Péter Csóka
(Peter Csoka)

Personal Details

First Name:	Peter
Middle Name:
Last Name:	Csoka
Suffix:
RePEc Short-ID:	pcs9
	[This author has chosen not to make the email address public]
	https://sites.google.com/view/peter-csoka-personal/home
Terminal Degree:	Vakgroep Algemene Economie; School of Business and Economics; Maastricht University (from RePEc Genealogy)

Affiliation

(67%) Befektetések Tanszék
Pénzügy Intézet
Budapesti Corvinus Egyetem

Budapest, Hungary
https://www.uni-corvinus.hu/fooldal/egyetemunkrol/tanszekek/befektetesek-tanszek/
RePEc:edi:dicorhu (more details at EDIRC)

(33%) Játékelméleti Kutatócsoport
Közgazdaság-tudományi Intézet
Közgazdaság- és Regionális Tudományi Kutatóközpont

Budapest, Hungary
http://econ.core.hu/english/res/game_desc.html
RePEc:edi:jkhashu (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Péter Csóka & P. Jean-Jacques Herings, 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," CERS-IE WORKING PAPERS 2301, Institute of Economics, Centre for Economic and Regional Studies.
   • Csóka, Péter & Herings, P.J.J., 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," Other publications TiSEM c5e072ce-031a-487d-8a05-a, Tilburg University, School of Economics and Management.
   • Csóka, Péter & Herings, P.J.J., 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," Discussion Paper 2023-002, Tilburg University, Center for Economic Research.

   Cited by:

   1. Ketelaars, Martijn, 2024. "On the Compatibility of Composition Axioms in Financial Networks," Discussion Paper 2024-007, Tilburg University, Center for Economic Research.
   2. Ketelaars, Martijn, 2024. "Clearing in financial networks and dynamic investment under uncertainty," Other publications TiSEM 94768fb9-fd72-405d-a330-6, Tilburg University, School of Economics and Management.
   3. Calleja, Pedro & Llerena, Francesc, 2024. "Proportional clearing mechanisms in financial systems: An axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 111(C).
   4. Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Discussion Paper 2024-013, Tilburg University, Center for Economic Research.
      • Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Other publications TiSEM e1e1e64f-022b-4206-b7b3-b, Tilburg University, School of Economics and Management.
   5. Ketelaars, Martijn, 2024. "On the Compatibility of Composition Axioms in Financial Networks," Other publications TiSEM 041e8388-cc78-4d6b-b6ba-5, Tilburg University, School of Economics and Management.

2. Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
   • Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
   • Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.

   Cited by:

   1. Ketelaars, Martijn, 2024. "Clearing in financial networks and dynamic investment under uncertainty," Other publications TiSEM 94768fb9-fd72-405d-a330-6, Tilburg University, School of Economics and Management.
   2. Martijn W. Ketelaars & Peter Borm, 2024. "On the unification of centralized and decentralized clearing mechanisms in financial networks," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 99(3), pages 205-231, June.
   3. Mih'aly P'eter Hanics, 2022. "Graph theoretical models and algorithms of portfolio compression," Papers 2212.09473, arXiv.org.
   4. Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Discussion Paper 2024-013, Tilburg University, Center for Economic Research.
      • Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Other publications TiSEM e1e1e64f-022b-4206-b7b3-b, Tilburg University, School of Economics and Management.

3. Péter Csóka & P. Jean-Jacques Herings, 2021. "Uniqueness of Clearing Payment Matrices in Financial Networks," CERS-IE WORKING PAPERS 2134, Institute of Economics, Centre for Economic and Regional Studies.
   • Csóka, Péter & Herings, P. Jean-Jacques, 2021. "Uniqueness of Clearing Payment Matrices in Financial Networks," Research Memorandum 014, Maastricht University, Graduate School of Business and Economics (GSBE).

   Cited by:

   1. Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
      • Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
      • Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.

4. Peter Csoka & Ferenc Illes & Tamas Solymosi, 2020. "On the Shapley value of liability games," CERS-IE WORKING PAPERS 2001, Institute of Economics, Centre for Economic and Regional Studies.
   • Csóka, Péter & Illés, Ferenc & Solymosi, Tamás, 2022. "On the Shapley value of liability games," European Journal of Operational Research, Elsevier, vol. 300(1), pages 378-386.

   Cited by:

   1. Nguyen, Tri-Dung, 2024. "Game of banks - biform game theoretical framework for ATM network cost sharing," European Journal of Operational Research, Elsevier, vol. 316(3), pages 1158-1178.
   2. Wei Li & Wolfgang Karl Hardle & Stefan Lessmann, 2022. "A Data-driven Case-based Reasoning in Bankruptcy Prediction," Papers 2211.00921, arXiv.org.
   3. Munich, Léa, 2024. "Schedule situations and their cooperative game theoretic representations," European Journal of Operational Research, Elsevier, vol. 316(2), pages 767-778.
   4. Léa Munich, 2023. "Schedule Situations and their Cooperative Game Theoretic Representations," Working Papers 2023-08, CRESE.

5. Zsolt Bihary & Peter Csoka & David Zoltan Szabo, 2018. "Spectral risk measure of holding stocks in the long run," CERS-IE WORKING PAPERS 1812, Institute of Economics, Centre for Economic and Regional Studies.
   • Zsolt Bihary & Péter Csóka & Dávid Zoltán Szabó, 2020. "Spectral risk measure of holding stocks in the long run," Annals of Operations Research, Springer, vol. 295(1), pages 75-89, December.

   Cited by:

   1. Csóka, Péter & Bihary, Zsolt & Kondor, Gábor, 2018. "A részvénytartás spektrális kockázata hosszú távon [On the spectral measure of risk in holding stocks in the long run]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 687-700.
   2. Dávid Zoltán Szabó & Zsolt Bihary, 2023. "The riskiness of stock versus money market investment with stochastic rates," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 393-415, June.
   3. Josa-Fombellida, Ricardo & López-Casado, Paula, 2023. "A defined benefit pension plan game with Brownian and Poisson jumps uncertainty," European Journal of Operational Research, Elsevier, vol. 310(3), pages 1294-1311.

6. Peter Csoka & P. Jean-Jacques Herings, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," CERS-IE WORKING PAPERS 1701, Institute of Economics, Centre for Economic and Regional Studies.
   • Péter Csóka & P. Jean-Jacques Herings, 2021. "An Axiomatization of the Proportional Rule in Financial Networks," Management Science, INFORMS, vol. 67(5), pages 2799-2812, May.
   • Csoka, Péter & Herings, P. Jean-Jacques, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).

   Cited by:

   1. Ketelaars, Martijn & Borm, Peter & Quant, Marieke, 2019. "Decentralization and mutual liability rules," Discussion Paper 2019-035, Tilburg University, Center for Economic Research.
      • Ketelaars, Martijn & Borm, Peter & Quant, Marieke, 2019. "Decentralization and mutual liability rules," Other publications TiSEM fa745b4f-f959-41d0-8c9f-0, Tilburg University, School of Economics and Management.
      • Martijn Ketelaars & Peter Borm & Marieke Quant, 2020. "Decentralization and mutual liability rules," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(3), pages 577-599, December.
   2. Ketelaars, Martijn & Borm, Peter, 2021. "On the Unification of Centralized and Decentralized Clearing Mechanisms in Financial Networks," Other publications TiSEM 12e804bf-7091-4cf7-afd6-a, Tilburg University, School of Economics and Management.
      • Ketelaars, Martijn & Borm, Peter, 2021. "On the Unification of Centralized and Decentralized Clearing Mechanisms in Financial Networks," Discussion Paper 2021-015, Tilburg University, Center for Economic Research.
   3. Ketelaars, Martijn, 2024. "On the Compatibility of Composition Axioms in Financial Networks," Discussion Paper 2024-007, Tilburg University, Center for Economic Research.
   4. Gabrielle Demange, 2024. "On the resolution of cross-liabilities," Post-Print halshs-04156110, HAL.
      • Gabrielle Demange, 2021. "On the resolution of cross-liabilities," PSE Working Papers halshs-03151128, HAL.
      • Gabrielle Demange, 2024. "On the resolution of cross-liabilities," PSE-Ecole d'économie de Paris (Postprint) halshs-04156110, HAL.
      • Gabrielle Demange, 2021. "On the resolution of cross-liabilities," Working Papers halshs-03151128, HAL.
   5. Gabrielle Demange, 2020. "Resolution rules in a system of financially linked firms," Working Papers hal-02502413, HAL.
   6. Karol Flores-Szwagrzak & Jaume García-Segarra & Miguel Ginés-Vilar, 2020. "Priority and proportionality in bankruptcy," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 54(4), pages 559-579, April.
   7. Calleja, Pedro & Llerena, Francesc, 2024. "Proportional clearing mechanisms in financial systems: An axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 111(C).
   8. Csóka, Péter & Herings, Jean-Jacques P., 2016. "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP) 2016/14, Corvinus University of Budapest.
      • Peter Csoka & P. Jean-Jacques Herings, 2016. "Decentralized Clearing in Financial Networks," CERS-IE WORKING PAPERS 1603, Institute of Economics, Centre for Economic and Regional Studies.
      • Csóka, P. & Herings, P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
      • Péter Csóka & P. Jean-Jacques Herings, 2018. "Decentralized Clearing in Financial Networks," Management Science, INFORMS, vol. 64(10), pages 4681-4699, October.
   9. Ketelaars, Martijn, 2024. "Equity Consistency in Financial Networks," Other publications TiSEM 6821532b-151b-4ae3-9543-5, Tilburg University, School of Economics and Management.
   10. Gustavo Berganti~nos & Juan D. Moreno-Ternero, 2023. "Revenue sharing at music streaming platforms," Papers 2310.11861, arXiv.org.
   11. Mirjam Groote Schaarsberg & Hans Reijnierse & Peter Borm, 2018. "On solving mutual liability problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 87(3), pages 383-409, June.
   12. Ketelaars, Martijn, 2024. "Equity Consistency in Financial Networks," Discussion Paper 2024-017, Tilburg University, Center for Economic Research.
   13. Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Discussion Paper 2024-013, Tilburg University, Center for Economic Research.
       • Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Other publications TiSEM e1e1e64f-022b-4206-b7b3-b, Tilburg University, School of Economics and Management.
   14. Ketelaars, Martijn, 2024. "On the Compatibility of Composition Axioms in Financial Networks," Other publications TiSEM 041e8388-cc78-4d6b-b6ba-5, Tilburg University, School of Economics and Management.
   15. Csóka, Péter, 2017. "Az arányos csődszabály karakterizációja körbetartozások esetén [The characterization of the proportional rule in the case of circular liabilities]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 930-942.

