Browsing All of EconStor by Author Csóka, Péter

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Showing results 1 to 16 of 16
Year of PublicationTitleAuthor(s)
2006 Coherent Measures of Risk from a General Equilibrium PerspectiveCsóka, Péter; Herings, Jean-Jacques; Kóczy, László Á.
2007 Stable Allocations of RiskCsóka, Péter; Herings, Jean-Jacques; Kóczy, László Á.
2011 On the Impossibility of Fair Risk AllocationCsóka, Péter; Pintér, Péter Miklós
2013 Risk Allocation under Liquidity ConstraintsCsóka, Péter; Herings, P. Jean-Jacques
2013 Corporate financing under moral hazard and the default risk of buyersCsóka, Péter; Havran, Dániel; Szűcs, Nóra
2014 Risk Allocation under Liquidity ConstraintsCsóka, Péter; Herings, P. Jean-Jacques
2014 Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong MonotonicityBalog, Dóra; Bátyi, Tamás László; Csóka, Péter; Kóczy, László Á.; Pintér, Péter Miklós
2015 Fair risk allocation in illiquid marketsCsóka, Péter
2015 Az összekapcsoltság hatása a rendszerkockázatra homogén bankrendszerbenCsóka, Péter; Kiss, Tamás
2016 Decentralized clearing in financial networksCsóka, Péter; Herings, P.Jean-Jacques
2016 An axiomatization of the proportional rule in financial networksCsóka, Péter; Herings, P. Jean-Jacques
2017 Liability gamesCsóka, Péter; Herings, Peter Jean-Jacques
2017 Portfolio valuation under liquidity constraints with permanent price impactCsóka, Péter; Hevér, Judit
2017 How to choose a non-manipulable delegation?Can, Burak; Csóka, Péter; Ergin, Emre
2018 Spectral risk measure of holding stocks in the long runBihary, Zsolt; Csóka, Péter; Szabó, Dávid Zoltán
2020 On the Shapley value of liability gamesCsóka, Péter; Illés, Ferenc; Solymosi, Tamás