Browsing All of EconStor by Author Csóka, Péter


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Year of PublicationTitleAuthor(s)
2006Coherent Measures of Risk from a General Equilibrium PerspectiveCsóka, Péter; Herings, Jean-Jacques; Kóczy, László Á.
2007Stable Allocations of RiskCsóka, Péter; Herings, Jean-Jacques; Kóczy, László Á.
2011On the Impossibility of Fair Risk AllocationCsóka, Péter; Pintér, Péter Miklós
2013Corporate financing under moral hazard and the default risk of buyersCsóka, Péter; Havran, Dániel; Szűcs, Nóra
2013Risk Allocation under Liquidity ConstraintsCsóka, Péter; Herings, P. Jean-Jacques
2014Properties 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
2014Risk Allocation under Liquidity ConstraintsCsóka, Péter; Herings, P. Jean-Jacques
2015Fair risk allocation in illiquid marketsCsóka, Péter
2015Az összekapcsoltság hatása a rendszerkockázatra homogén bankrendszerbenCsóka, Péter; Kiss, Tamás
2016An axiomatization of the proportional rule in financial networksCsóka, Péter; Herings, P. Jean-Jacques
2016Decentralized clearing in financial networksCsóka, Péter; Herings, P.Jean-Jacques
2017Liability gamesCsóka, Péter; Herings, Peter Jean-Jacques
2017Portfolio valuation under liquidity constraints with permanent price impactCsóka, Péter; Hevér, Judit
2017How to choose a non-manipulable delegation?Can, Burak; Csóka, Péter; Ergin, Emre
2018Spectral risk measure of holding stocks in the long runBihary, Zsolt; Csóka, Péter; Szabó, Dávid Zoltán
2020On the Shapley value of liability gamesCsóka, Péter; Illés, Ferenc; Solymosi, Tamás
2021Uniqueness of clearing payment matrices in financial networksCsóka, Péter; Herings, Peter Jean-Jacques
2021Self-respecting worker in the gig economy: A dynamic principal-agent modelBihary, Zsolt; Csóka, Péter; Kerényi, Péter; Szimayer, Alexander
2022Centralized clearing mechanisms in financial networks: A programming approachCsóka, Péter; Herings, Peter Jean-Jacques
2023An axiomatization of the pairwise netting proportional rule in financial networksCsóka, Péter; Herings, Peter Jean-Jacques