7. Burak Can & Peter Csoka & Emre Ergin, 2017. "How to choose a non-manipulable delegation?," CERS-IE WORKING PAPERS 1713, Institute of Economics, Centre for Economic and Regional Studies.

   Cited by:

   1. Csóka, Péter & Kondor, Gábor, 2019. "Delegációk igazságos kiválasztása társadalmi választások elméletével [Choosing a fair delegation by social choice theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 771-787.

8. Csóka, Péter & Herings, Jean-Jacques P., 2016. "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP) 2016/14, Corvinus University of Budapest.
   • Péter Csóka & P. Jean-Jacques Herings, 2018. "Decentralized Clearing in Financial Networks," Management Science, INFORMS, vol. 64(10), pages 4681-4699, October.
   • Peter Csoka & P. Jean-Jacques Herings, 2016. "Decentralized Clearing in Financial Networks," CERS-IE WORKING PAPERS 1603, Institute of Economics, Centre for Economic and Regional Studies.
   • Csóka, P. & Herings, P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).

   Cited by:

   1. Peter Csoka & P. Jean-Jacques Herings, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," CERS-IE WORKING PAPERS 1701, Institute of Economics, Centre for Economic and Regional Studies.
      • Csoka, Péter & Herings, P. Jean-Jacques, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
      • Péter Csóka & P. Jean-Jacques Herings, 2021. "An Axiomatization of the Proportional Rule in Financial Networks," Management Science, INFORMS, vol. 67(5), pages 2799-2812, May.
   2. Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2023. "Duality in Financial Networks," Discussion Paper 2023-016, Tilburg University, Center for Economic Research.
      • Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2023. "Duality in Financial Networks," Other publications TiSEM 26750293-9599-4e05-9ae1-8, Tilburg University, School of Economics and Management.
   3. Ketelaars, Martijn & Borm, Peter & Quant, Marieke, 2019. "Decentralization and mutual liability rules," Discussion Paper 2019-035, Tilburg University, Center for Economic Research.
      • Ketelaars, Martijn & Borm, Peter & Quant, Marieke, 2019. "Decentralization and mutual liability rules," Other publications TiSEM fa745b4f-f959-41d0-8c9f-0, Tilburg University, School of Economics and Management.
      • Martijn Ketelaars & Peter Borm & Marieke Quant, 2020. "Decentralization and mutual liability rules," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(3), pages 577-599, December.
   4. Chao, Xiangrui & Ran, Qin & Chen, Jia & Li, Tie & Qian, Qian & Ergu, Daji, 2022. "Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions," International Review of Financial Analysis, Elsevier, vol. 80(C).
   5. Ketelaars, Martijn & Borm, Peter, 2021. "On the Unification of Centralized and Decentralized Clearing Mechanisms in Financial Networks," Other publications TiSEM 12e804bf-7091-4cf7-afd6-a, Tilburg University, School of Economics and Management.
      • Ketelaars, Martijn & Borm, Peter, 2021. "On the Unification of Centralized and Decentralized Clearing Mechanisms in Financial Networks," Discussion Paper 2021-015, Tilburg University, Center for Economic Research.
   6. Amy Whitaker & Roman Kräussl, 2020. "Fractional Equity, Blockchain, and the Future of Creative Work," Management Science, INFORMS, vol. 66(10), pages 4594-4611, October.
   7. Sudhölter, Peter & Calleja, Pedro & Llerena, Francesc, 2021. "On manipulability in financial systems," Discussion Papers on Economics 8/2021, University of Southern Denmark, Department of Economics.
      • Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2021. "On manipulability in financial systems," Working Papers 2072/534916, Universitat Rovira i Virgili, Department of Economics.
   8. Giuseppe Calafiore & Giulia Fracastoro & Anton V. Proskurnikov, 2021. "Optimal Clearing Payments in a Financial Contagion Model," Papers 2103.10872, arXiv.org, revised Feb 2024.
   9. Gerardo Ferrara & Sam Langfield & Zijun Liu & Tomohiro Ota, 2019. "Systemic illiquidity in the interbank network," Quantitative Finance, Taylor & Francis Journals, vol. 19(11), pages 1779-1795, November.
      • Langfield, Sam & Liu, Zijun & Ota, Tomohiro & Ferrara, Gerardo, 2018. "Systemic illiquidity in the interbank network," ESRB Working Paper Series 86, European Systemic Risk Board.
      • Ferrara, Gerardo & Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2016. "Systemic illiquidity in the interbank network," Bank of England working papers 586, Bank of England, revised 14 Aug 2017.
   10. Giuseppe C. Calafiore & Giulia Fracastoro & Anton V. Proskurnikov, 2022. "Clearing Payments in Dynamic Financial Networks," Papers 2201.12898, arXiv.org, revised May 2022.
   11. Jens Gudmundsson & Jens Leth Hougaard & Chiu Yu Ko, 2022. "Sharing sequentially triggered losses: Automatic conflict resolution through smart contracts," IFRO Working Paper 2020/05, University of Copenhagen, Department of Food and Resource Economics.
   12. Nizar Allouch & Maya Jalloul, 2017. "Strategic Default in Financial Networks," Studies in Economics 1721, School of Economics, University of Kent.
       • Nizar Allouch & Maya Jalloul, 2018. "Strategic Default in Financial Networks," Working Papers 852, Queen Mary University of London, School of Economics and Finance.
       • Allouch, Nizar & Jalloul, Maya & Duncan, Alfred, 2023. "Strategic default in financial networks," Games and Economic Behavior, Elsevier, vol. 142(C), pages 941-954.
       • Nizar Allouch & Maya Jalloul & Alfred Duncan, 2021. "Strategic Default in Financial Networks," Studies in Economics 2111, School of Economics, University of Kent.
   13. Amini, Hamed & Bichuch, Maxim & Feinstein, Zachary, 2023. "Decentralized payment clearing using blockchain and optimal bidding," European Journal of Operational Research, Elsevier, vol. 309(1), pages 409-420.
   14. Christian Masiak & Joern H. Block & Tobias Masiak & Matthias Neuenkirch & Katja N. Pielen, 2018. "The Market Cycles of ICOs, Bitcoin, and Ether," Research Papers in Economics 2018-04, University of Trier, Department of Economics.
   15. Robin Cubitt & Gijs Kuilen & Sujoy Mukerji, 2018. "The strength of sensitivity to ambiguity," Theory and Decision, Springer, vol. 85(3), pages 275-302, October.
       • Robin Cubitt & Gijs van de Kuilen & Sujoy Mukerji, 2017. "The Strength of Sensitivity to Ambiguity," Working Papers 836, Queen Mary University of London, School of Economics and Finance.
       • Robin Cubitt & Gijs van de Kuilen & Sujoy Mukerji, "undated". "The Strength of Sensitivity to Ambiguity," Working Papers 851, Queen Mary University of London, School of Economics and Finance.
   16. Matthew O. Jackson & Agathe Pernoud, 2020. "Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks," Papers 2012.12861, arXiv.org, revised Jul 2023.
       • Matthew O Jackson & Agathe Pernoud, 2024. "Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2017-2062.
   17. Ketelaars, Martijn, 2024. "Clearing in financial networks and dynamic investment under uncertainty," Other publications TiSEM 94768fb9-fd72-405d-a330-6, Tilburg University, School of Economics and Management.
   18. Berlinger, Edina & Váradi, Kata & Dömötör, Barbara & Illés, Ferenc, 2016. "A tőzsdei elszámolóházak vesztesége [The loss from central clearing houses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 993-1010.
   19. Martijn W. Ketelaars & Peter Borm, 2024. "On the unification of centralized and decentralized clearing mechanisms in financial networks," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 99(3), pages 205-231, June.
   20. Biró, Péter & Klijn, Flip & Pápai, Szilvia, 2022. "Serial Rules in a Multi-Unit Shapley-Scarf Market," Games and Economic Behavior, Elsevier, vol. 136(C), pages 428-453.
       • Péter Biró & Flip Klijn & Szilvia Pápai, 2021. "Serial Rules in a Multi-Unit Shapley-Scarf Market," Working Papers 1255, Barcelona School of Economics.
   21. Calleja, Pedro & Llerena, Francesc, 2024. "Proportional clearing mechanisms in financial systems: An axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 111(C).
   22. Wang Guizhou & Zhang Si & Yu Tao & Ning Yu, 2021. "A Systematic Overview of Blockchain Research," Journal of Systems Science and Information, De Gruyter, vol. 9(3), pages 205-238, June.
   23. Berlinger, Edina & Gosztonyi, Márton & Havran, Dániel & Pollák, Zoltán, 2023. "Interpersonal versus interbank lending networks: The role of intermediation in risk-sharing," Emerging Markets Review, Elsevier, vol. 54(C).
   24. Steffen Schuldenzucker & Sven Seuken & Stefano Battiston, 2020. "Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks," Management Science, INFORMS, vol. 66(5), pages 1981-1998, May.
   25. Gustavo Bergantiños & Juan D. Moreno-Ternero, 2020. "Sharing the Revenues from Broadcasting Sport Events," Management Science, INFORMS, vol. 66(6), pages 2417-2431, June.
       • Bergantiños, Gustavo & Moreno-Ternero, Juan D., 2018. "Sharing the revenues from broadcasting sport events," MPRA Paper 94311, University Library of Munich, Germany.
       • Gustavo Bergantiños & Juan D. Moreno-Ternero, 2018. "Sharing the revenues from broadcasting sport events," Working Papers 18.02, Universidad Pablo de Olavide, Department of Economics.
   26. Gustavo Berganti~nos & Juan D. Moreno-Ternero, 2023. "Revenue sharing at music streaming platforms," Papers 2310.11861, arXiv.org.
   27. Pedro Calleja & Francesc Llerena, 2023. "Proportional clearing mechanisms in financial systems: an axiomatic approach," UB School of Economics Working Papers 2023/442, University of Barcelona School of Economics.
   28. Giuseppe Calafiore & Giulia Fracastoro & Anton Proskurnikov, 2024. "Default Resilience and Worst-Case Effects in Financial Networks," Papers 2403.10631, arXiv.org.
   29. Mirjam Groote Schaarsberg & Hans Reijnierse & Peter Borm, 2018. "On solving mutual liability problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 87(3), pages 383-409, June.
   30. Deng, Yang & Zhang, Ziqing & Zhu, Li, 2021. "A model-based index for systemic risk contribution measurement in financial networks," Economic Modelling, Elsevier, vol. 95(C), pages 35-48.
   31. Isaac M. Sonin & Konstantin Sonin, 2020. "A Continuous-Time Model of Financial Clearing," Working Papers 2020-101, Becker Friedman Institute for Research In Economics.
       • Sonin, Konstantin & Sonin, Isaac, 2020. "A Continuous-Time Model of Financial Clearing," CEPR Discussion Papers 15117, C.E.P.R. Discussion Papers.
   32. Patel, Ritesh & Migliavacca, Milena & Oriani, Marco E., 2022. "Blockchain in banking and finance: A bibliometric review," Research in International Business and Finance, Elsevier, vol. 62(C).
   33. Váradi, Kata & Ladoniczki, Sára Kata, 2018. "Elszámolóházak alapbiztosítéki követelményeinek számítási módszertana [Numerical methodology in the basic insurance requirements of clearing houses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 780-809.
   34. Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Discussion Paper 2024-013, Tilburg University, Center for Economic Research.
       • Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Other publications TiSEM e1e1e64f-022b-4206-b7b3-b, Tilburg University, School of Economics and Management.
   35. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2016. "Konferencia a pénzügyi piacok likviditásáról. Sixth Annual Financial Market Liquidity Conference, 2015 [Conference on the liquidity of financial markets. Sixth Annual Financial Market Liquidity Con," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 461-469.
   36. Laszlo A. Koczy & Peter Biro & Balazs Sziklai, 2017. "US vs. European Apportionment Practices: The Conflict between Monotonicity and Proportionality," CERS-IE WORKING PAPERS 1716, Institute of Economics, Centre for Economic and Regional Studies.
   37. Panagiotis Kanellopoulos & Maria Kyropoulou & Hao Zhou, 2021. "Financial Network Games," Papers 2107.06623, arXiv.org.
   38. Yan, Guanghui & Wang, Shan & Li, Shikui & Lu, Binwei, 2022. "Multi-player dynamic game model for Bitcoin transaction bidding prediction," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
   39. Csóka, Péter, 2017. "Az arányos csődszabály karakterizációja körbetartozások esetén [The characterization of the proportional rule in the case of circular liabilities]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 930-942.
   40. Whitaker, Amy & Kräussl, Roman, 2018. "Blockchain, fractional ownership, and the future of creative work," CFS Working Paper Series 594, Center for Financial Studies (CFS).

