Citation profile for Péter Csóka

Péter Csóka : Citation Profile

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

H index

i10 index

195

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 11
   Journals where Péter Csóka has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 40 (17.02 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcs9
   Updated: 2024-11-04    RAS profile: 2024-10-14
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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 (28)

Herings, P. Jean-Jacques (22)

Sudhölter, Peter (8)

Berlinger, Edina (6)

Quant, Marieke (6)

Hougaard, Jens (6)

Smilgins, Aleksandrs (5)

Kóczy, László (5)

Grabisch, Michel (5)

Allouch, Nizar (5)

Biró, Péter (4)

Cites to:

Herings, P. Jean-Jacques (42)

Acerbi, Carlo (24)

Kóczy, László (22)

Borm, Peter (14)

Thomson, William (13)

Demange, Gabrielle (9)

Tasche, Dirk (8)

Scandolo, Giacomo (8)

Moulin, Herve (8)

Shin, Hyun Song (7)

Artzner, Philippe (6)

Main data

Where Péter Csóka has published?

Journals with more than one article published	# docs
K�zgazdas�gi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences)	5
European Journal of Operational Research	3
Finance Research Letters	2
Journal of Banking & Finance	2
Games and Economic Behavior	2

Working Papers Series with more than one paper published	# docs
CERS-IE WORKING PAPERS / Institute of Economics, Centre for Economic and Regional Studies	19
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 Management	3

Recent works citing Péter Csóka (2024 and 2023)

Year	Title of citing document
2023	Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861. Full description at Econpapers \|\| Download paper
2024	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
2023	Revenue sharing at music streaming platforms. (2023). Moreno-Ternero, Juan ; Bergantinos, Gustavo. In: Papers. RePEc:arx:papers:2310.11861. Full description at Econpapers \|\| Download paper
2024	Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Fracastoro, Giulia ; Calafiore, Giuseppe. In: Papers. RePEc:arx:papers:2403.10631. Full description at Econpapers \|\| Download paper
2023	Extended 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. Full description at Econpapers \|\| Download paper
2023	Decentralized 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. Full description at Econpapers \|\| Download paper
2023	A 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. Full description at Econpapers \|\| Download paper
2024	Schedule situations and their cooperative game theoretic representations. (2024). Munich, Lea. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:767-778. Full description at Econpapers \|\| Download paper
2024	Game of banks - biform game theoretical framework for ATM network cost sharing. (2024). Nguyen, Tri-Dung. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:3:p:1158-1178. Full description at Econpapers \|\| Download paper
2023	Interpersonal 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. Full description at Econpapers \|\| Download paper
2023	Strategic default in financial networks. (2023). Duncan, Alfred ; Jalloul, Maya ; Allouch, Nizar. In: Games and Economic Behavior. RePEc:eee:gamebe:v:142:y:2023:i:c:p:941-954. Full description at Econpapers \|\| Download paper
2024	Proportional clearing mechanisms in financial systems: An axiomatic approach. (2024). Llerena, Francesc ; Calleja, Pedro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s030440682400017x. Full description at Econpapers \|\| Download paper
2023	Proportional clearing mechanisms in financial systems: an axiomatic approach. (2023). Llerena, Francesc ; Calleja, Pedro. In: UB Economics Working Papers. RePEc:ewp:wpaper:442web. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	The 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. Full description at Econpapers \|\| Download paper
2024	On the Compatibility of Composition Axioms in Financial Networks. (2024). Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:041e8388-cc78-4d6b-b6ba-5c043157537b. Full description at Econpapers \|\| Download paper
2023	Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:26750293-9599-4e05-9ae1-85cb55a89166. Full description at Econpapers \|\| Download paper
2024	The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn ; Herings, P. J. J., . In: Discussion Paper. RePEc:tiu:tiucen:e1e1e64f-022b-4206-b7b3-b4586bebb179. Full description at Econpapers \|\| Download paper
2024	On the Compatibility of Composition Axioms in Financial Networks. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:041e8388-cc78-4d6b-b6ba-5c043157537b. Full description at Econpapers \|\| Download paper
2023	Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:26750293-9599-4e05-9ae1-85cb55a89166. Full description at Econpapers \|\| Download paper
2024	The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Herings, P. J. J., ; Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:e1e1e64f-022b-4206-b7b3-b4586bebb179. Full description at Econpapers \|\| Download paper

Works by Péter Csóka:

Year	Title	Type	Cited
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 nother 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 nother version. Agregated cites: 4	paper
2010	On the impossibility of fair risk allocation.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother 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 nother version. Agregated cites: 0	paper
2016	Decentralized Clearing in Financial Networks In: Corvinus Economics Working Papers (CEWP). [Full Text][Citation analysis]	paper	48
2016	Decentralized Clearing in Financial Networks.(2016) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48	paper
2018	Decentralized Clearing in Financial Networks.(2018) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48	article
2016	Decentralized clearing in financial networks.(2016) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48	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 nother 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 nother 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	15
2022	On the Shapley value of liability games In: European Journal of Operational Research. [Full Text][Citation analysis]	article	4
2020	On the Shapley value of liability games.(2020) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	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 nother 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 nother 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 nother version. Agregated cites: 1	paper
2017	Liability Games.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2009	Stable allocations of risk In: Games and Economic Behavior. [Full Text][Citation analysis]	article	28
2007	Stable Allocations of Risk.(2007) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28	paper
2008	Stable Allocations of Risk.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28	paper
2007	Stable allocations of risk.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28	paper
2007	Coherent measures of risk from a general equilibrium perspective In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	12
2006	Coherent Measures of Risk from a General Equilibrium Perspective.(2006) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12	paper
2006	Coherent measures of risk from a general equilibrium perspective.(2006) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12	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 nother version. Agregated cites: 4	paper
2013	Risk Allocation under Liquidity Constraints.(2013) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2013	Risk allocation under liquidity constraints.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother 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 nother 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	17
2021	An Axiomatization of the Proportional Rule in Financial Networks.(2021) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17	article
2017	An Axiomatization of the Proportional Rule in Financial Networks.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17	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	2
2020	Spectral risk measure of holding stocks in the long run.(2020) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	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 nother 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	5
2022	Centralized Clearing Mechanisms in Financial Networks : A Programming Approach.(2022) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2022	Centralized Clearing Mechanisms in Financial Networks : A Programming Approach.(2022) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2023	An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis]	paper	6
2023	An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks.(2023) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2023	An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks.(2023) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2023	The effect of funding liquidity regulation and ESG promotion on market liquidity In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis]	paper	0
2022	Centralized clearing mechanisms: A programming approach In: The Journal of Mechanism and Institution Design. [Full Text][Citation analysis]	article	7
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
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
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 kooperatív 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
2023	The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity In: MNB Working Papers. [Full Text][Citation analysis]	paper	0
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 nother version. Agregated cites: 13	article
2007	Balancedness conditions for exact games.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother 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	3
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