Details about Péter Csóka

Access statistics for papers by Péter Csóka.

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Short-id: pcs9

Working Papers

2023

1. An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)
   Also in CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies (2023) View citations (5)
   Discussion Paper, Tilburg University, Center for Economic Research (2023) View citations (5)
2. The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity
   MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary)
3. The effect of funding liquidity regulation and ESG promotion on market liquidity
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies

2022

4. Centralized Clearing Mechanisms in Financial Networks: A Programming Approach
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (1)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2022) View citations (4)
   Discussion Paper, Tilburg University, Center for Economic Research (2022) View citations (4)

2021

5. Self-respecting worker in the gig economy: A dynamic principal-agent model
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies
6. Uniqueness of Clearing Payment Matrices in Financial Networks
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (3)
   Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2021) View citations (3)

2020

7. On the Shapley value of liability games
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies
   See also Journal Article On the Shapley value of liability games, European Journal of Operational Research, Elsevier (2022) View citations (4) (2022)

2018

8. Spectral risk measure of holding stocks in the long run
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (1)
   See also Journal Article Spectral risk measure of holding stocks in the long run, Annals of Operations Research, Springer (2020) View citations (2) (2020)

2017

9. An Axiomatization of the Proportional Rule in Financial Networks
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (6)
   Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2017) View citations (11)
   See also Journal Article An Axiomatization of the Proportional Rule in Financial Networks, Management Science, INFORMS (2021) View citations (6) (2021)
10. How to choose a delegation for a peace conference?
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE)
11. How to choose a non-manipulable delegation?
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (1)
12. Liability Games
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE)
    Also in CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies (2017)
    See also Journal Article Liability games, Games and Economic Behavior, Elsevier (2019) (2019)
13. Portfolio valuation under liquidity constraints with permanent price impact
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies
    See also Journal Article Portfolio valuation under liquidity constraints with permanent price impact, Finance Research Letters, Elsevier (2018) (2018)

2016

14. Decentralized Clearing in Financial Networks
    Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest View citations (6)
    Also in CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies (2016) View citations (3)
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2016) View citations (16)
    See also Journal Article Decentralized Clearing in Financial Networks, Management Science, INFORMS (2018) View citations (40) (2018)
15. Decentralized Clearing in Financial Networks (RM/16/005-revised-)
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) View citations (4)

2015

16. Fair risk allocation in illiquid markets
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies
    See also Journal Article Fair risk allocation in illiquid markets, Finance Research Letters, Elsevier (2017) View citations (3) (2017)

2014

17. On the impossibility of fair risk allocation
    Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest View citations (1)
    Also in CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies (2011) View citations (3)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (1)
    See also Journal Article On the Impossibility of Fair Risk Allocation, The B.E. Journal of Theoretical Economics, De Gruyter (2016) View citations (1) (2016)
18. Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (2)
    Also in Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest (2014)
19. Risk Allocation under Liquidity Constraints
    Working Papers, Fondazione Eni Enrico Mattei View citations (8)
    Also in CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies (2013)
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2013)
    See also Journal Article Risk allocation under liquidity constraints, Journal of Banking & Finance, Elsevier (2014) View citations (8) (2014)

2013

20. Corporate financing under moral hazard and the default risk of buyers
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (3)
    See also Journal Article Corporate financing under moral hazard and the default risk of buyers, Central European Journal of Operations Research, Springer (2015) View citations (2) (2015)

2009

21. 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)
    See also Journal Article Convex and exact games with non-transferable utility, European Journal of Operational Research, Elsevier (2011) View citations (16) (2011)

2008

22. Balancedness Conditions for Exact Games
    Working Paper Series, Óbuda University, Keleti Faculty of Business and Management View citations (2)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2007) View citations (7)
    See also Journal Article Balancedness conditions for exact games, Mathematical Methods of Operations Research, Springer (2011) View citations (4) (2011)
23. Stable Allocations of Risk
    Working Paper Series, Óbuda University, Keleti Faculty of Business and Management View citations (2)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2007) View citations (5)
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies (2007) View citations (2)
    See also Journal Article Stable allocations of risk, Games and Economic Behavior, Elsevier (2009) View citations (36) (2009)

2007

24. A note on Dasgupta, Hammond, and Maskin's (1979) domain richness condition
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (8)

2006

25. Coherent Measures of Risk from a General Equilibrium Perspective
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (1)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2006) View citations (2)
    See also Journal Article Coherent measures of risk from a general equilibrium perspective, Journal of Banking & Finance, Elsevier (2007) View citations (27) (2007)