9. Csoka, Péter & Herings, P. Jean-Jacques, 2016. "Decentralized Clearing in Financial Networks (RM/16/005-revised-)," Research Memorandum 037, Maastricht University, Graduate School of Business and Economics (GSBE).

   Cited by:

   1. Nizar Allouch & Maya Jalloul, 2017. "Strategic Default in Financial Networks," Studies in Economics 1721, School of Economics, University of Kent.
      • Nizar Allouch & Maya Jalloul, 2018. "Strategic Default in Financial Networks," Working Papers 852, Queen Mary University of London, School of Economics and Finance.
      • Allouch, Nizar & Jalloul, Maya & Duncan, Alfred, 2023. "Strategic default in financial networks," Games and Economic Behavior, Elsevier, vol. 142(C), pages 941-954.
      • Nizar Allouch & Maya Jalloul & Alfred Duncan, 2021. "Strategic Default in Financial Networks," Studies in Economics 2111, School of Economics, University of Kent.
   2. Berlinger, Edina & Váradi, Kata & Dömötör, Barbara & Illés, Ferenc, 2016. "A tőzsdei elszámolóházak vesztesége [The loss from central clearing houses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 993-1010.
   3. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2016. "Konferencia a pénzügyi piacok likviditásáról. Sixth Annual Financial Market Liquidity Conference, 2015 [Conference on the liquidity of financial markets. Sixth Annual Financial Market Liquidity Con," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 461-469.
   4. Laszlo A. Koczy & Peter Biro & Balazs Sziklai, 2017. "US vs. European Apportionment Practices: The Conflict between Monotonicity and Proportionality," CERS-IE WORKING PAPERS 1716, Institute of Economics, Centre for Economic and Regional Studies.

10. Peter Csoka, 2015. "Fair risk allocation in illiquid markets," CERS-IE WORKING PAPERS 1509, Institute of Economics, Centre for Economic and Regional Studies.
    • Csóka, Péter, 2017. "Fair risk allocation in illiquid markets," Finance Research Letters, Elsevier, vol. 21(C), pages 228-234.

    Cited by:

    1. Csóka, Péter & Hevér, Judit, 2018. "Portfolio valuation under liquidity constraints with permanent price impact," Finance Research Letters, Elsevier, vol. 26(C), pages 235-241.
       • Peter Csoka & Judit Hever, 2017. "Portfolio valuation under liquidity constraints with permanent price impact," CERS-IE WORKING PAPERS 1736, Institute of Economics, Centre for Economic and Regional Studies.
    2. Lim, Hanah, 2022. "Benefit attribution in financial systems with bilateral netting," Finance Research Letters, Elsevier, vol. 45(C).
    3. Hevér, Judit, 2020. "A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben [The effect of regulation on market liquidity: a general equilibrium approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 708-733.

11. Csóka, Péter & Pintér, Miklós, 2014. "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP) 2014/12, Corvinus University of Budapest.
    • Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
    • Csóka, Péter & Pintér, Miklós, 2010. "On the impossibility of fair risk allocation," MPRA Paper 26515, University Library of Munich, Germany.
    • Peter Csoka & Miklos Pinter, 2011. "On the Impossibility of Fair Risk Allocation," CERS-IE WORKING PAPERS 1117, Institute of Economics, Centre for Economic and Regional Studies.

