Péter Csóka
Names
Identifer
Contact
Affiliations
-
Budapesti Corvinus Egyetem
/ Gazdálkodástudományi Kar
/ Befektetések és Vállalati Pénzügy Tanszék (weight: 67%)
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Közgazdaság- és Regionális Tudományi Kutatóközpont
/ Közgazdaság-tudományi Intézet
/ Játékelméleti Kutatócsoport (weight: 33%)
Research profile
author of:
- On the Impossibility of Fair Risk Allocation (RePEc:bpj:bejtec:v:16:y:2016:i:1:p:143-158:n:4)
by Csóka Péter & Pintér Miklós - On the impossibility of fair risk allocation (RePEc:cvh:coecwp:2014/12)
by Csóka, Péter & Pintér, Miklós - Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity (RePEc:cvh:coecwp:2014/13)
by Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós - Decentralized Clearing in Financial Networks (RePEc:cvh:coecwp:2016/14)
by Csóka, Péter & Herings, Jean-Jacques P. - Convex and exact games with non-transferable utility (RePEc:eee:ejores:v:209:y:2011:i:1:p:57-62)
by Csóka, Péter & Jean-Jacques Herings, P. & Kóczy, László Á. & Pintér, Miklós - Properties and comparison of risk capital allocation methods (RePEc:eee:ejores:v:259:y:2017:i:2:p:614-625)
by Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós - On the Shapley value of liability games (RePEc:eee:ejores:v:300:y:2022:i:1:p:378-386)
by Csóka, Péter & Illés, Ferenc & Solymosi, Tamás - Fair risk allocation in illiquid markets (RePEc:eee:finlet:v:21:y:2017:i:c:p:228-234)
by Csóka, Péter - Portfolio valuation under liquidity constraints with permanent price impact (RePEc:eee:finlet:v:26:y:2018:i:c:p:235-241)
by Csóka, Péter & Hevér, Judit - Liability games (RePEc:eee:gamebe:v:116:y:2019:i:c:p:260-268)
by Csóka, Péter & Jean-Jacques Herings, P. - Stable allocations of risk (RePEc:eee:gamebe:v:67:y:2009:i:1:p:266-276)
by Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á. - Coherent measures of risk from a general equilibrium perspective (RePEc:eee:jbfina:v:31:y:2007:i:8:p:2517-2534)
by Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A. - Risk allocation under liquidity constraints (RePEc:eee:jbfina:v:49:y:2014:i:c:p:1-9)
by Csóka, Péter & Herings, P. Jean-Jacques - Risk Allocation under Liquidity Constraints (RePEc:fem:femwpa:2014.47)
by Péter Csóka & P. Jean-Jacques Herings - Coherent Measures of Risk from a General Equilibrium Perspective (RePEc:has:discpr:0611)
by Péter Csóka & Jean-Jacques Herings & László Kóczy - Stable Allocations of Risk (RePEc:has:discpr:0704)
by Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy - On the Impossibility of Fair Risk Allocation (RePEc:has:discpr:1117)
by Peter Csoka & Miklos Pinter - Corporate financing under moral hazard and the default risk of buyers (RePEc:has:discpr:1322)
by Peter Csoka & Daniel Havran & Nora Szucs - Risk Allocation under Liquidity Constraints (RePEc:has:discpr:1331)
by Peter Csoka & P. Jean-Jacques Herings - Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity (RePEc:has:discpr:1417)
by Dóra Balog & Tamás László Bátyi & Péter Csóka & Miklós Pintér - Fair risk allocation in illiquid markets (RePEc:has:discpr:1509)
by Peter Csoka - Decentralized Clearing in Financial Networks (RePEc:has:discpr:1603)
by Peter Csoka & P. Jean-Jacques Herings - An Axiomatization of the Proportional Rule in Financial Networks (RePEc:has:discpr:1701)
by Peter Csoka & P. Jean-Jacques Herings - How to choose a non-manipulable delegation? (RePEc:has:discpr:1713)
by Burak Can & Peter Csoka & Emre Ergin - Liability Games (RePEc:has:discpr:1735)
