All Stories

  1. Spectral risk measure of holding stocks in the long run

    Article • Annals of Operations Research, June 2020, Springer Science + Business Media

    Dr Péter Csóka

  2. Liability games

    Article • Games and Economic Behavior, July 2019, Elsevier

    Dr Péter Csóka

  3. Portfolio valuation under liquidity constraints with permanent price impact

    Article • Finance Research Letters, September 2018, Elsevier

    Dr Péter Csóka

  4. Decentralized Clearing in Financial Networks

    Article • Management Science, October 2017, INFORMS

    Dr Péter Csóka

  5. Properties and comparison of risk capital allocation methods

    Article • European Journal of Operational Research, June 2017, Elsevier

    Dr Péter Csóka

  6. Fair risk allocation in illiquid markets

    Article • Finance Research Letters, May 2017, Elsevier

    Dr Péter Csóka

  7. On the Impossibility of Fair Risk Allocation

    Article • The B E Journal of Theoretical Economics, January 2016, De Gruyter

    Dr Péter Csóka

  8. Risk allocation under liquidity constraints

    Article • Journal of Banking & Finance, December 2014, Elsevier

    Dr Péter Csóka

  9. Outside financing of firms that gave trade credit

    Article • Central European Journal of Operations Research, August 2013, Springer Science + Business Media

    Dr Péter Csóka

  10. Balancedness conditions for exact games

    Article • Mathematical Methods of Operations Research, March 2011, Springer Science + Business Media

    Dr Péter Csóka

  11. Convex and exact games with non-transferable utility

    Article • European Journal of Operational Research, February 2011, Elsevier

    Dr Péter Csóka, Dr László Á Kóczy

  12. Stable allocations of risk

    Article • Games and Economic Behavior, September 2009, Elsevier

    Dr Péter Csóka, Dr László Á Kóczy

  13. Coherent measures of risk from a general equilibrium perspective

    Article • Journal of Banking & Finance, August 2007, Elsevier

    Dr Péter Csóka, Dr László Á Kóczy