    Cited by:

    1. Dora Balog, 2011. "Capital allocation in financial institutions: the Euler method," CERS-IE WORKING PAPERS 1126, Institute of Economics, Centre for Economic and Regional Studies.
    2. Hougaard, Jens Leth & Smilgins, Aleksandrs, 2016. "Risk capital allocation with autonomous subunits: The Lorenz set," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 151-157.
    3. Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra, 2011. "Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban [Methods of capital allocation and their characteristics in practice]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 619-632.
    4. Boonen, Tim J., 2017. "Risk Redistribution Games With Dual Utilities," ASTIN Bulletin, Cambridge University Press, vol. 47(1), pages 303-329, January.
    5. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," Corvinus Economics Working Papers (CEWP) 2014/13, Corvinus University of Budapest.
       • Dóra Balog & Tamás László Bátyi & Péter Csóka & Miklós Pintér, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," CERS-IE WORKING PAPERS 1417, Institute of Economics, Centre for Economic and Regional Studies.
    6. Miklós Pintér, 2015. "Young’s axiomatization of the Shapley value: a new proof," Annals of Operations Research, Springer, vol. 235(1), pages 665-673, December.

12. Péter Csóka & P. Jean-Jacques Herings, 2014. "Risk Allocation under Liquidity Constraints," Working Papers 2014.47, Fondazione Eni Enrico Mattei.
    • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
    • Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
    • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development 172703, Fondazione Eni Enrico Mattei (FEEM).
    • Peter Csoka & P. Jean-Jacques Herings, 2013. "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS 1331, Institute of Economics, Centre for Economic and Regional Studies.

    Cited by:

    1. Dóra Balog, 2017. "Capital Allocation in the Insurance Sector," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(3), pages 74-97.
    2. Hougaard, Jens Leth & Smilgins, Aleksandrs, 2016. "Risk capital allocation with autonomous subunits: The Lorenz set," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 151-157.
    3. Csóka, Péter & Hevér, Judit, 2018. "Portfolio valuation under liquidity constraints with permanent price impact," Finance Research Letters, Elsevier, vol. 26(C), pages 235-241.
       • Peter Csoka & Judit Hever, 2017. "Portfolio valuation under liquidity constraints with permanent price impact," CERS-IE WORKING PAPERS 1736, Institute of Economics, Centre for Economic and Regional Studies.
    4. Judit Hevér & Péter Csóka, 2023. "The effect of funding liquidity regulation and ESG promotion on market liquidity," CERS-IE WORKING PAPERS 2307, Institute of Economics, Centre for Economic and Regional Studies.
    5. Hevér, Judit, 2017. "A likviditás és a permanens árhatás szerepe a portfólióértékelésben [The role of liquidity policy and permanent price impact in portfolio valuation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 594-611.
    6. Peter Csoka & Judit Hever, 2023. "The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity," MNB Working Papers 2023/1, Magyar Nemzeti Bank (Central Bank of Hungary).
    7. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2017. "Properties and comparison of risk capital allocation methods," European Journal of Operational Research, Elsevier, vol. 259(2), pages 614-625.
    8. Hevér, Judit, 2020. "A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben [The effect of regulation on market liquidity: a general equilibrium approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 708-733.

13. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," Corvinus Economics Working Papers (CEWP) 2014/13, Corvinus University of Budapest.
    • Dóra Balog & Tamás László Bátyi & Péter Csóka & Miklós Pintér, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," CERS-IE WORKING PAPERS 1417, Institute of Economics, Centre for Economic and Regional Studies.

    Cited by:

    1. Peter Csoka & Miklos Pinter, 2011. "On the Impossibility of Fair Risk Allocation," CERS-IE WORKING PAPERS 1117, Institute of Economics, Centre for Economic and Regional Studies.
       • Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
       • Csóka, Péter & Pintér, Miklós, 2010. "On the impossibility of fair risk allocation," MPRA Paper 26515, University Library of Munich, Germany.
       • Csóka, Péter & Pintér, Miklós, 2014. "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP) 2014/12, Corvinus University of Budapest.
    2. Csóka, Péter, 2017. "Fair risk allocation in illiquid markets," Finance Research Letters, Elsevier, vol. 21(C), pages 228-234.
       • Peter Csoka, 2015. "Fair risk allocation in illiquid markets," CERS-IE WORKING PAPERS 1509, Institute of Economics, Centre for Economic and Regional Studies.

14. Peter Csoka & Daniel Havran & Nora Szucs, 2013. "Corporate financing under moral hazard and the default risk of buyers," CERS-IE WORKING PAPERS 1322, Institute of Economics, Centre for Economic and Regional Studies.
    • Péter Csóka & Dániel Havran & Nóra Szűcs, 2015. "Corporate financing under moral hazard and the default risk of buyers," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(4), pages 763-778, December.

    Cited by:

    1. Edina Berlinger & Anita Lovas & Péter Juhász, 2017. "State subsidy and moral hazard in corporate financing," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(4), pages 743-770, December.
       • Berlinger, Edina & Lovas, Anita & Juhász, Péter, 2015. "State subsidy and moral hazard in corporate financing," Corvinus Economics Working Papers (CEWP) 2015/22, Corvinus University of Budapest.
    2. Hong Cheng & Yingsheng Su & Jinjiang Yan & Xianyu Wang & Mingyang Li, 2019. "The Incentive Model in Supply Chain with Trade Credit and Default Risk," Complexity, Hindawi, vol. 2019, pages 1-11, May.
    3. Fliszár, Vilmos, 2015. "Csökkenthető-e a referencia-kamatlábak manipulálásának valószínűsége?. Lehetséges irányok egy egyszerűsített modell alapján [Can reference interest-rate manipulation be decreased?. Possible directi," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1158-1171.
    4. Ferenc Forgó & László Kóczy & Miklós Pintér, 2015. "Editorial," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(4), pages 723-725, December.
    5. Berlinger, Edina & Juhász, Péter & Lovas, Anita, 2015. "Az állami támogatás hatása a projektfinanszírozásra erkölcsi kockázat és pozitív externáliák mellett. Szerződéselméleti megközelítés [The impact of state subsidy on project financing under moral ha," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 139-171.

15. Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy & Miklós Pintér, 2009. "Convex and Exact Games with Non-transferable Utility," Working Paper Series 0904, Óbuda University, Keleti Faculty of Business and Management.
    • Csóka, Péter & Jean-Jacques Herings, P. & Kóczy, László Á. & Pintér, Miklós, 2011. "Convex and exact games with non-transferable utility," European Journal of Operational Research, Elsevier, vol. 209(1), pages 57-62, February.
    • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á. & Pintér, M., 2009. "Convex and Exact Games with Non-transferable Utility," Research Memorandum 031, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Junnosuke Shino & Shinichi Ishihara & Shimpei Yamauchi, 2022. "Shapley Mapping and Its Axiomatizations in n -Person Cooperative Interval Games," Mathematics, MDPI, vol. 10(21), pages 1-14, October.
    2. Elena Parilina & Stepan Akimochkin, 2021. "Cooperative Stochastic Games with Mean-Variance Preferences," Mathematics, MDPI, vol. 9(3), pages 1-15, January.
    3. Bezalel Peleg & Peter Sudhölter, 2015. "On Bargaining Sets of Convex NTU Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 17(04), pages 1-7.
       • Peleg, Bezalel & Sudhölter, Peter, 2014. "On Bargaining Sets of Convex NTU Games," Discussion Papers on Economics 19/2014, University of Southern Denmark, Department of Economics.
       • Bezalel Peleg & Peter Sudholter, 2015. "On Bargaining Sets of Convex NTU Games," Discussion Paper Series dp681, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    4. M. G. Fiestras-Janeiro & I. García-Jurado & A. Meca & M. A. Mosquera, 2020. "On benefits of cooperation under strategic power," Annals of Operations Research, Springer, vol. 288(1), pages 285-306, May.
    5. László Á. Kóczy, 2018. "Partition Function Form Games," Theory and Decision Library C, Springer, number 978-3-319-69841-0, March.
    6. Nessah, Rabia & Tazdaı¨t, Tarik, 2013. "Absolute optimal solution for a compact and convex game," European Journal of Operational Research, Elsevier, vol. 224(2), pages 353-361.
       • Rabia Nessah & Tarik Tazdaït, 2013. "Absolute optimal solution for a compact and convex game," Post-Print hal-00785033, HAL.
       • Rabia Nessah, 2010. "Absolute Optimal Solution For a Compact and Convex Game," Working Papers 2010-ECO-07, IESEG School of Management.
    7. Jesús Getán & Josep Izquierdo & Jesús Montes & Carles Rafels, 2015. "The bargaining set for almost-convex games," Annals of Operations Research, Springer, vol. 225(1), pages 83-89, February.
    8. Arantza Estévez-Fernández & Peter Borm & M. Gloria Fiestras-Janeiro, 2020. "Nontransferable utility bankruptcy games," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(1), pages 154-177, April.
       • Arantza Estévez-Fernández & Peter Borm & M. Gloria Fiestras-Janeiro, 2014. "Nontransferable Utility Bankruptcy Games," Tinbergen Institute Discussion Papers 14-030/II, Tinbergen Institute.
    9. Donald Nganmegni Njoya & Issofa Moyouwou & Nicolas Gabriel Andjiga, 2021. "The equal-surplus Shapley value for chance-constrained games on finite sample spaces," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(3), pages 463-499, June.
    10. Pintér, Miklós, 2016. "A cardinal convex game with empty core," Mathematical Social Sciences, Elsevier, vol. 83(C), pages 9-10.
    11. Yan-An Hwang, 2013. "A note on the core," Journal of Global Optimization, Springer, vol. 55(3), pages 627-632, March.
    12. Berden, Caroline & Peters, Hans & Robles, Laura & Vermeulen, Dries, 2022. "Strategic transfers between cooperative games," Games and Economic Behavior, Elsevier, vol. 133(C), pages 77-84.
    13. Yang, Jian & Li, Jianbin, 2020. "Cooperative game with nondeterministic returns," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 123-140.
    14. Péter Csóka & P. Herings & László Kóczy, 2011. "Balancedness conditions for exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 41-52, August.
        • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Balancedness conditions for exact games," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Balancedness Conditions for Exact Games," Working Paper Series 0805, Óbuda University, Keleti Faculty of Business and Management, revised May 2008.
    15. Keyzer, Michiel & van Wesenbeeck, Cornelia, 2011. "Optimal coalition formation and surplus distribution: Two sides of one coin," European Journal of Operational Research, Elsevier, vol. 215(3), pages 604-615, December.

