Péter Csóka : Citation Profile


Are you Péter Csóka?

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

7

H index

7

i10 index

166

Citations

RESEARCH PRODUCTION:

22

Articles

43

Papers

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 9
   Journals where Péter Csóka has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 39 (19.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcs9
   Updated: 2024-04-18    RAS profile: 2023-08-06    
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Relations with other researchers


Works with:

Herings, P. Jean-Jacques (11)

Solymosi, Tamás (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 (23)

Herings, P. Jean-Jacques (12)

Sudhölter, Peter (8)

Quant, Marieke (6)

Hougaard, Jens (6)

Berlinger, Edina (6)

Kóczy, László (5)

Smilgins, Aleksandrs (5)

Grabisch, Michel (5)

Estévez Fernández, Arantza (3)

Váradi, Kata (3)

Cites to:

Herings, P. Jean-Jacques (39)

Kóczy, László (22)

Acerbi, Carlo (21)

Borm, Peter (14)

Thomson, William (13)

Demange, Gabrielle (9)

Tasche, Dirk (8)

Moulin, Herve (8)

Scandolo, Giacomo (7)

Shin, Hyun Song (7)

Artzner, Philippe (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)5
European Journal of Operational Research3
Games and Economic Behavior2
Journal of Banking & Finance2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
CERS-IE WORKING PAPERS / Institute of Economics, Centre for Economic and Regional Studies19
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 (2024 and 2023)


YearTitle of citing document
2023Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861.

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2024Optimal 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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2023Revenue sharing at music streaming platforms. (2023). Moreno-Ternero, Juan ; Bergantinos, Gustavo. In: Papers. RePEc:arx:papers:2310.11861.

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2023Extended gradient of convex function and capital allocation. (2023). Grechuk, Bogdan. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:429-437.

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2023Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420.

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2023A defined benefit pension plan game with Brownian and Poisson jumps uncertainty. (2023). Lopez-Casado, Paula ; Josa-Fombellida, Ricardo. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:3:p:1294-1311.

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2023Interpersonal versus interbank lending networks: The role of intermediation in risk-sharing. (2023). Pollak, Zoltan ; Havran, Daniel ; Gosztonyi, Marton ; Berlinger, Edina. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001066.

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2023Proportional clearing mechanisms in financial systems: an axiomatic approach. (2023). Llerena, Francesc ; Calleja, Pedro. In: UB Economics Working Papers. RePEc:ewp:wpaper:442web.

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2023.

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2023The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity. (2023). Hever, Judit ; Csoka, Peter. In: MNB Working Papers. RePEc:mnb:wpaper:2023/1.

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2023The riskiness of stock versus money market investment with stochastic rates. (2023). Bihary, Zsolt ; Szabo, David Zoltan. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:2:d:10.1007_s10100-022-00814-4.

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2023Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:26750293-9599-4e05-9ae1-85cb55a89166.

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2023Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:26750293-9599-4e05-9ae1-85cb55a89166.

