Péter Csóka : Citation Profile

Are you Péter Csóka?

Budapesti Corvinus Egyetem (67% share)
Magyar Tudományos Akadémia (33% share)

5

H index

2

i10 index

68

Citations

RESEARCH PRODUCTION:

21

Articles

31

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 4
   Journals where Péter Csóka has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 27 (28.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcs9
   Updated: 2019-10-06    RAS profile: 2019-08-05    
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Relations with other researchers

Works with:

Herings, P. Jean-Jacques (12)

Havran, Dániel (6)

Váradi, Kata (4)

Bátyi, Tamás (3)

Balog, Dóra (3)

Can, Burak (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 (7)

Berlinger, Edina (7)

Kóczy, László (6)

Herings, P. Jean-Jacques (6)

Hougaard, Jens (5)

Balog, Dóra (4)

Váradi, Kata (4)

Sudhölter, Peter (3)

Anita, Lovas (3)

Juhasz, Peter (3)

Allouch, Nizar (2)

Cites to:

Herings, P. Jean-Jacques (31)

Kóczy, László (20)

Acerbi, Carlo (20)

Thomson, William (11)

Tasche, Dirk (8)

Borm, Peter (7)

Scandolo, Giacomo (7)

Sziklai, Balázs (6)

Shin, Hyun Song (6)

Reijnierse, Hans (5)

Artzner, Philippe (5)

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 Research2
Finance Research Letters2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
IEHAS Discussion Papers / Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences13
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)6
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)4
Working Paper Series / buda University, Keleti Faculty of Business and Management3

Recent works citing Péter Csóka (2019 and 2018)

YearTitle of citing document
2017The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk. (2017). Ormos, Mihály ; Dusan, Timotity . In: The B.E. Journal of Theoretical Economics. RePEc:bpj:bejtec:v:17:y:2017:i:2:p:14:n:8.

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2017RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES. (2017). Boonen, Tim J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:01:p:303-329_00.

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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678.

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2019Consistency between principal and agent with differing time horizons: Computing incentives under risk. (2019). Schosser, Josef. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:1113-1123.

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2017Capital allocation for portfolios with non-linear risk aggregation. (2017). Tsanakas, Andreas ; Boonen, Tim J ; Wuthrich, Mario V. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:95-106.

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2017US vs. European Apportionment Practices: The Conflict between Monotonicity and Proportionality. (2017). Sziklai, Balázs ; Kóczy, László ; Biro, Peter ; Koczy, Laszlo A. In: IEHAS Discussion Papers. RePEc:has:discpr:1716.

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2019The risk-based core for cooperative games with uncertainty. (2019). Kóczy, László. In: IEHAS Discussion Papers. RePEc:has:discpr:1906.

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2017Efficiency and Stability in Electrical Power Transmission Networks: a Partition Function Form Approach. (2017). Kóczy, László ; Csercsik, David ; Koczy, Laszlo A. In: Networks and Spatial Economics. RePEc:kap:netspa:v:17:y:2017:i:4:d:10.1007_s11067-017-9363-0.

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2017A likviditás és a permanens árhatás szerepe a portfólióértékelésben. (2017). Hever, Judit. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1702.

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2017Capital Allocation in the Insurance Sector. (2017). Balog, Dóra. In: Financial and Economic Review. RePEc:mnb:finrev:v:16:y:2017:i:3:p:74-97.

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2018Strategic Default in Financial Networks. (2018). Allouch, Nizar ; Jalloul, Maya. In: Working Papers. RePEc:qmw:qmwecw:852.

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2017State subsidy and moral hazard in corporate financing. (2017). Juhasz, Peter ; Berlinger, Edina ; Anita, Lovas ; Lovas, Anita . In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:25:y:2017:i:4:d:10.1007_s10100-016-0461-8.

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2018On solving mutual liability problems. (2018). Schaarsberg, Mirjam Groote ; Borm, Peter ; Reijnierse, Hans. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:3:d:10.1007_s00186-017-0621-1.

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2018Partition Function Form Games. (2018). Koczy, Laszloa . In: Theory and Decision Library C. RePEc:spr:thdlic:978-3-319-69841-0.

