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Details about Péter Csóka

E-mail:
Homepage:http://www.uni-corvinus.hu/index.php?id=39789
Workplace:Befektetések és Vállalati Pénzügy Tanszék (Department of Finance), Gazdálkodástudományi Kar (Faculty of Business Administration), Budapesti Corvinus Egyetem (Corvinus University of Budapest), (more information at EDIRC)
Játékelméleti Kutatócsoport (Game Theory Research Group), Közgazdaság-tudományi Intézet (Institute of World Economics), Közgazdaság- és Regionális Tudományi Kutatóközpont (Centre for Economic and Regional Studies), Magyar Tudományos Akadémia (Hungarian Academy of Sciences), (more information at EDIRC)

Access statistics for papers by Péter Csóka.

Last updated 2019-10-07. Update your information in the RePEc Author Service.

Short-id: pcs9


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Working Papers

2018

  1. Spectral risk measure of holding stocks in the long run
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies Downloads View citations (1)

2017

  1. An Axiomatization of the Proportional Rule in Financial Networks
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads View citations (2)
    Also in IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies (2017) Downloads View citations (2)
  2. How to choose a delegation for a peace conference?
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads
  3. How to choose a non-manipulable delegation?
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies Downloads
  4. Liability Games
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies Downloads
    Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2017) Downloads

    See also Journal Article in Games and Economic Behavior (2019)
  5. Portfolio valuation under liquidity constraints with permanent price impact
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies Downloads
    See also Journal Article in Finance Research Letters (2018)

2016

  1. Decentralized Clearing in Financial Networks
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies Downloads View citations (3)
    Also in Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest (2016) Downloads View citations (4)
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2016) Downloads View citations (10)
  2. Decentralized Clearing in Financial Networks (RM/16/005-revised-)
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads View citations (3)

2015

  1. Fair risk allocation in illiquid markets
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies Downloads
    See also Journal Article in Finance Research Letters (2017)

2014

  1. On the impossibility of fair risk allocation
    Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest Downloads
    Also in IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies (2011) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads

    See also Journal Article in The B.E. Journal of Theoretical Economics (2016)
  2. Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies Downloads View citations (2)
    Also in Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest (2014) Downloads
  3. Risk Allocation under Liquidity Constraints
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (4)
    Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2013) Downloads
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies (2013) Downloads

    See also Journal Article in Journal of Banking & Finance (2014)

2013

  1. Corporate financing under moral hazard and the default risk of buyers
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies Downloads View citations (3)
    See also Journal Article in Central European Journal of Operations Research (2015)

2009

  1. Convex and Exact Games with Non-transferable Utility
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)
    Also in Working Paper Series, Óbuda University, Keleti Faculty of Business and Management (2009) Downloads

    See also Journal Article in European Journal of Operational Research (2011)

2008

  1. Balancedness Conditions for Exact Games
    Working Paper Series, Óbuda University, Keleti Faculty of Business and Management Downloads
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2007) Downloads View citations (4)
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2007) Downloads View citations (8)

    See also Journal Article in Mathematical Methods of Operations Research (2011)
  2. Stable Allocations of Risk
    Working Paper Series, Óbuda University, Keleti Faculty of Business and Management Downloads View citations (2)
    Also in IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies (2007) Downloads View citations (2)

    See also Journal Article in Games and Economic Behavior (2009)

2006

  1. Coherent Measures of Risk from a General Equilibrium Perspective
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (1)
    Also in IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies (2006) Downloads

    See also Journal Article in Journal of Banking & Finance (2007)

Journal Articles

2019

  1. Delegációk igazságos kiválasztása társadalmi választások elméletével
    (Choosing a fair delegation by social choice theory)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2019, LXVI, (7), 771-787 Downloads
  2. Liability games
    Games and Economic Behavior, 2019, 116, (C), 260-268 Downloads
    See also Working Paper (2017)

2018

  1. A részvénytartás spektrális kockázata hosszú távon
    (On the spectral measure of risk in holding stocks in the long run)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2018, LXV, (7), 687-700 Downloads
  2. Az adósságelengedés modellezése kooperatív játékelmélettel
    (Modelling debt relief using cooperative game theory)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2018, LXV, (7), 768-779 Downloads
  3. Portfolio valuation under liquidity constraints with permanent price impact
    Finance Research Letters, 2018, 26, (C), 235-241 Downloads
    See also Working Paper (2017)

2017

  1. Az arányos csődszabály karakterizációja körbetartozások esetén
    (The characterization of the proportional rule in the case of circular liabilities)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2017, LXIV, (9), 930-942 Downloads
  2. Fair risk allocation in illiquid markets
    Finance Research Letters, 2017, 21, (C), 228-234 Downloads
    See also Working Paper (2015)
  3. Properties and comparison of risk capital allocation methods
    European Journal of Operational Research, 2017, 259, (2), 614-625 Downloads View citations (3)

2016

  1. Konferencia a pénzügyi piacok likviditásáról. Sixth Annual Financial Market Liquidity Conference, 2015
    (Conference on the liquidity of financial markets. Sixth Annual Financial Market Liquidity Conference, 2015)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2016, LXIII, (4), 461-469 Downloads
  2. On the Impossibility of Fair Risk Allocation
    The B.E. Journal of Theoretical Economics, 2016, 16, (1), 143-158 Downloads View citations (1)
    See also Working Paper (2014)

2015

  1. Corporate financing under moral hazard and the default risk of buyers
    Central European Journal of Operations Research, 2015, 23, (4), 763-778 Downloads View citations (1)
    See also Working Paper (2013)
  2. 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
    (Conference on the liquidity of financial markets. Fifth Annual Financial Market Liquidity Conference, 2014 (AFLM-2014). BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, Budapest, 2014. november 20-21)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2015, LXII, (2), 222-224 Downloads

2014

  1. Konferencia a pénzügyi piacok likviditásáról. BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, Budapest, 2013. október 3-4
    (Fourth Annual Financial Market Liquidity Conference)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2014, LXI, (3), 324-334 Downloads
  2. Risk allocation under liquidity constraints
    Journal of Banking & Finance, 2014, 49, (C), 1-9 Downloads View citations (4)
    See also Working Paper (2014)

2013

  1. 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
    (Conference on the liquidity of financial markets)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2013, LX, (4), 477-485 Downloads

2011

  1. Balancedness conditions for exact games
    Mathematical Methods of Operations Research, 2011, 74, (1), 41-52 Downloads View citations (2)
    See also Working Paper (2008)
  2. Convex and exact games with non-transferable utility
    European Journal of Operational Research, 2011, 209, (1), 57-62 Downloads View citations (10)
    See also Working Paper (2009)
  3. Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban
    (Methods of capital allocation and their characteristics in practice)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2011, LVIII, (7), 619-632 Downloads View citations (2)

2010

  1. Információs paradoxon a vállalkozások hitelezésében nem fizető vevő esetén
    (An innovation paradox in enterprise financing where buyers fail to pay)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2010, LVII, (4), 318-336 Downloads View citations (1)

2009

  1. Stable allocations of risk
    Games and Economic Behavior, 2009, 67, (1), 266-276 Downloads View citations (26)
    See also Working Paper (2008)

2007

  1. Coherent measures of risk from a general equilibrium perspective
    Journal of Banking & Finance, 2007, 31, (8), 2517-2534 Downloads View citations (24)
    See also Working Paper (2006)

2003

  1. Koherens kockázatmérés és tőkeallokáció
    (Coherent risk measurement and capital allocation)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2003, L, (10), 855-880 Downloads View citations (2)
 
Page updated 2019-10-23