by Peter Csoka & P. Jean-Jacques Herings - Portfolio valuation under liquidity constraints with permanent price impact (RePEc:has:discpr:1736)
by Peter Csoka & Judit Hever - Spectral risk measure of holding stocks in the long run (RePEc:has:discpr:1812)
by Zsolt Bihary & Peter Csoka & David Zoltan Szabo - On the Shapley value of liability games (RePEc:has:discpr:2001)
by Peter Csoka & Ferenc Illes & Tamas Solymosi - Self-respecting worker in the gig economy: A dynamic principal-agent model (RePEc:has:discpr:2129)
by Zsolt Bihary & Péter Csóka & Péter Kerényi & Alexander Szimayer - Uniqueness of Clearing Payment Matrices in Financial Networks (RePEc:has:discpr:2134)
by Péter Csóka & P. Jean-Jacques Herings - Centralized Clearing Mechanisms in Financial Networks: A Programming Approach (RePEc:has:discpr:2208)
by Péter Csóka & P. Jean-Jacques Herings - An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks (RePEc:has:discpr:2301)
by Péter Csóka & P. Jean-Jacques Herings - The effect of funding liquidity regulation and ESG promotion on market liquidity (RePEc:has:discpr:2307)
by Judit Hevér & Péter Csóka - Decentralized Clearing in Financial Networks (RePEc:inm:ormnsc:v:64:y:2018:i:10:p:4681-4699)
by Péter Csóka & P. Jean-Jacques Herings - An Axiomatization of the Proportional Rule in Financial Networks (RePEc:inm:ormnsc:v:67:y:2021:i:5:p:2799-2812)
by Péter Csóka & P. Jean-Jacques Herings - Centralized clearing mechanisms: A programming approach (RePEc:jmi:articl:jmi-v7i1a2)
by Peter Csoka & P. Jean-Jacques Herings - Információs paradoxon a vállalkozások hitelezésében nem fizető vevő esetén
[An innovation paradox in enterprise financing where buyers fail to pay] (RePEc:ksa:szemle:1161)
by Csóka, Péter & Havran, Dániel & Szűcs, Nóra - Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban
[Methods of capital allocation and their characteristics in practice] (RePEc:ksa:szemle:1255)
by Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra - Konferencia a pénzügyi piacok likviditásáról. Third Annual Financial Market Liquidity Conference BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK KTI Játékelméleti Kutatócsoport-Nemzetközi Banká (RePEc:ksa:szemle:1382)
by Csóka, Péter & Havran, Dániel & Váradi, Kata - Konferencia a pénzügyi piacok likviditásáról. BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, Budapest, 2013. október 3-4
[Fourth Annual Financial Market Liquidi (RePEc:ksa:szemle:1463)
by Csóka, Péter & Havran, Dániel & Váradi, Kata - Konferencia a pénzügyi piacok likviditásáról. Fifth Annual Financial Market Liquidity Conference, 2014 (AFLM-2014). BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, (RePEc:ksa:szemle:1536)
by Csóka, Péter & Havran, Dániel & Váradi, Kata - Konferencia a pénzügyi piacok likviditásáról. Sixth Annual Financial Market Liquidity Conference, 2015
[Conference on the liquidity of financial markets. Sixth Annual Financial Market Liquidity Con (RePEc:ksa:szemle:1627)
by Csóka, Péter & Havran, Dániel & Váradi, Kata - Az arányos csődszabály karakterizációja körbetartozások esetén
[The characterization of the proportional rule in the case of circular liabilities] (RePEc:ksa:szemle:1719)
by Csóka, Péter - A részvénytartás spektrális kockázata hosszú távon
[On the spectral measure of risk in holding stocks in the long run] (RePEc:ksa:szemle:1782)
by Csóka, Péter & Bihary, Zsolt & Kondor, Gábor - Az adósságelengedés modellezése kooperatív játékelmélettel
[Modelling debt relief using cooperative game theory] (RePEc:ksa:szemle:1786)