16. Bochet, O.L.A. & Klaus, B.E., 2007. "A note on Dasgupta, Hammond, and Maskin's (1979) domain richness condition," Research Memorandum 039, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Lohmann, E. & Borm, P.J.A. & Herings, P.J.J., 2011. "Minimal exact balancedness," Research Memorandum 009, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
       • Lohmann, E.R.M.A. & Borm, P.E.M. & Herings, P.J.J., 2011. "Minimal Exact Balancedness," Discussion Paper 2011-012, Tilburg University, Center for Economic Research.
       • Lohmann, E.R.M.A. & Borm, P.E.M. & Herings, P.J.J., 2011. "Minimal Exact Balancedness," Other publications TiSEM 9255deed-69d2-4d64-adbe-5, Tilburg University, School of Economics and Management.
       • Lohmann, E. & Borm, P. & Herings, P.J.J., 2012. "Minimal exact balancedness," Mathematical Social Sciences, Elsevier, vol. 64(2), pages 127-135.
    2. Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Stable allocations of risk," Research Memorandum 041, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
       • Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007. "Stable Allocations of Risk," CERS-IE WORKING PAPERS 0704, Institute of Economics, Centre for Economic and Regional Studies.
       • Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009. "Stable allocations of risk," Games and Economic Behavior, Elsevier, vol. 67(1), pages 266-276, September.
       • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Stable Allocations of Risk," Working Paper Series 0802, Óbuda University, Keleti Faculty of Business and Management, revised Apr 2008.
    3. Arantza Estevez-Fernandez, 2011. "New Characterizations for Largeness of the Core," Tinbergen Institute Discussion Papers 11-086/1, Tinbergen Institute.
       • Estévez-Fernández, Arantza, 2012. "New characterizations for largeness of the core," Games and Economic Behavior, Elsevier, vol. 76(1), pages 160-180.
    4. Péter Csóka & P. Herings & László Kóczy, 2011. "Balancedness conditions for exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 41-52, August.
       • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Balancedness conditions for exact games," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
       • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Balancedness Conditions for Exact Games," Working Paper Series 0805, Óbuda University, Keleti Faculty of Business and Management, revised May 2008.

17. Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007. "Stable Allocations of Risk," CERS-IE WORKING PAPERS 0704, Institute of Economics, Centre for Economic and Regional Studies.
    • Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009. "Stable allocations of risk," Games and Economic Behavior, Elsevier, vol. 67(1), pages 266-276, September.
    • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Stable allocations of risk," Research Memorandum 041, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Stable Allocations of Risk," Working Paper Series 0802, Óbuda University, Keleti Faculty of Business and Management, revised Apr 2008.

    Cited by:

    1. Kao, Lie-Jane, 2015. "A portfolio-invariant capital allocation scheme penalizing concentration risk," Economic Modelling, Elsevier, vol. 51(C), pages 560-570.
    2. Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems," Discussion Paper 2012-091, Tilburg University, Center for Economic Research.
       • Boonen, Tim J. & De Waegenaere, Anja & Norde, Henk, 2020. "A generalization of the Aumann–Shapley value for risk capital allocation problems," European Journal of Operational Research, Elsevier, vol. 282(1), pages 277-287.
    3. Bochet, O.L.A. & Klaus, B.E., 2007. "A note on Dasgupta, Hammond, and Maskin's (1979) domain richness condition," Research Memorandum 039, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    4. Jens Leth Hougaard & Aleksandrs Smilgins, 2014. "Risk Capital Allocation: The Lorenz Set," MSAP Working Paper Series 03_2014, University of Copenhagen, Department of Food and Resource Economics.
    5. Elena Parilina & Stepan Akimochkin, 2021. "Cooperative Stochastic Games with Mean-Variance Preferences," Mathematics, MDPI, vol. 9(3), pages 1-15, January.
    6. Karl Michael Ortmann, 2016. "The link between the Shapley value and the beta factor," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 311-325, November.
    7. Tomáš Kroupa & Milan Studený, 2019. "Facets of the cone of totally balanced games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 90(2), pages 271-300, October.
    8. Lohmann, E. & Borm, P.J.A. & Herings, P.J.J., 2011. "Minimal exact balancedness," Research Memorandum 009, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
       • Lohmann, E.R.M.A. & Borm, P.E.M. & Herings, P.J.J., 2011. "Minimal Exact Balancedness," Discussion Paper 2011-012, Tilburg University, Center for Economic Research.
       • Lohmann, E.R.M.A. & Borm, P.E.M. & Herings, P.J.J., 2011. "Minimal Exact Balancedness," Other publications TiSEM 9255deed-69d2-4d64-adbe-5, Tilburg University, School of Economics and Management.
       • Lohmann, E. & Borm, P. & Herings, P.J.J., 2012. "Minimal exact balancedness," Mathematical Social Sciences, Elsevier, vol. 64(2), pages 127-135.
    9. Dolors Berga & Bernardo Moreno, 2007. "Strategic Requirements with Indifference: Single-Peaked versus Single-Plateaued Preferences," Working Papers 325, Barcelona School of Economics.
       • Dolors Berga & Bernardo Moreno, 2008. "Strategic Requirements with Indifference: Single-Peaked versus Single-Plateaued Preferences," Working Papers 2008-7, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
       • Dolors Berga & Bernardo Moreno, 2009. "Strategic requirements with indifference: single-peaked versus single-plateaued preferences," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 32(2), pages 275-298, February.
    10. Péter Csóka & P. Jean-Jacques Herings, 2014. "Risk Allocation under Liquidity Constraints," Working Papers 2014.47, Fondazione Eni Enrico Mattei.
        • Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
        • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
        • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development 172703, Fondazione Eni Enrico Mattei (FEEM).
        • Peter Csoka & P. Jean-Jacques Herings, 2013. "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS 1331, Institute of Economics, Centre for Economic and Regional Studies.
    11. Dóra Balog, 2017. "Capital Allocation in the Insurance Sector," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(3), pages 74-97.
    12. Peter Csoka & Miklos Pinter, 2011. "On the Impossibility of Fair Risk Allocation," CERS-IE WORKING PAPERS 1117, Institute of Economics, Centre for Economic and Regional Studies.
        • Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
        • Csóka, Péter & Pintér, Miklós, 2010. "On the impossibility of fair risk allocation," MPRA Paper 26515, University Library of Munich, Germany.
        • Csóka, Péter & Pintér, Miklós, 2014. "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP) 2014/12, Corvinus University of Budapest.
    13. Judit Karsai, 2009. ""The End of the Golden Age" - The Developments of the Venture Capital and Private Equity Industry in Central and Eastern Europe," CERS-IE WORKING PAPERS 0901, Institute of Economics, Centre for Economic and Regional Studies.
    14. Dora Balog, 2011. "Capital allocation in financial institutions: the Euler method," CERS-IE WORKING PAPERS 1126, Institute of Economics, Centre for Economic and Regional Studies.
    15. Hougaard, Jens Leth & Smilgins, Aleksandrs, 2016. "Risk capital allocation with autonomous subunits: The Lorenz set," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 151-157.
    16. Csóka, Péter, 2017. "Fair risk allocation in illiquid markets," Finance Research Letters, Elsevier, vol. 21(C), pages 228-234.
        • Peter Csoka, 2015. "Fair risk allocation in illiquid markets," CERS-IE WORKING PAPERS 1509, Institute of Economics, Centre for Economic and Regional Studies.
    17. Thành Nguyen, 2015. "Coalitional Bargaining in Networks," Operations Research, INFORMS, vol. 63(3), pages 501-511, June.
    18. Stefano Moretti & Henk Norde, 2021. "A note on weighted multi-glove games," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 57(4), pages 721-732, November.
    19. Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy & Miklós Pintér, 2009. "Convex and Exact Games with Non-transferable Utility," Working Paper Series 0904, Óbuda University, Keleti Faculty of Business and Management.
        • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á. & Pintér, M., 2009. "Convex and Exact Games with Non-transferable Utility," Research Memorandum 031, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • Csóka, Péter & Jean-Jacques Herings, P. & Kóczy, László Á. & Pintér, Miklós, 2011. "Convex and exact games with non-transferable utility," European Journal of Operational Research, Elsevier, vol. 209(1), pages 57-62, February.
    20. Gabriele Canna & Francesca Centrone & Emanuela Rosazza Gianin, 2021. "Capital Allocation Rules and the No-Undercut Property," Mathematics, MDPI, vol. 9(2), pages 1-13, January.
    21. Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra, 2011. "Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban [Methods of capital allocation and their characteristics in practice]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 619-632.
    22. Borrero, D.V. & Hinojosa, M.A. & Mármol, A.M., 2016. "DEA production games and Owen allocations," European Journal of Operational Research, Elsevier, vol. 252(3), pages 921-930.
    23. Boonen, Tim J. & Tsanakas, Andreas & Wüthrich, Mario V., 2017. "Capital allocation for portfolios with non-linear risk aggregation," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 95-106.
    24. Péter Csóka & P. Herings & László Kóczy, 2011. "Balancedness conditions for exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 41-52, August.
        • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Balancedness conditions for exact games," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Balancedness Conditions for Exact Games," Working Paper Series 0805, Óbuda University, Keleti Faculty of Business and Management, revised May 2008.
    25. Bernardi Mauro & Roy Cerqueti & Arsen Palestini, 2016. "Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall," Papers 1608.02365, arXiv.org.
    26. Boonen, Tim J., 2017. "Risk Redistribution Games With Dual Utilities," ASTIN Bulletin, Cambridge University Press, vol. 47(1), pages 303-329, January.
    27. Zhi Chen & Weijun Xie, 2021. "Sharing the value‐at‐risk under distributional ambiguity," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 531-559, January.
    28. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," Corvinus Economics Working Papers (CEWP) 2014/13, Corvinus University of Budapest.
        • Dóra Balog & Tamás László Bátyi & Péter Csóka & Miklós Pintér, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," CERS-IE WORKING PAPERS 1417, Institute of Economics, Centre for Economic and Regional Studies.
    29. Dóra Balog, 2010. "Risk based capital allocation," Proceedings of FIKUSZ '10, in: László Áron Kóczy (ed.),Proceedings of FIKUSZ 2010, pages 17-26, Óbuda University, Keleti Faculty of Business and Management.
    30. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2017. "Properties and comparison of risk capital allocation methods," European Journal of Operational Research, Elsevier, vol. 259(2), pages 614-625.
    31. Andras Simonovits, 2009. "When and How to Subsidize Tax-Favored Retirement Accounts?," CERS-IE WORKING PAPERS 0902, Institute of Economics, Centre for Economic and Regional Studies.
    32. Widodo, Erwin & Rochmadhan, Oryza Akbar & Lukmandono, & Januardi,, 2022. "Modeling Bayesian inspection game for non-performing loan problems," Operations Research Perspectives, Elsevier, vol. 9(C).
    33. Milan Studený & Václav Kratochvíl, 2022. "Facets of the cone of exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 95(1), pages 35-80, February.
    34. Hevér, Judit, 2020. "A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben [The effect of regulation on market liquidity: a general equilibrium approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 708-733.

18. Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Balancedness Conditions for Exact Games," Working Paper Series 0805, Óbuda University, Keleti Faculty of Business and Management, revised May 2008.
    • Péter Csóka & P. Herings & László Kóczy, 2011. "Balancedness conditions for exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 41-52, August.
    • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Balancedness conditions for exact games," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Bochet, O.L.A. & Klaus, B.E., 2007. "A note on Dasgupta, Hammond, and Maskin's (1979) domain richness condition," Research Memorandum 039, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    2. Lohmann, E. & Borm, P.J.A. & Herings, P.J.J., 2011. "Minimal exact balancedness," Research Memorandum 009, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
       • Lohmann, E.R.M.A. & Borm, P.E.M. & Herings, P.J.J., 2011. "Minimal Exact Balancedness," Discussion Paper 2011-012, Tilburg University, Center for Economic Research.
       • Lohmann, E.R.M.A. & Borm, P.E.M. & Herings, P.J.J., 2011. "Minimal Exact Balancedness," Other publications TiSEM 9255deed-69d2-4d64-adbe-5, Tilburg University, School of Economics and Management.
       • Lohmann, E. & Borm, P. & Herings, P.J.J., 2012. "Minimal exact balancedness," Mathematical Social Sciences, Elsevier, vol. 64(2), pages 127-135.
    3. Arantza Estevez-Fernandez, 2011. "New Characterizations for Largeness of the Core," Tinbergen Institute Discussion Papers 11-086/1, Tinbergen Institute.
       • Estévez-Fernández, Arantza, 2012. "New characterizations for largeness of the core," Games and Economic Behavior, Elsevier, vol. 76(1), pages 160-180.
    4. Michel Grabisch & Peter Sudhölter, 2014. "On the restricted cores and the bounded core of games on distributive lattices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00950109, HAL.
       • Michel Grabisch & Peter Sudhölter, 2012. "On the restricted cores and the bounded core of games on distributive lattices," Post-Print halshs-00748331, HAL.
       • Grabisch, Michel & Sudhölter, Peter, 2012. "On the restricted cores and the bounded core of games on distributive lattices," Discussion Papers on Economics 22/2012, University of Southern Denmark, Department of Economics.
       • Michel Grabisch & Peter Sudhölter, 2012. "On the restricted cores and the bounded core of games on distributive lattices," Documents de travail du Centre d'Economie de la Sorbonne 12067, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
       • Michel Grabisch & Peter Sudhölter, 2014. "On the restricted cores and the bounded core of games on distributive lattices," Post-Print halshs-00950109, HAL.
       • Grabisch, Michel & Sudhölter, Peter, 2014. "On the restricted cores and the bounded core of games on distributive lattices," European Journal of Operational Research, Elsevier, vol. 235(3), pages 709-717.
       • Michel Grabisch & Peter Sudhölter, 2014. "On the restricted cores and the bounded core of games on distributive lattices," PSE-Ecole d'économie de Paris (Postprint) halshs-00950109, HAL.
       • Michel Grabisch & Peter Sudhölter, 2012. "On the restricted cores and the bounded core of games on distributive lattices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00748331, HAL.
    5. Miguel Ángel Mirás Calvo & Carmen Quinteiro Sandomingo & Estela Sánchez Rodríguez, 2020. "The boundary of the core of a balanced game: face games," International Journal of Game Theory, Springer;Game Theory Society, vol. 49(2), pages 579-599, June.
    6. Péter Csóka & P. Herings & László Kóczy, 2011. "Balancedness conditions for exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 41-52, August.
       • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Balancedness conditions for exact games," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
       • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Balancedness Conditions for Exact Games," Working Paper Series 0805, Óbuda University, Keleti Faculty of Business and Management, revised May 2008.
    7. Milan Studený & Václav Kratochvíl, 2022. "Facets of the cone of exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 95(1), pages 35-80, February.

