7
H index
7
i10 index
211
Citations
Budapesti Corvinus Egyetem (67% share) | 7 H index 7 i10 index 211 Citations RESEARCH PRODUCTION: 31 Articles 44 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 |
|---|---|
| Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences) | 11 |
| European Journal of Operational Research | 4 |
| Journal of Banking & Finance | 2 |
| Finance Research Letters | 2 |
| Games and Economic Behavior | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Optimal Clearing Payments in a Financial Contagion Model. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2103.10872. Full description at Econpapers || Download paper |
| 2025 | Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2403.10631. Full description at Econpapers || Download paper |
| 2024 | The Shapley index for music streaming platforms. (2024). Moreno-Ternero, Juan ; Bergantinos, Gustavo. In: Papers. RePEc:arx:papers:2411.07166. 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 |
| 2024 | The many Shapley values for explainable artificial intelligence: A sensitivity analysis perspective. (2024). Rabitti, Giovanni ; Borgonovo, Emanuele ; Plischke, Elmar. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:911-926. Full description at Econpapers || Download paper |
| 2025 | Stabilizing financial networks via mergers and acquisitions. (2025). Kallio, Markku ; Khabazian, Aein. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:314-329. Full description at Econpapers || Download paper |
| 2024 | Dynamic margin optimization. (2024). Dömötör, Barbara ; Berlinger, Edina ; Dmtr, Barbara ; Bihary, Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010298. Full description at Econpapers || Download paper |
| 2025 | Comparative statics of minimum-cost-spanning-tree games. (2025). Tan, Zhibin ; Zhigang, Cao ; Zou, Zhengxing. In: Games and Economic Behavior. RePEc:eee:gamebe:v:151:y:2025:i:c:p:162-182. Full description at Econpapers || Download paper |
| 2024 | Proportional clearing mechanisms in financial systems: An axiomatic approach. (2024). Calleja, Pedro ; Llerena, Francesc. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s030440682400017x. Full description at Econpapers || Download paper |
| 2025 | How Climate Risk Affects Enterprise Liquidity: Configuration Effects Based on NCA and fsQCA. (2025). Liu, Junjie ; Shi, Yong. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1199-:d:1582214. Full description at Econpapers || Download paper |
| 2025 | Early contributors and fair rewards in crowdfunding. (2025). Deschamps, Marc ; Béal, Sylvain ; Refait-Alexandre, Catherine ; Bal, Sylvain ; Sekli, Guillaume. In: Theory and Decision. RePEc:kap:theord:v:98:y:2025:i:1:d:10.1007_s11238-024-09996-6. Full description at Econpapers || Download paper |
| 2025 | Social Enterprise Under Moral Hazard: Who Gets State Subsidies and Active Financing?. (2025). Lovas, Anita ; Berlinger, Edina ; Tth, Fanni. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:37:y:2025:i:1:d:10.1057_s41287-024-00656-7. Full description at Econpapers || Download paper |
| 2024 | Optimization methods and algorithms. (2024). Biró, Péter ; Kristly, Alexandru ; Kirly, Tams ; Bozki, Sndor. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:32:y:2024:i:1:d:10.1007_s10100-023-00898-6. Full description at Econpapers || Download paper |
| 2024 | Shapley-based risk rankings: some theoretical considerations. (2024). Hiller, Tobias. In: International Review of Economics. RePEc:spr:inrvec:v:71:y:2024:i:1:d:10.1007_s12232-023-00434-7. Full description at Econpapers || Download paper |
| 2024 | On the unification of centralized and decentralized clearing mechanisms in financial networks. (2024). Borm, Peter ; Ketelaars, Martijn W. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:99:y:2024:i:3:d:10.1007_s00186-024-00860-5. 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 |
| 2024 | Equity Consistency in Financial Networks. (2024). Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:6821532b-151b-4ae3-9543-5aa4f31ce1d4. 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 |
| 2024 | Equity Consistency in Financial Networks. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:6821532b-151b-4ae3-9543-5aa4f31ce1d4. Full description at Econpapers || Download paper |
| 2024 | Clearing in financial networks and dynamic investment under uncertainty. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:94768fb9-fd72-405d-a330-6b704cd05b41. 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: Other publications TiSEM. RePEc:tiu:tiutis:e1e1e64f-022b-4206-b7b3-b4586bebb179. Full description at Econpapers || Download paper |
| 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 | 50 |
| 2016 | Decentralized Clearing in Financial Networks.(2016) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2018 | Decentralized Clearing in Financial Networks.(2018) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
| 2016 | Decentralized clearing in financial networks.(2016) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | 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 | 19 |
| 2022 | On the Shapley value of liability games In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | paper | |
| 2025 | Two axiomatizations of the pairwise netting proportional rule in financial networks In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 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 | 5 |
| 2014 | Risk Allocation under Liquidity Constraints.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Risk Allocation under Liquidity Constraints.(2013) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Risk allocation under liquidity constraints.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2025 | The effect of regulatory requirements on market liquidity: ESG promotion as a special case In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2025 | The optimal timing of clean technology adoption: A stochastic cost–benefit analysis In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 0 |
| 2013 | Corporate financing under moral hazard and the default risk of buyers In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | article | |
| 2017 | An Axiomatization of the Proportional Rule in Financial Networks In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] | paper | 18 |
| 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: 18 | 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: 18 | 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 |
| 2010 | Információs paradoxon a vállalkozások hitelezésében nem fizető vevő esetén In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 1 |
| 2011 | Tőkeallokációs 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 Bankárképző Központ Zrt., Budapest, 2012. november 14-15. 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, Budapest, 2014. november 20-21. 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 csődszabály 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 tőkeallokáció In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). [Full Text][Citation analysis] | article | 2 |
| 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 | 14 |
| 2011 | Balancedness conditions for exact games.(2011) In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2007 | Balancedness conditions for exact games.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | 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 |
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