Péter Csóka : Citation Profile

Are you Péter Csóka?

Budapesti Corvinus Egyetem (67% share)
Közgazdaság- és Regionális Tudományi Kutatóközpont (33% share)

7

H index

6

i10 index

145

Citations

RESEARCH PRODUCTION:

26

Articles

39

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 7
   Journals where Péter Csóka has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 37 (20.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcs9
   Updated: 2022-08-13    RAS profile: 2022-05-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Herings, P. Jean-Jacques (11)

Can, Burak (3)

Solymosi, Tamás (2)

Szabó, Dávid (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Péter Csóka.

Is cited by:

Borm, Peter (21)

Herings, P. Jean-Jacques (10)

Sudhölter, Peter (7)

Berlinger, Edina (7)

Hougaard, Jens (6)

Quant, Marieke (6)

Kóczy, László (6)

Smilgins, Aleksandrs (5)

Grabisch, Michel (5)

Váradi, Kata (4)

Balog, Dóra (4)

Cites to:

Herings, P. Jean-Jacques (42)

Kóczy, László (24)

Acerbi, Carlo (22)

Thomson, William (17)

Borm, Peter (16)

Shin, Hyun Song (9)

Tasche, Dirk (9)

Scandolo, Giacomo (8)

Moulin, Herve (7)

Demange, Gabrielle (6)

Reijnierse, Hans (6)

Main data

Where Péter Csóka has published?

Journals with more than one article published# docs
Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences)11
European Journal of Operational Research3
Journal of Banking & Finance2
Finance Research Letters2
Games and Economic Behavior2

Working Papers Series with more than one paper published# docs
CERS-IE WORKING PAPERS / Institute of Economics, Centre for Economic and Regional Studies17
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)7
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)5
Working Paper Series / Óbuda University, Keleti Faculty of Business and Management3

Recent works citing Péter Csóka (2022 and 2021)

YearTitle of citing document
2022Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872.

Full description at Econpapers || Download paper

2022Risk contributions of lambda quantiles. (2021). Pesenti, Silvana ; Peri, Ilaria ; Ince, Akif. In: Papers. RePEc:arx:papers:2106.14824.

Full description at Econpapers || Download paper

2021Financial Network Games. (2021). Zhou, Hao ; Kyropoulou, Maria ; Kanellopoulos, Panagiotis . In: Papers. RePEc:arx:papers:2107.06623.

Full description at Econpapers || Download paper

2022Clearing Payments in Dynamic Financial Networks. (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe C. In: Papers. RePEc:arx:papers:2201.12898.

Full description at Econpapers || Download paper

2021Serial Rules in a Multi-Unit Shapley-Scarf Market. (2021). Pápai, Szilvia ; Klijn, Flip ; Biro, Peter. In: Working Papers. RePEc:bge:wpaper:1255.

Full description at Econpapers || Download paper

2021Sharing the value?at?risk under distributional ambiguity. (2021). Xie, Weijun ; Chen, Zhi. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:531-559.

Full description at Econpapers || Download paper

2021A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48.

Full description at Econpapers || Download paper

2022Multi-player dynamic game model for Bitcoin transaction bidding prediction. (2022). Lu, Binwei ; Li, Shikui ; Wang, Shan ; Yan, Guanghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002230.

Full description at Econpapers || Download paper

2022Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions. (2022). Ergu, Daji ; Qian, Qian ; Li, Tie ; Chen, Jia ; Ran, Qin ; Chao, Xiangrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000035.

Full description at Econpapers || Download paper

2022Benefit attribution in financial systems with bilateral netting. (2022). Lim, Hanah. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002518.

Full description at Econpapers || Download paper

2022Strategic transfers between cooperative games. (2022). Vermeulen, Dries ; Peters, Hans ; Robles, Laura ; Berden, Caroline. In: Games and Economic Behavior. RePEc:eee:gamebe:v:133:y:2022:i:c:p:77-84.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021On the resolution of cross-liabilities. (2021). Demange, Gabrielle. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03151128.

Full description at Econpapers || Download paper

2021On the resolution of cross-liabilities. (2021). Demange, Gabrielle. In: Working Papers. RePEc:hal:wpaper:halshs-03151128.

Full description at Econpapers || Download paper

2021On manipulability in financial systems. (2021). Sudhölter, Peter ; Calleja, Pedro ; Sudholter, Peter ; Llerena, Francesc. In: Discussion Papers on Economics. RePEc:hhs:sdueko:2021_008.

Full description at Econpapers || Download paper

2021The equal-surplus Shapley value for chance-constrained games on finite sample spaces. (2021). Andjiga, Nicolas Gabriel ; Moyouwou, Issofa ; Njoya, Donald Nganmegni. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:93:y:2021:i:3:d:10.1007_s00186-021-00738-w.

Full description at Econpapers || Download paper

2022Facets of the cone of exact games. (2022). Kratochvil, Vaclav ; Studen, Milan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:95:y:2022:i:1:d:10.1007_s00186-022-00770-4.

Full description at Econpapers || Download paper

2021A note on weighted multi-glove games. (2021). Norde, Henk ; Moretti, Stefano. In: Social Choice and Welfare. RePEc:spr:sochwe:v:57:y:2021:i:4:d:10.1007_s00355-021-01337-8.

Full description at Econpapers || Download paper

2021On the Unification of Centralized and Decentralized Clearing Mechanisms in Financial Networks. (2021). Borm, Peter ; Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:12e804bf-7091-4cf7-afd6-ac82d5459ad3.

Full description at Econpapers || Download paper

2021On the Unification of Centralized and Decentralized Clearing Mechanisms in Financial Networks. (2021). Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:12e804bf-7091-4cf7-afd6-ac82d5459ad3.

