÁ Kóczy
Games and Economic Behavior 67 (1), 266-276, 2009
722009
Properties and comparison of risk capital allocation methods
D Balog, TL Bátyi, P Csóka, M Pintér
European Journal of Operational Research 259 (2), 614-625, 2017
56*2017
Coherent measures of risk from a general equilibrium perspective
P Csóka, PJJ Herings, LÁ Kóczy
Journal of Banking & Finance 31 (8), 2517-2534, 2007
542007
An axiomatization of the proportional rule in financial networks
P Csóka, PJJ Herings
Management Science 67 (5), 2799-2812, 2021
472021
On the impossibility of fair risk allocation
P Csóka, M Pintér
The BE Journal of Theoretical Economics 16 (1), 143-158, 2016
472016
Koherens kockázatmérés és tőkeallokáció= Coherent risk measurement and capital allocation
P Csóka
Közgazdasági szemle 50 (10), 855-880, 2003
332003
Balancedness conditions for exact games
P Csóka, PJJ Herings, LÁ Kóczy
Mathematical Methods of Operations Research 74, 41-52, 2011
282011
Risk allocation under liquidity constraints
P Csóka, PJJ Herings
Journal of Banking & Finance 49, 1-9, 2014
212014
Introduction to R for quantitative finance
G Daróczi, M Puhle, E Berlinger, P Csóka, D Havran, M Michaletzky, ...
Packt Publishing Ltd, 2013
182013
Corporate financing under moral hazard and the default risk of buyers
P Csóka, D Havran, N Szűcs
Central european Journal of operations research 23 (4), 763-778, 2015
172015
Convex and exact games with non-transferable utility
P Csóka, PJJ Herings, LÁ Kóczy, M Pintér
European journal of operational research 209 (1), 57-62, 2011
142011
Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban (Methods of capital allocation and their characteristics in practice)
D Balog, TL Bátyi, P Csóka, M Pintér
Közgazdasági Szemle 58 (7-8), 619-632, 2011
142011
On the Shapley value of liability games
P Csóka, F Illés, T Solymosi
European Journal of Operational Research 300 (1), 378-386, 2022
132022
Liability games
P Csóka, PJJ Herings
Games and Economic Behavior 116, 260-268, 2019
132019
Uniqueness of clearing payment matrices in financial networks
P Csóka, PJJ Herings
Mathematics of Operations Research 49 (1), 232-250, 2024
92024
Információs paradoxon a vállalkozások hitelezésében nem fizető vevő esetén.
N Szűcs, D Havran, P Csóka
Economic Review/Kozgazdasagi Szemle 57, 2010
9*2010
Az arányos csődszabály karakterizációja körbetartozások esetén
P Csóka
Közgazdasági Szemle 64 (9), 930-942, 2017
82017
Portfolio valuation under liquidity constraints with permanent price impact
P Csóka, J Hevér
Finance Research Letters 26, 235-241, 2018
72018
Spectral risk measure of holding stocks in the long run
Z Bihary, P Csóka, DZ Szabó
Annals of Operations Research 295, 75-89, 2020
62020
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