Decentralized clearing in financial networks P Csóka, P Jean-Jacques Herings Management Science, 2017 | 108 | 2017 |
Stable allocations of risk P Csóka, PJJ Herings, LÁ Kóczy Games and Economic Behavior 67 (1), 266-276, 2009 | 72 | 2009 |
Properties and comparison of risk capital allocation methods D Balog, TL Bátyi, P Csóka, M Pintér European Journal of Operational Research 259 (2), 614-625, 2017 | 56* | 2017 |
Coherent measures of risk from a general equilibrium perspective P Csóka, PJJ Herings, LÁ Kóczy Journal of Banking & Finance 31 (8), 2517-2534, 2007 | 54 | 2007 |
An axiomatization of the proportional rule in financial networks P Csóka, PJJ Herings Management Science 67 (5), 2799-2812, 2021 | 47 | 2021 |
On the impossibility of fair risk allocation P Csóka, M Pintér The BE Journal of Theoretical Economics 16 (1), 143-158, 2016 | 47 | 2016 |
Koherens kockázatmérés és tőkeallokáció= Coherent risk measurement and capital allocation P Csóka Közgazdasági szemle 50 (10), 855-880, 2003 | 33 | 2003 |
Balancedness conditions for exact games P Csóka, PJJ Herings, LÁ Kóczy Mathematical Methods of Operations Research 74, 41-52, 2011 | 28 | 2011 |
Risk allocation under liquidity constraints P Csóka, PJJ Herings Journal of Banking & Finance 49, 1-9, 2014 | 21 | 2014 |
Introduction to R for quantitative finance G Daróczi, M Puhle, E Berlinger, P Csóka, D Havran, M Michaletzky, ... Packt Publishing Ltd, 2013 | 18 | 2013 |
Corporate financing under moral hazard and the default risk of buyers P Csóka, D Havran, N Szűcs Central european Journal of operations research 23 (4), 763-778, 2015 | 17 | 2015 |
Convex and exact games with non-transferable utility P Csóka, PJJ Herings, LÁ Kóczy, M Pintér European journal of operational research 209 (1), 57-62, 2011 | 14 | 2011 |
Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban (Methods of capital allocation and their characteristics in practice) D Balog, TL Bátyi, P Csóka, M Pintér Közgazdasági Szemle 58 (7-8), 619-632, 2011 | 14 | 2011 |
On the Shapley value of liability games P Csóka, F Illés, T Solymosi European Journal of Operational Research 300 (1), 378-386, 2022 | 13 | 2022 |
Liability games P Csóka, PJJ Herings Games and Economic Behavior 116, 260-268, 2019 | 13 | 2019 |
Uniqueness of clearing payment matrices in financial networks P Csóka, PJJ Herings Mathematics of Operations Research 49 (1), 232-250, 2024 | 9 | 2024 |
Információs paradoxon a vállalkozások hitelezésében nem fizető vevő esetén. N Szűcs, D Havran, P Csóka Economic Review/Kozgazdasagi Szemle 57, 2010 | 9* | 2010 |
Az arányos csődszabály karakterizációja körbetartozások esetén P Csóka Közgazdasági Szemle 64 (9), 930-942, 2017 | 8 | 2017 |
Portfolio valuation under liquidity constraints with permanent price impact P Csóka, J Hevér Finance Research Letters 26, 235-241, 2018 | 7 | 2018 |
Spectral risk measure of holding stocks in the long run Z Bihary, P Csóka, DZ Szabó Annals of Operations Research 295, 75-89, 2020 | 6 | 2020 |