7
H index
6
i10 index
145
Citations
Budapesti Corvinus Egyetem (67% share) | 7 H index 6 i10 index 145 Citations RESEARCH PRODUCTION: 26 Articles 39 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Péter Csóka. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences) | 11 |
European Journal of Operational Research | 3 |
Journal of Banking & Finance | 2 |
Finance Research Letters | 2 |
Games and Economic Behavior | 2 |
Year | Title of citing document |
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2022 | Optimal 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 |
2022 | Risk contributions of lambda quantiles. (2021). Pesenti, Silvana ; Peri, Ilaria ; Ince, Akif. In: Papers. RePEc:arx:papers:2106.14824. Full description at Econpapers || Download paper |
2021 | Financial Network Games. (2021). Zhou, Hao ; Kyropoulou, Maria ; Kanellopoulos, Panagiotis . In: Papers. RePEc:arx:papers:2107.06623. Full description at Econpapers || Download paper |
2022 | Clearing 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 |
2021 | Serial 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 |
2021 | Sharing 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 |
2021 | A 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 |
2022 | Multi-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 |
2022 | Regulatory 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 |
2022 | Benefit 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 |
2022 | Strategic 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 |
2021 | On the resolution of cross-liabilities. (2021). Demange, Gabrielle. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03151128. Full description at Econpapers || Download paper |
2021 | On the resolution of cross-liabilities. (2021). Demange, Gabrielle. In: Working Papers. RePEc:hal:wpaper:halshs-03151128. Full description at Econpapers || Download paper |
2021 | On 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 |
2021 | The 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 |
2022 | Facets 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 |
2021 | A 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 |
2021 | On 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 |
2021 | On 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 |
2021 | The 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 |
2021 | Cost 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 |
Year | Title | Type | Cited |
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2016 | On the Impossibility of Fair Risk Allocation In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 4 |
2014 | On 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 | |
2011 | On 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 | |
2010 | On the impossibility of fair risk allocation.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2014 | Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity In: Corvinus Economics Working Papers (CEWP). [Full Text][Citation analysis] | paper | 0 |
2014 | Properties 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 | |
2016 | Decentralized Clearing in Financial Networks In: Corvinus Economics Working Papers (CEWP). [Full Text][Citation analysis] | paper | 30 |
2016 | Decentralized Clearing in Financial Networks.(2016) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2018 | Decentralized Clearing in Financial Networks.(2018) In: Management Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2016 | Decentralized clearing in financial networks.(2016) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2011 | Convex and exact games with non-transferable utility In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 15 |
2009 | Convex 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 | |
2009 | Convex and Exact Games with Non-transferable Utility.(2009) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2017 | Properties and comparison of risk capital allocation methods In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 11 |
2022 | On the Shapley value of liability games In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
2020 | On 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 | |
2017 | Fair risk allocation in illiquid markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2015 | Fair risk allocation in illiquid markets.(2015) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Portfolio valuation under liquidity constraints with permanent price impact In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Portfolio 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 | |
2019 | Liability games In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 1 |
2017 | Liability Games.(2017) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Liability Games.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2009 | Stable allocations of risk In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 29 |
2007 | Stable Allocations of Risk.(2007) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2008 | Stable Allocations of Risk.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2007 | Stable allocations of risk.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2007 | Coherent measures of risk from a general equilibrium perspective In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2006 | Coherent 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 | |
2006 | Coherent 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 | |
2014 | Risk allocation under liquidity constraints In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2014 | Risk Allocation under Liquidity Constraints.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | Risk Allocation under Liquidity Constraints.(2013) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | Risk allocation under liquidity constraints.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | Corporate financing under moral hazard and the default risk of buyers In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] | paper | 5 |
2015 | Corporate 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 | |
2017 | An Axiomatization of the Proportional Rule in Financial Networks In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] | paper | 8 |
2017 | An 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 | |
2017 | How to choose a non-manipulable delegation? In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] | paper | 0 |
2018 | Spectral risk measure of holding stocks in the long run In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] | paper | 0 |
2020 | Spectral 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 | |
2021 | Self-respecting worker in the gig economy: A dynamic principal-agent model In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] | paper | 0 |
2021 | Uniqueness of Clearing Payment Matrices in Financial Networks In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] | paper | 0 |
2021 | Uniqueness of Clearing Payment Matrices in Financial Networks.(2021) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Centralized Clearing Mechanisms in Financial Networks: A Programming Approach In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] | paper | 0 |
2022 | Centralized 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 | |
2022 | Centralized 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 | |
2010 | Információs paradoxon a vállalkozások hitelezésében nem fizet? vev? esetén In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 1 |
2011 | T?keallokációs módszerek és tulajdonságaik a gyakorlatban In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 1 |
2013 | Konferencia 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] | article | 0 |
2014 | Konferencia 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] | article | 0 |
2015 | Konferencia 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] | article | 0 |
2016 | Konferencia 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] | article | 0 |
2017 | Az arányos cs?dszabály karakterizációja körbetartozások esetén In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 0 |
2018 | A részvénytartás spektrális kockázata hosszú távon In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 0 |
2018 | Az adósságelengedés modellezése kooperatÃv játékelmélettel In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 0 |
2019 | Delegációk igazságos kiválasztása társadalmi választások elméletével In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 0 |
2003 | Koherens kockázatmérés és t?keallokáció In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 2 |
2008 | Balancedness Conditions for Exact Games In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2011 | Balancedness conditions for exact games.(2011) In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2007 | Balancedness conditions for exact games.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2021 | How to choose a fair delegation? In: Economic Theory. [Full Text][Citation analysis] | article | 0 |
2016 | Decentralized Clearing in Financial Networks (RM/16/005-revised-) In: Research Memorandum. [Full Text][Citation analysis] | paper | 2 |
2017 | How to choose a delegation for a peace conference? In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
2007 | A note on Dasgupta, Hammond, and Maskins (1979) domain richness condition In: Research Memorandum. [Full Text][Citation analysis] | paper | 4 |
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