Full description at Econpapers || Download paper

2021The Key Class in Networks. (2021). Allouch, Nizar ; Duncan, Alfred ; Jalloul, Maya. In: Studies in Economics. RePEc:ukc:ukcedp:2111.

Full description at Econpapers || Download paper

2021Cost gap, Shapley, or nucleolus allocation: Which is the best game?theoretic remedy for the low?risk anomaly?. (2021). Hiller, Tobias ; Auer, Benjamin R. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:4:p:876-884.

Full description at Econpapers || Download paper

Works by Péter Csóka:

YearTitleTypeCited
2016On the Impossibility of Fair Risk Allocation In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article4
2014On the impossibility of fair risk allocation.(2014) In: Corvinus Economics Working Papers (CEWP).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2011On the Impossibility of Fair Risk Allocation.(2011) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2010On the impossibility of fair risk allocation.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity In: Corvinus Economics Working Papers (CEWP).
[Full Text][Citation analysis]		paper0
2014Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity.(2014) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Decentralized Clearing in Financial Networks In: Corvinus Economics Working Papers (CEWP).
[Full Text][Citation analysis]		paper30
2016Decentralized Clearing in Financial Networks.(2016) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2018Decentralized Clearing in Financial Networks.(2018) In: Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
2016Decentralized clearing in financial networks.(2016) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2011Convex and exact games with non-transferable utility In: European Journal of Operational Research.
[Full Text][Citation analysis]		article15
2009Convex and Exact Games with Non-transferable Utility.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2009Convex and Exact Games with Non-transferable Utility.(2009) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2017Properties and comparison of risk capital allocation methods In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2022On the Shapley value of liability games In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
2020On the Shapley value of liability games.(2020) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Fair risk allocation in illiquid markets In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2015Fair risk allocation in illiquid markets.(2015) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2018Portfolio valuation under liquidity constraints with permanent price impact In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2017Portfolio valuation under liquidity constraints with permanent price impact.(2017) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Liability games In: Games and Economic Behavior.
[Full Text][Citation analysis]		article1
2017Liability Games.(2017) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Liability Games.(2017) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009Stable allocations of risk In: Games and Economic Behavior.
[Full Text][Citation analysis]		article29
2007Stable Allocations of Risk.(2007) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2008Stable Allocations of Risk.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2007Stable allocations of risk.(2007) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2007Coherent measures of risk from a general equilibrium perspective In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2006Coherent Measures of Risk from a General Equilibrium Perspective.(2006) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2006Coherent measures of risk from a general equilibrium perspective.(2006) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2014Risk allocation under liquidity constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2014Risk Allocation under Liquidity Constraints.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2013Risk Allocation under Liquidity Constraints.(2013) In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2013Risk allocation under liquidity constraints.(2013) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2013Corporate financing under moral hazard and the default risk of buyers In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]		paper5
2015Corporate financing under moral hazard and the default risk of buyers.(2015) In: Central European Journal of Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2017An Axiomatization of the Proportional Rule in Financial Networks In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]		paper8
2017An Axiomatization of the Proportional Rule in Financial Networks.(2017) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2017How to choose a non-manipulable delegation? In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]		paper0
2018Spectral risk measure of holding stocks in the long run In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]		paper0
2020Spectral risk measure of holding stocks in the long run.(2020) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2021Self-respecting worker in the gig economy: A dynamic principal-agent model In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]		paper0
2021Uniqueness of Clearing Payment Matrices in Financial Networks In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]		paper0
2021Uniqueness of Clearing Payment Matrices in Financial Networks.(2021) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Centralized Clearing Mechanisms in Financial Networks: A Programming Approach In: CERS-IE WORKING PAPERS.
[Full Text][Citation analysis]		paper0
2022Centralized Clearing Mechanisms in Financial Networks : A Programming Approach.(2022) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Centralized Clearing Mechanisms in Financial Networks : A Programming Approach.(2022) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010Információs paradoxon a vállalkozások hitelezésében nem fizet? vev? esetén In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article1
2011T?keallokációs módszerek és tulajdonságaik a gyakorlatban In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article1
2013Konferencia a pénzügyi piacok likviditásáról. Third Annual Financial Market Liquidity Conference BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK KTI Játékelméleti Kutatócsoport-Nemzetközi Banká In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article0
2014Konferencia a pénzügyi piacok likviditásáról. BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, Budapest, 2013. október 3-4. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article0
2015Konferencia a pénzügyi piacok likviditásáról. Fifth Annual Financial Market Liquidity Conference, 2014 (AFLM-2014). BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article0
2016Konferencia a pénzügyi piacok likviditásáról. Sixth Annual Financial Market Liquidity Conference, 2015 In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article0
2017Az arányos cs?dszabály karakterizációja körbetartozások esetén In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article0
2018A részvénytartás spektrális kockázata hosszú távon In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article0
2018Az adósságelengedés modellezése kooperatív játékelmélettel In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article0
2019Delegációk igazságos kiválasztása társadalmi választások elméletével In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article0
2003Koherens kockázatmérés és t?keallokáció In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article2
2008Balancedness Conditions for Exact Games In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2011Balancedness conditions for exact games.(2011) In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2007Balancedness conditions for exact games.(2007) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2021How to choose a fair delegation? In: Economic Theory.
[Full Text][Citation analysis]		article0
2016Decentralized Clearing in Financial Networks (RM/16/005-revised-) In: Research Memorandum.
[Full Text][Citation analysis]		paper2
2017How to choose a delegation for a peace conference? In: Research Memorandum.
[Full Text][Citation analysis]		paper0
2007A note on Dasgupta, Hammond, and Maskins (1979) domain richness condition In: Research Memorandum.
[Full Text][Citation analysis]		paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team