by Csóka, Péter - Delegációk igazságos kiválasztása társadalmi választások elméletével
[Choosing a fair delegation by social choice theory] (RePEc:ksa:szemle:1853)
by Csóka, Péter & Kondor, Gábor - Koherens kockázatmérés és tőkeallokáció
[Coherent risk measurement and capital allocation] (RePEc:ksa:szemle:640)
by Csóka, Péter - Stable Allocations of Risk (RePEc:pkk:wpaper:0802)
by Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy - Balancedness Conditions for Exact Games (RePEc:pkk:wpaper:0805)
by Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy - Convex and Exact Games with Non-transferable Utility (RePEc:pkk:wpaper:0904)
by Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy & Miklós Pintér - On the impossibility of fair risk allocation (RePEc:pra:mprapa:26515)
by Csóka, Péter & Pintér, Miklós - Spectral risk measure of holding stocks in the long run (RePEc:spr:annopr:v:295:y:2020:i:1:d:10.1007_s10479-020-03678-6)
by Zsolt Bihary & Péter Csóka & Dávid Zoltán Szabó - Corporate financing under moral hazard and the default risk of buyers (RePEc:spr:cejnor:v:23:y:2015:i:4:p:763-778)
by Péter Csóka & Dániel Havran & Nóra Szűcs - How to choose a fair delegation? (RePEc:spr:joecth:v:72:y:2021:i:4:d:10.1007_s00199-020-01312-x)
by Burak Can & Péter Csóka & Emre Ergin - Balancedness conditions for exact games (RePEc:spr:mathme:v:74:y:2011:i:1:p:41-52)
by Péter Csóka & P. Herings & László Kóczy - Centralized Clearing Mechanisms in Financial Networks : A Programming Approach (RePEc:tiu:tiucen:c212dbd2-d8c6-41d2-9580-de936c1d1e6c)
by Csoka, Peter & Herings, Jean-Jacques - An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks (RePEc:tiu:tiucen:c5e072ce-031a-487d-8a05-a364b4525d4a)
by Csóka, Péter & Herings, Jean-Jacques - Centralized Clearing Mechanisms in Financial Networks : A Programming Approach (RePEc:tiu:tiutis:c212dbd2-d8c6-41d2-9580-de936c1d1e6c)
by Csoka, Peter & Herings, Jean-Jacques - An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks (RePEc:tiu:tiutis:c5e072ce-031a-487d-8a05-a364b4525d4a)
by Csóka, Péter & Herings, Jean-Jacques - Risk allocation under liquidity constraints (RePEc:unm:umagsb:2013057)
by Csóka, P. & Herings, P.J.J. - Decentralized clearing in financial networks (RePEc:unm:umagsb:2016005)
by Csóka, P. & Herings, P.J.J. - Decentralized Clearing in Financial Networks (RM/16/005-revised-) (RePEc:unm:umagsb:2016037)
by Csoka, Péter & Herings, P. Jean-Jacques - An Axiomatization of the Proportional Rule in Financial Networks (RePEc:unm:umagsb:2017001)
by Csoka, Péter & Herings, P. Jean-Jacques - How to choose a delegation for a peace conference? (RePEc:unm:umagsb:2017008)
by Can, Burak & Csóka, Péter & Ergin, Emre - Liability Games (RePEc:unm:umagsb:2017031)
by Csoka, Péter & Herings, P. Jean-Jacques - Uniqueness of Clearing Payment Matrices in Financial Networks (RePEc:unm:umagsb:2021014)
by Csóka, Péter & Herings, P. Jean-Jacques - Coherent measures of risk from a general equilibrium perspective (RePEc:unm:umamet:2006016)
by Csóka, P. & Herings, P.J.J. & Kóczy, L.Á. - A note on Dasgupta, Hammond, and Maskin's (1979) domain richness condition (RePEc:unm:umamet:2007039)
by Bochet, O.L.A. & Klaus, B.E. - Balancedness conditions for exact games (RePEc:unm:umamet:2007040)
by Csóka, P. & Herings, P.J.J. & Kóczy, L.Á. - Stable allocations of risk (RePEc:unm:umamet:2007041)
by Csóka, P. & Herings, P.J.J. & Kóczy, L.Á. - Convex and Exact Games with Non-transferable Utility (RePEc:unm:umamet:2009031)
by Csóka, P. & Herings, P.J.J. & Kóczy, L.Á. & Pintér, M.