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2018Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun . In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

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2018The Market Cycles of ICOs, Bitcoin, and Ether. (2018). Neuenkirch, Matthias ; Pielen, Katja N ; Masiak, Tobias ; Block, Joern H. In: Research Papers in Economics. RePEc:trr:wpaper:201804.

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2017Strategic Default in Financial Networks. (2017). Allouch, Nizar ; Jalloul, Maya. In: Studies in Economics. RePEc:ukc:ukcedp:1721.

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2018Blockchain, fractional ownership, and the future of creative work. (2018). Kräussl, Roman ; Kraussl, Roman ; Whitaker, Amy. In: CFS Working Paper Series. RePEc:zbw:cfswop:594.

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Works by Péter Csóka:

YearTitleTypeCited
2016On the Impossibility of Fair Risk Allocation In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article2
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: 2		paper
2011On the Impossibility of Fair Risk Allocation.(2011) In: IEHAS Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2010On the impossibility of fair risk allocation.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 2		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: IEHAS Discussion 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).
[Full Text][Citation analysis]		paper8
2016Decentralized Clearing in Financial Networks.(2016) In: IEHAS Discussion Papers.
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This paper has another version. Agregated cites: 8		paper
2016Decentralized clearing in financial networks.(2016) In: Research Memorandum.
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This paper has another version. Agregated cites: 8		paper
2011Convex and exact games with non-transferable utility In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2009Convex and Exact Games with Non-transferable Utility.(2009) In: Working Paper Series.
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This paper has another version. Agregated cites: 9		paper
2009Convex and Exact Games with Non-transferable Utility.(2009) In: Research Memorandum.
[Citation analysis]
This paper has another version. Agregated cites: 9		paper
2017Properties and comparison of risk capital allocation methods In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2017Fair risk allocation in illiquid markets In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2015Fair risk allocation in illiquid markets.(2015) In: IEHAS Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
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: IEHAS Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
2009Stable allocations of risk In: Games and Economic Behavior.
[Full Text][Citation analysis]		article15
2007Stable Allocations of Risk.(2007) In: IEHAS Discussion Papers.
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This paper has another version. Agregated cites: 15		paper
2008Stable Allocations of Risk.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2007Coherent measures of risk from a general equilibrium perspective In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2006Coherent Measures of Risk from a General Equilibrium Perspective.(2006) In: IEHAS Discussion Papers.
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This paper has another version. Agregated cites: 10		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: 10		paper
2014Risk allocation under liquidity constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2014Risk Allocation under Liquidity Constraints.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2013Risk Allocation under Liquidity Constraints.(2013) In: IEHAS Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2013Risk allocation under liquidity constraints.(2013) In: Research Memorandum.
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This paper has another version. Agregated cites: 2		paper
2013Corporate financing under moral hazard and the default risk of buyers In: IEHAS Discussion Papers.
[Full Text][Citation analysis]		paper4
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: 4		article
2017An Axiomatization of the Proportional Rule in Financial Networks In: IEHAS Discussion Papers.
[Full Text][Citation analysis]		paper1
2017An Axiomatization of the Proportional Rule in Financial Networks.(2017) In: Research Memorandum.
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This paper has another version. Agregated cites: 1		paper
2017How to choose a non-manipulable delegation? In: IEHAS Discussion Papers.
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2017Liability Games In: IEHAS Discussion Papers.
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2017Liability Games.(2017) In: Research Memorandum.
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This paper has another version. Agregated cites: 0		paper
2018Spectral risk measure of holding stocks in the long run In: IEHAS Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Információs paradoxon a vállalkozások hitelezésében nem fizető vevő esetén In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]		article1
2011Tőkeallokációs 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-N 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 K 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).
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2017Az arányos csődszabály 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).
[Full Text][Citation analysis]		article0
2003Koherens kockázatmérés és tőkeallokáció 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]		paper7
2011Balancedness conditions for exact games.(2011) In: Mathematical Methods of Operations Research.
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This paper has another version. Agregated cites: 7		article
2007Balancedness Conditions for Exact Games.(2007) In: Research Memorandum.
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This paper has another version. Agregated cites: 7		paper
2007Balancedness conditions for exact games.(2007) In: Research Memorandum.
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This paper has another version. Agregated cites: 7		paper
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

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