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    
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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
Kzgazdasgi 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 / buda 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.

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

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

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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2022.

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2021.

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2021.

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

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

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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Works by Péter Csóka:


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