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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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article4
2014On the impossibility of fair risk allocation.(2014) In: Corvinus Economics Working Papers (CEWP).
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This paper has nother 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 nother version. Agregated cites: 4
paper
2010On the impossibility of fair risk allocation.(2010) In: MPRA Paper.
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This paper has nother 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 nother version. Agregated cites: 0
paper
2016Decentralized Clearing in Financial Networks In: Corvinus Economics Working Papers (CEWP).
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paper42
2016Decentralized Clearing in Financial Networks.(2016) In: CERS-IE WORKING PAPERS.
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This paper has nother version. Agregated cites: 42
paper
2018Decentralized Clearing in Financial Networks.(2018) In: Management Science.
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This paper has nother version. Agregated cites: 42
article
2016Decentralized clearing in financial networks.(2016) In: Research Memorandum.
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This paper has nother version. Agregated cites: 42
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 nother version. Agregated cites: 15
paper
2009Convex and Exact Games with Non-transferable Utility.(2009) In: Research Memorandum.
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This paper has nother version. Agregated cites: 15
paper
2017Properties and comparison of risk capital allocation methods In: European Journal of Operational Research.
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article15
2022On the Shapley value of liability games In: European Journal of Operational Research.
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article2
2020On the Shapley value of liability games.(2020) In: CERS-IE WORKING PAPERS.
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This paper has nother version. Agregated cites: 2
paper
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 nother version. Agregated cites: 2
paper
2018Portfolio valuation under liquidity constraints with permanent price impact In: Finance Research Letters.
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article0
2017Portfolio valuation under liquidity constraints with permanent price impact.(2017) In: CERS-IE WORKING PAPERS.
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This paper has nother 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 nother version. Agregated cites: 1
paper
2017Liability Games.(2017) In: Research Memorandum.
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This paper has nother version. Agregated cites: 1
paper
2009Stable allocations of risk In: Games and Economic Behavior.
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article28
2007Stable Allocations of Risk.(2007) In: CERS-IE WORKING PAPERS.
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This paper has nother version. Agregated cites: 28
paper
2008Stable Allocations of Risk.(2008) In: Working Paper Series.
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This paper has nother version. Agregated cites: 28
paper
2007Stable allocations of risk.(2007) In: Research Memorandum.
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This paper has nother version. Agregated cites: 28
paper
2007Coherent measures of risk from a general equilibrium perspective In: Journal of Banking & Finance.
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article12
2006Coherent Measures of Risk from a General Equilibrium Perspective.(2006) In: CERS-IE WORKING PAPERS.
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This paper has nother version. Agregated cites: 12
paper
2006Coherent measures of risk from a general equilibrium perspective.(2006) In: Research Memorandum.
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This paper has nother version. Agregated cites: 12
paper
2014Risk allocation under liquidity constraints In: Journal of Banking & Finance.
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article5
2014Risk Allocation under Liquidity Constraints.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2013Risk Allocation under Liquidity Constraints.(2013) In: CERS-IE WORKING PAPERS.
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This paper has nother version. Agregated cites: 5
paper
2013Risk allocation under liquidity constraints.(2013) In: Research Memorandum.
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This paper has nother version. Agregated cites: 5
paper
2013Corporate financing under moral hazard and the default risk of buyers In: CERS-IE WORKING PAPERS.
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paper5
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 nother version. Agregated cites: 5
article
2017An Axiomatization of the Proportional Rule in Financial Networks In: CERS-IE WORKING PAPERS.
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paper10
2021An Axiomatization of the Proportional Rule in Financial Networks.(2021) In: Management Science.
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This paper has nother version. Agregated cites: 10
article
2017An Axiomatization of the Proportional Rule in Financial Networks.(2017) In: Research Memorandum.
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This paper has nother version. Agregated cites: 10
paper
2017How to choose a non-manipulable delegation? In: CERS-IE WORKING PAPERS.
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paper0
2018Spectral risk measure of holding stocks in the long run In: CERS-IE WORKING PAPERS.
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paper2
2020Spectral risk measure of holding stocks in the long run.(2020) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 2
article
2021Self-respecting worker in the gig economy: A dynamic principal-agent model In: CERS-IE WORKING PAPERS.
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paper0
2021Uniqueness of Clearing Payment Matrices in Financial Networks In: CERS-IE WORKING PAPERS.
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paper0
2021Uniqueness of Clearing Payment Matrices in Financial Networks.(2021) In: Research Memorandum.
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This paper has nother version. Agregated cites: 0
paper
2022Centralized Clearing Mechanisms in Financial Networks: A Programming Approach In: CERS-IE WORKING PAPERS.
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paper1
2022Centralized Clearing Mechanisms in Financial Networks : A Programming Approach.(2022) In: Discussion Paper.
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This paper has nother version. Agregated cites: 1
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2022Centralized Clearing Mechanisms in Financial Networks : A Programming Approach.(2022) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 1
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2023An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks In: CERS-IE WORKING PAPERS.
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paper0
2023An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks.(2023) In: Discussion Paper.
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This paper has nother version. Agregated cites: 0
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2023An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks.(2023) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 0
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2023The effect of funding liquidity regulation and ESG promotion on market liquidity In: CERS-IE WORKING PAPERS.
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paper0
2022Centralized clearing mechanisms: A programming approach In: The Journal of Mechanism and Institution Design.
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article3
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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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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article0
2018A részvénytartás spektrális kockázata hosszú távon In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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article0
2018Az adósságelengedés modellezése kooperatív játékelmélettel In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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article0
2019Delegációk igazságos kiválasztása társadalmi választások elméletével 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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paper13
2011Balancedness conditions for exact games.(2011) In: Mathematical Methods of Operations Research.
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This paper has nother version. Agregated cites: 13
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2007Balancedness conditions for exact games.(2007) In: Research Memorandum.
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This paper has nother 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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paper2
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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