Péter Csóka

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2024 J jnl
Uniqueness of Clearing Payment Matrices in Financial Networks.
Math. Oper. Res.
Péter Csóka, P. Jean-Jacques Herings
2022 J jnl
On the Shapley value of liability games.
Eur. J. Oper. Res.
Péter Csóka, Ferenc Illés, Tamás Solymosi
2021 J jnl
An Axiomatization of the Proportional Rule in Financial Networks.
Manag. Sci.
Péter Csóka, P. Jean-Jacques Herings
2020 J jnl
Spectral risk measure of holding stocks in the long run.
Ann. Oper. Res.
Zsolt Bihary, Péter Csóka, Dávid Zoltán Szabó
2019 J jnl
Liability games.
Games Econ. Behav.
Péter Csóka, P. Jean-Jacques Herings
2018 J jnl
Decentralized Clearing in Financial Networks.
Manag. Sci.
Péter Csóka, P. Jean-Jacques Herings
2017 J jnl
Properties and comparison of risk capital allocation methods.
Eur. J. Oper. Res.
Dóra Balog, Tamás László Bátyi, Péter Csóka, Miklós Pintér
2015 J jnl
Corporate financing under moral hazard and the default risk of buyers.
Central Eur. J. Oper. Res.
Péter Csóka, Dániel Havran, Nóra Szücs
2011 J jnl
Balancedness conditions for exact games.
Math. Methods Oper. Res.
Péter Csóka, P. Jean-Jacques Herings, László Á. Kóczy
2011 J jnl
Convex and exact games with non-transferable utility.
Eur. J. Oper. Res.
Péter Csóka, P. Jean-Jacques Herings, László Á. Kóczy, Miklós Pintér
2009 J jnl
Stable allocations of risk.
Games Econ. Behav.
Péter Csóka, P. Jean-Jacques Herings, László Á. Kóczy