19. Péter Csóka & Jean-Jacques Herings & László Kóczy, 2006. "Coherent Measures of Risk from a General Equilibrium Perspective," CERS-IE WORKING PAPERS 0611, Institute of Economics, Centre for Economic and Regional Studies, revised 30 Aug 2006.
    • Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007. "Coherent measures of risk from a general equilibrium perspective," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2517-2534, August.
    • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2006. "Coherent measures of risk from a general equilibrium perspective," Research Memorandum 016, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Dávid Csercsik & László Á. Kóczy, 2017. "Efficiency and Stability in Electrical Power Transmission Networks: a Partition Function Form Approach," Networks and Spatial Economics, Springer, vol. 17(4), pages 1161-1184, December.
    2. Zsolt Bihary & Péter Csóka & Dávid Zoltán Szabó, 2020. "Spectral risk measure of holding stocks in the long run," Annals of Operations Research, Springer, vol. 295(1), pages 75-89, December.
       • Zsolt Bihary & Peter Csoka & David Zoltan Szabo, 2018. "Spectral risk measure of holding stocks in the long run," CERS-IE WORKING PAPERS 1812, Institute of Economics, Centre for Economic and Regional Studies.
    3. Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Stable allocations of risk," Research Memorandum 041, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
       • Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007. "Stable Allocations of Risk," CERS-IE WORKING PAPERS 0704, Institute of Economics, Centre for Economic and Regional Studies.
       • Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009. "Stable allocations of risk," Games and Economic Behavior, Elsevier, vol. 67(1), pages 266-276, September.
       • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Stable Allocations of Risk," Working Paper Series 0802, Óbuda University, Keleti Faculty of Business and Management, revised Apr 2008.
    4. Péter Csóka & P. Jean-Jacques Herings, 2014. "Risk Allocation under Liquidity Constraints," Working Papers 2014.47, Fondazione Eni Enrico Mattei.
       • Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
       • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
       • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development 172703, Fondazione Eni Enrico Mattei (FEEM).
       • Peter Csoka & P. Jean-Jacques Herings, 2013. "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS 1331, Institute of Economics, Centre for Economic and Regional Studies.
    5. Ormos Mihály & Timotity Dusán, 2017. "The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 17(2), pages 1-14, June.
       • Mihaly Ormos & Dusan Timotity, 2017. "The case of 'Less is more': Modelling risk-preference with Expected Downside Risk," Papers 1704.05332, arXiv.org.
    6. Csóka, Péter & Bihary, Zsolt & Kondor, Gábor, 2018. "A részvénytartás spektrális kockázata hosszú távon [On the spectral measure of risk in holding stocks in the long run]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 687-700.
    7. Peter Csoka & Miklos Pinter, 2011. "On the Impossibility of Fair Risk Allocation," CERS-IE WORKING PAPERS 1117, Institute of Economics, Centre for Economic and Regional Studies.
       • Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
       • Csóka, Péter & Pintér, Miklós, 2010. "On the impossibility of fair risk allocation," MPRA Paper 26515, University Library of Munich, Germany.
       • Csóka, Péter & Pintér, Miklós, 2014. "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP) 2014/12, Corvinus University of Budapest.
    8. Dora Balog, 2011. "Capital allocation in financial institutions: the Euler method," CERS-IE WORKING PAPERS 1126, Institute of Economics, Centre for Economic and Regional Studies.
    9. Laszlo A. Koczy, 2019. "The risk-based core for cooperative games with uncertainty," CERS-IE WORKING PAPERS 1906, Institute of Economics, Centre for Economic and Regional Studies.
    10. Shahid Ebrahim, M. & Hussain, Sikandar, 2010. "Financial development and asset valuation: The special case of real estate," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 150-162, January.
    11. Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra, 2011. "Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban [Methods of capital allocation and their characteristics in practice]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 619-632.
    12. Péter Csóka & P. Herings & László Kóczy, 2011. "Balancedness conditions for exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 41-52, August.
        • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Balancedness conditions for exact games," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
        • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Balancedness Conditions for Exact Games," Working Paper Series 0805, Óbuda University, Keleti Faculty of Business and Management, revised May 2008.
    13. Bernardi Mauro & Roy Cerqueti & Arsen Palestini, 2016. "Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall," Papers 1608.02365, arXiv.org.
    14. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," Corvinus Economics Working Papers (CEWP) 2014/13, Corvinus University of Budapest.
        • Dóra Balog & Tamás László Bátyi & Péter Csóka & Miklós Pintér, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," CERS-IE WORKING PAPERS 1417, Institute of Economics, Centre for Economic and Regional Studies.
    15. Nicos Scordis, 2011. "The Morality of Risk Modeling," Journal of Business Ethics, Springer, vol. 103(1), pages 7-16, April.
    16. Kountzakis, C. & Polyrakis, I.A., 2013. "Coherent risk measures in general economic models and price bubbles," Journal of Mathematical Economics, Elsevier, vol. 49(3), pages 201-209.
    17. Annette Hofmann & Nicos A. Scordis, 2018. "Challenges in Applying Risk Management Concepts in Practice: A Perspective," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 21(2), pages 309-333, September.
    18. Dóra Balog, 2010. "Risk based capital allocation," Proceedings of FIKUSZ '10, in: László Áron Kóczy (ed.),Proceedings of FIKUSZ 2010, pages 17-26, Óbuda University, Keleti Faculty of Business and Management.
    19. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2017. "Properties and comparison of risk capital allocation methods," European Journal of Operational Research, Elsevier, vol. 259(2), pages 614-625.
    20. Hevér, Judit, 2020. "A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben [The effect of regulation on market liquidity: a general equilibrium approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 708-733.

Articles

1. Peter Csoka & P. Jean-Jacques Herings, 2022. "Centralized clearing mechanisms: A programming approach," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 7(1), pages 45-69, December.

   Cited by:

   1. Ketelaars, Martijn, 2024. "Clearing in financial networks and dynamic investment under uncertainty," Other publications TiSEM 94768fb9-fd72-405d-a330-6, Tilburg University, School of Economics and Management.
   2. Martijn W. Ketelaars & Peter Borm, 2024. "On the unification of centralized and decentralized clearing mechanisms in financial networks," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 99(3), pages 205-231, June.
   3. Ola Andersson & Lif Nelander, 2021. "Nudge the Lunch: A Field Experiment Testing Menu-Primacy Effects on Lunch Choices," Games, MDPI, vol. 12(1), pages 1-19, January.
   4. Ingebretsen Carlson, Jim & Wu, Tingting, 2018. "Shill Bidding and Information in Sequential Auctions: A Laboratory Study," Working Papers 2018:18, Lund University, Department of Economics.
   5. Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Discussion Paper 2024-013, Tilburg University, Center for Economic Research.
      • Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Other publications TiSEM e1e1e64f-022b-4206-b7b3-b, Tilburg University, School of Economics and Management.
   6. Ghosh, Gagan & Liu, Heng, 2021. "Sequential auctions with ambiguity," Journal of Economic Theory, Elsevier, vol. 197(C).

2. Csóka, Péter & Illés, Ferenc & Solymosi, Tamás, 2022. "On the Shapley value of liability games," European Journal of Operational Research, Elsevier, vol. 300(1), pages 378-386.
   • Peter Csoka & Ferenc Illes & Tamas Solymosi, 2020. "On the Shapley value of liability games," CERS-IE WORKING PAPERS 2001, Institute of Economics, Centre for Economic and Regional Studies.
   See citations under working paper version above.
3. Péter Csóka & P. Jean-Jacques Herings, 2021. "An Axiomatization of the Proportional Rule in Financial Networks," Management Science, INFORMS, vol. 67(5), pages 2799-2812, May.
   • Peter Csoka & P. Jean-Jacques Herings, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," CERS-IE WORKING PAPERS 1701, Institute of Economics, Centre for Economic and Regional Studies.
   • Csoka, Péter & Herings, P. Jean-Jacques, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
   See citations under working paper version above.
4. Zsolt Bihary & Péter Csóka & Dávid Zoltán Szabó, 2020. "Spectral risk measure of holding stocks in the long run," Annals of Operations Research, Springer, vol. 295(1), pages 75-89, December.
   • Zsolt Bihary & Peter Csoka & David Zoltan Szabo, 2018. "Spectral risk measure of holding stocks in the long run," CERS-IE WORKING PAPERS 1812, Institute of Economics, Centre for Economic and Regional Studies.
   See citations under working paper version above.
5. Péter Csóka & P. Jean-Jacques Herings, 2018. "Decentralized Clearing in Financial Networks," Management Science, INFORMS, vol. 64(10), pages 4681-4699, October.
   • Csóka, Péter & Herings, Jean-Jacques P., 2016. "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP) 2016/14, Corvinus University of Budapest.
   • Peter Csoka & P. Jean-Jacques Herings, 2016. "Decentralized Clearing in Financial Networks," CERS-IE WORKING PAPERS 1603, Institute of Economics, Centre for Economic and Regional Studies.
   • Csóka, P. & Herings, P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
   See citations under working paper version above.
6. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2017. "Properties and comparison of risk capital allocation methods," European Journal of Operational Research, Elsevier, vol. 259(2), pages 614-625.

   Cited by:

   1. Pablo Durán-Santomil & Luís Otero-González, 2022. "Capital Allocation Methods under Solvency II: A Comparative Analysis," Mathematics, MDPI, vol. 10(3), pages 1-14, January.
   2. Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems," Discussion Paper 2012-091, Tilburg University, Center for Economic Research.
      • Boonen, Tim J. & De Waegenaere, Anja & Norde, Henk, 2020. "A generalization of the Aumann–Shapley value for risk capital allocation problems," European Journal of Operational Research, Elsevier, vol. 282(1), pages 277-287.
   3. M. G. Fiestras-Janeiro & I. García-Jurado & A. Meca & M. A. Mosquera, 2020. "On benefits of cooperation under strategic power," Annals of Operations Research, Springer, vol. 288(1), pages 285-306, May.
   4. Jaume Belles-Sampera & Montserrat Guillen & Miguel Santolino, 2023. "Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem," Mathematics, MDPI, vol. 11(18), pages 1-17, September.
   5. Dóra Balog, 2017. "Capital Allocation in the Insurance Sector," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(3), pages 74-97.
   6. Peter Csoka & Ferenc Illes & Tamas Solymosi, 2020. "On the Shapley value of liability games," CERS-IE WORKING PAPERS 2001, Institute of Economics, Centre for Economic and Regional Studies.
      • Csóka, Péter & Illés, Ferenc & Solymosi, Tamás, 2022. "On the Shapley value of liability games," European Journal of Operational Research, Elsevier, vol. 300(1), pages 378-386.
   7. Hougaard, Jens Leth & Smilgins, Aleksandrs, 2016. "Risk capital allocation with autonomous subunits: The Lorenz set," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 151-157.
   8. Benjamin R. Auer & Tobias Hiller, 2021. "Cost gap, Shapley, or nucleolus allocation: Which is the best game‐theoretic remedy for the low‐risk anomaly?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 876-884, June.
   9. Ng, Pin & Wong, Wing-Keung & Xiao, Zhijie, 2017. "Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency," European Journal of Operational Research, Elsevier, vol. 261(2), pages 666-678.
   10. Akif Ince & Ilaria Peri & Silvana Pesenti, 2021. "Risk contributions of lambda quantiles," Papers 2106.14824, arXiv.org, revised Nov 2022.
   11. Lim, Hanah, 2022. "Benefit attribution in financial systems with bilateral netting," Finance Research Letters, Elsevier, vol. 45(C).
   12. Wei Li & Wolfgang Karl Hardle & Stefan Lessmann, 2022. "A Data-driven Case-based Reasoning in Bankruptcy Prediction," Papers 2211.00921, arXiv.org.
   13. Bernd Engelmann & Ha Pham, 2020. "A Raroc Valuation Scheme for Loans and Its Application in Loan Origination," Risks, MDPI, vol. 8(2), pages 1-20, June.
   14. Grechuk, Bogdan, 2023. "Extended gradient of convex function and capital allocation," European Journal of Operational Research, Elsevier, vol. 305(1), pages 429-437.
   15. Tobias Hiller, 2022. "Allocation of portfolio risk and outside options," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(7), pages 2845-2848, October.
   16. Schosser, Josef, 2019. "Consistency between principal and agent with differing time horizons: Computing incentives under risk," European Journal of Operational Research, Elsevier, vol. 277(3), pages 1113-1123.

7. Csóka, Péter, 2017. "Fair risk allocation in illiquid markets," Finance Research Letters, Elsevier, vol. 21(C), pages 228-234.
   • Peter Csoka, 2015. "Fair risk allocation in illiquid markets," CERS-IE WORKING PAPERS 1509, Institute of Economics, Centre for Economic and Regional Studies.
   See citations under working paper version above.
8. Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
   • Csóka, Péter & Pintér, Miklós, 2010. "On the impossibility of fair risk allocation," MPRA Paper 26515, University Library of Munich, Germany.
   • Peter Csoka & Miklos Pinter, 2011. "On the Impossibility of Fair Risk Allocation," CERS-IE WORKING PAPERS 1117, Institute of Economics, Centre for Economic and Regional Studies.
   • Csóka, Péter & Pintér, Miklós, 2014. "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP) 2014/12, Corvinus University of Budapest.
   See citations under working paper version above.
9. Péter Csóka & Dániel Havran & Nóra Szűcs, 2015. "Corporate financing under moral hazard and the default risk of buyers," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(4), pages 763-778, December.
   • Peter Csoka & Daniel Havran & Nora Szucs, 2013. "Corporate financing under moral hazard and the default risk of buyers," CERS-IE WORKING PAPERS 1322, Institute of Economics, Centre for Economic and Regional Studies.
   See citations under working paper version above.
10. Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
    • Péter Csóka & P. Jean-Jacques Herings, 2014. "Risk Allocation under Liquidity Constraints," Working Papers 2014.47, Fondazione Eni Enrico Mattei.
    • Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
    • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development 172703, Fondazione Eni Enrico Mattei (FEEM).
    • Peter Csoka & P. Jean-Jacques Herings, 2013. "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS 1331, Institute of Economics, Centre for Economic and Regional Studies.
    See citations under working paper version above.
11. Péter Csóka & P. Herings & László Kóczy, 2011. "Balancedness conditions for exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 41-52, August.
    • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Balancedness conditions for exact games," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Balancedness Conditions for Exact Games," Working Paper Series 0805, Óbuda University, Keleti Faculty of Business and Management, revised May 2008.
    See citations under working paper version above.
12. Csóka, Péter & Jean-Jacques Herings, P. & Kóczy, László Á. & Pintér, Miklós, 2011. "Convex and exact games with non-transferable utility," European Journal of Operational Research, Elsevier, vol. 209(1), pages 57-62, February.
    • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á. & Pintér, M., 2009. "Convex and Exact Games with Non-transferable Utility," Research Memorandum 031, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy & Miklós Pintér, 2009. "Convex and Exact Games with Non-transferable Utility," Working Paper Series 0904, Óbuda University, Keleti Faculty of Business and Management.
    See citations under working paper version above.
13. Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra, 2011. "Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban [Methods of capital allocation and their characteristics in practice]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 619-632.

    Cited by:

    1. Dóra Balog, 2017. "Capital Allocation in the Insurance Sector," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(3), pages 74-97.
    2. Csóka, Péter, 2018. "Az adósságelengedés modellezése kooperatív játékelmélettel [Modelling debt relief using cooperative game theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 768-779.

14. Csóka, Péter & Havran, Dániel & Szűcs, Nóra, 2010. "Információs paradoxon a vállalkozások hitelezésében nem fizető vevő esetén [An innovation paradox in enterprise financing where buyers fail to pay]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 318-336.

    Cited by:

    1. Berlinger, Edina & Juhász, Péter & Lovas, Anita, 2015. "Az állami támogatás hatása a projektfinanszírozásra erkölcsi kockázat és pozitív externáliák mellett. Szerződéselméleti megközelítés [The impact of state subsidy on project financing under moral ha," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 139-171.

15. Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009. "Stable allocations of risk," Games and Economic Behavior, Elsevier, vol. 67(1), pages 266-276, September.
    • Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007. "Stable Allocations of Risk," CERS-IE WORKING PAPERS 0704, Institute of Economics, Centre for Economic and Regional Studies.
    • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Stable allocations of risk," Research Memorandum 041, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Stable Allocations of Risk," Working Paper Series 0802, Óbuda University, Keleti Faculty of Business and Management, revised Apr 2008.
    See citations under working paper version above.
16. Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007. "Coherent measures of risk from a general equilibrium perspective," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2517-2534, August.
    • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2006. "Coherent measures of risk from a general equilibrium perspective," Research Memorandum 016, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Péter Csóka & Jean-Jacques Herings & László Kóczy, 2006. "Coherent Measures of Risk from a General Equilibrium Perspective," CERS-IE WORKING PAPERS 0611, Institute of Economics, Centre for Economic and Regional Studies, revised 30 Aug 2006.
    See citations under working paper version above.
17. Csóka, Péter, 2003. "Koherens kockázatmérés és tőkeallokáció [Coherent risk measurement and capital allocation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 855-880.

    Cited by:

    1. Kóczy Á., László & Pintér, Miklós, 2011. "Az ellenzék ereje - általánosított súlyozott szavazási játékok [Minority power - generalized weighted voting games]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 543-551.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:

1. Betweenness measure in co-authorship network

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:

1. IEHAS Research Group on Game Theory

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-GTH: Game Theory (24) 2007-11-24 2007-11-24 2008-05-05 2008-06-07 2008-07-05 2010-11-13 2011-06-18 2013-10-18 2014-02-02 2014-06-22 2014-08-09 2014-08-09 2014-11-12 2015-04-25 2016-02-23 2016-07-02 2016-11-27 2016-12-04 2017-01-15 2017-01-29 2017-04-09 2017-06-11 2017-12-18 2020-03-02. Author is listed
2. NEP-RMG: Risk Management (8) 2011-06-18 2014-06-22 2014-08-09 2014-08-09 2014-11-12 2017-01-15 2017-01-29 2018-08-13. Author is listed
3. NEP-NET: Network Economics (5) 2016-12-04 2021-09-27 2022-03-28 2022-04-18 2023-06-19. Author is listed
4. NEP-PAY: Payment Systems and Financial Technology (5) 2016-02-23 2016-07-02 2016-11-27 2016-12-04 2022-04-18. Author is listed
5. NEP-BAN: Banking (4) 2010-11-13 2011-06-18 2022-04-18 2023-03-13
6. NEP-MIC: Microeconomics (3) 2006-07-02 2017-04-09 2017-06-11
7. NEP-UPT: Utility Models and Prospect Theory (3) 2006-11-25 2008-05-05 2008-07-05
8. NEP-CDM: Collective Decision-Making (2) 2007-11-24 2017-04-09
9. NEP-ISF: Islamic Finance (2) 2021-09-27 2022-03-28
10. NEP-MST: Market Microstructure (2) 2023-03-13 2023-06-19
11. NEP-ORE: Operations Research (2) 2021-09-27 2022-04-04
12. NEP-CFN: Corporate Finance (1) 2014-02-02
13. NEP-CMP: Computational Economics (1) 2014-11-12
14. NEP-HPE: History and Philosophy of Economics (1) 2007-11-24
15. NEP-REG: Regulation (1) 2023-03-13

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Peter Csoka
(Peter Csoka) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.