Journal Articles

2022

1. Centralized clearing mechanisms: A programming approach
   The Journal of Mechanism and Institution Design, 2022, 7, (1), 45-69 View citations (6)
2. On the Shapley value of liability games
   European Journal of Operational Research, 2022, 300, (1), 378-386 View citations (4)
   See also Working Paper On the Shapley value of liability games, CERS-IE WORKING PAPERS (2020) (2020)

2021

3. An Axiomatization of the Proportional Rule in Financial Networks
   Management Science, 2021, 67, (5), 2799-2812 View citations (6)
   See also Working Paper An Axiomatization of the Proportional Rule in Financial Networks, CERS-IE WORKING PAPERS (2017) View citations (6) (2017)
4. How to choose a fair delegation?
   Economic Theory, 2021, 72, (4), 1339-1373

2020

5. Spectral risk measure of holding stocks in the long run
   Annals of Operations Research, 2020, 295, (1), 75-89 View citations (2)
   See also Working Paper Spectral risk measure of holding stocks in the long run, CERS-IE WORKING PAPERS (2018) View citations (1) (2018)

2019

6. 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
7. Liability games
   Games and Economic Behavior, 2019, 116, (C), 260-268
   See also Working Paper Liability Games, Research Memorandum (2017) (2017)

2018

8. 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
9. 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
10. Decentralized Clearing in Financial Networks
    Management Science, 2018, 64, (10), 4681-4699 View citations (40)
    See also Working Paper Decentralized Clearing in Financial Networks, Corvinus Economics Working Papers (CEWP) (2016) View citations (6) (2016)
11. Portfolio valuation under liquidity constraints with permanent price impact
    Finance Research Letters, 2018, 26, (C), 235-241
    See also Working Paper Portfolio valuation under liquidity constraints with permanent price impact, CERS-IE WORKING PAPERS (2017) (2017)

2017

12. 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
13. Fair risk allocation in illiquid markets
    Finance Research Letters, 2017, 21, (C), 228-234 View citations (3)
    See also Working Paper Fair risk allocation in illiquid markets, CERS-IE WORKING PAPERS (2015) (2015)
14. Properties and comparison of risk capital allocation methods
    European Journal of Operational Research, 2017, 259, (2), 614-625 View citations (17)

2016

15. 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
16. On the Impossibility of Fair Risk Allocation
    The B.E. Journal of Theoretical Economics, 2016, 16, (1), 143-158 View citations (1)
    See also Working Paper On the impossibility of fair risk allocation, Corvinus Economics Working Papers (CEWP) (2014) View citations (1) (2014)

2015

17. Corporate financing under moral hazard and the default risk of buyers
    Central European Journal of Operations Research, 2015, 23, (4), 763-778 View citations (2)
    See also Working Paper Corporate financing under moral hazard and the default risk of buyers, CERS-IE WORKING PAPERS (2013) View citations (3) (2013)
18. 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

2014

19. 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
20. Risk allocation under liquidity constraints
    Journal of Banking & Finance, 2014, 49, (C), 1-9 View citations (8)
    See also Working Paper Risk Allocation under Liquidity Constraints, Working Papers (2014) View citations (8) (2014)

2013

21. 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

2011

22. Balancedness conditions for exact games
    Mathematical Methods of Operations Research, 2011, 74, (1), 41-52 View citations (4)
    See also Working Paper Balancedness Conditions for Exact Games, Working Paper Series (2008) View citations (2) (2008)
23. Convex and exact games with non-transferable utility
    European Journal of Operational Research, 2011, 209, (1), 57-62 View citations (16)
    See also Working Paper Convex and Exact Games with Non-transferable Utility, Research Memorandum (2009) (2009)
24. 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 View citations (2)

2010

25. 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 View citations (1)

2009

26. Stable allocations of risk
    Games and Economic Behavior, 2009, 67, (1), 266-276 View citations (36)
    See also Working Paper Stable Allocations of Risk, Working Paper Series (2008) View citations (2) (2008)

2007

27. Coherent measures of risk from a general equilibrium perspective
    Journal of Banking & Finance, 2007, 31, (8), 2517-2534 View citations (27)
    See also Working Paper Coherent Measures of Risk from a General Equilibrium Perspective, CERS-IE WORKING PAPERS (2006) View citations (1) (2006)

2003

28. 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 View citations (2)