7
H index
7
i10 index
196
Citations
Budapesti Corvinus Egyetem (67% share) | 7 H index 7 i10 index 196 Citations RESEARCH PRODUCTION: 23 Articles 44 Papers RESEARCH ACTIVITY: 17 years (2006 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pcs9 |
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 |
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Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences) | 6 |
European Journal of Operational Research | 3 |
Games and Economic Behavior | 2 |
Finance Research Letters | 2 |
Journal of Banking & Finance | 2 |
Year | Title of citing document |
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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 |
Year | Title | Type | Cited |
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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 | 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 |
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 |
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 |
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 |
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