Péter Csóka

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Jean-Jacques HeringsProfessor of Quantitative Microeconomics, Tilburg UniversityVerified email at tilburguniversity.edu
László Á. KóczyHUN-REN KRTK Institute of Economics and BME Department of FinanceVerified email at krtk.hu
Dániel HavranCorvinus University of BudapestVerified email at uni-corvinus.hu
Tamas L. BatyiCornerstone ResearchVerified email at cornerstone.com
Felföldi-Szűcs NóraCorvinus University of BudapestVerified email at uni-corvinus.hu
Zsolt BiharyCorvinus University of Budapest, Department of FinanceVerified email at uni-corvinus.hu
Gergely DarócziVerified email at snowl.net
Edina BerlingerUniversity of LuxembourgVerified email at uni.lu
Szabo David ZoltanCorvinus University of BudapestVerified email at uni-corvinus.hu
Tamás SolymosiCorvinus University of BudapestVerified email at uni-corvinus.hu
Péter KerényiCorvinus University of BudapestVerified email at uni-corvinus.hu
Alexander SzimayerProfessor of Finance, Universität HamburgVerified email at uni-hamburg.de
Burak CanMaastricht UniversityVerified email at maastrichtuniversity.nl
Emre ErginAbant İzzet Baysal UniversityVerified email at ibu.edu.tr
Kata VáradiCorvinus University of BudapestVerified email at uni-corvinus.hu
Balázs R. Sziklairesearch fellow, Research Centre for Economic and Regional StudiesVerified email at krtk.mta.hu
Péter Birósenior research fellow, Institute of Economics, Hungarian Academy of SciencesVerified email at krtk.mta.hu
Barbara DömötörBudapesti Corvinus EgyetemVerified email at uni-corvinus.hu
Dóra Gréta PetróczyBudapest Metropolitan University and Central Bank of HungaryVerified email at mnb.hu
Zoltán SassCorvinus University of BudapestVerified email at uni-corvinus.hu

Péter Csóka

Corvinus University of Budapest

Verified email at uni-corvinus.hu

Game theory finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Decentralized clearing in financial networks P Csóka, P Jean-Jacques Herings Management Science, 2017	114	2017
Stable allocations of risk P Csóka, PJJ Herings, LÁ Kóczy Games and Economic Behavior 67 (1), 266-276, 2009	72	2009
Properties and comparison of risk capital allocation methods D Balog, TL Bátyi, P Csóka, M Pintér European Journal of Operational Research 259 (2), 614-625, 2017	57*	2017
Coherent measures of risk from a general equilibrium perspective P Csóka, PJJ Herings, LÁ Kóczy Journal of Banking & Finance 31 (8), 2517-2534, 2007	54	2007
An axiomatization of the proportional rule in financial networks P Csóka, PJJ Herings Management Science 67 (5), 2799-2812, 2021	50	2021
On the impossibility of fair risk allocation P Csóka, M Pintér The BE Journal of Theoretical Economics 16 (1), 143-158, 2016	48	2016
Koherens kockázatmérés és tőkeallokáció= Coherent risk measurement and capital allocation P Csóka Közgazdasági szemle 50 (10), 855-880, 2003	33	2003
Balancedness conditions for exact games P Csóka, PJJ Herings, LÁ Kóczy Mathematical Methods of Operations Research 74, 41-52, 2011	28	2011
Risk allocation under liquidity constraints P Csóka, PJJ Herings Journal of Banking & Finance 49, 1-9, 2014	21	2014
Corporate financing under moral hazard and the default risk of buyers P Csóka, D Havran, N Szűcs Central european Journal of operations research 23 (4), 763-778, 2015	18	2015
Introduction to R for quantitative finance G Daróczi, M Puhle, E Berlinger, P Csóka, D Havran, M Michaletzky, ... Packt Publishing Ltd, 2013	18	2013
Uniqueness of clearing payment matrices in financial networks P Csóka, PJJ Herings Mathematics of Operations Research 49 (1), 232-250, 2024	14	2024
Liability games P Csóka, PJJ Herings Games and Economic Behavior 116, 260-268, 2019	14	2019
Convex and exact games with non-transferable utility P Csóka, PJJ Herings, LÁ Kóczy, M Pintér European journal of operational research 209 (1), 57-62, 2011	14	2011
Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban (Methods of capital allocation and their characteristics in practice) D Balog, TL Bátyi, P Csóka, M Pintér Közgazdasági Szemle 58 (7-8), 619-632, 2011	14	2011
On the Shapley value of liability games P Csóka, F Illés, T Solymosi European Journal of Operational Research 300 (1), 378-386, 2022	13	2022
Információs paradoxon a vállalkozások hitelezésében nem fizető vevő esetén. N Szűcs, D Havran, P Csóka Economic Review/Kozgazdasagi Szemle 57, 2010	9*	2010
Az arányos csődszabály karakterizációja körbetartozások esetén P Csóka Közgazdasági Szemle 64 (9), 930-942, 2017	8	2017
Portfolio valuation under liquidity constraints with permanent price impact P Csóka, J Hevér Finance Research Letters 26, 235-241, 2018	7	2018
Spectral risk measure of holding stocks in the long run Z Bihary, P Csóka, DZ Szabó Annals of Operations Research 295, 75-89, 2020	6	2020

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