Csóka, Péter

Senior Research Fellow

Careerline

Languages

Research topics

Awards

Studies

Research stays

Teaching

Presentations

Employment history

Publications

Languages
Awards
Studies
Research stays
Teaching
Presentations
Employment history
Publications

Careerline

Languages

Research topics

Game theory

Theoretical economics

Financial networks

Risk management

Awards

2022

Corvinus Research Excellence Award

2021

Corvinus Research Excellence Award

2020

Corvinus Outstanding Mentor Award

2019

Outstanding publication award, BCE Faculty of Economics

2018

Outstanding publication award, BCE Faculty of Economics

2016

Research Excellence Award, BCE

2015

Outstanding publication award, BCE Faculty of Economics

2011

Research Excellence Fellowship, BCE

2010

"Young researcher of the year", BCE Faculty of Economics

Studies

1998 - 2003

Budapest University of Economics and Public Administration, , Financial Investment Analytical specialty, certified economist

2004 - 2008

Maastricht University, , Ph.D.

Research stays

Teaching

2008-

University teaching assistant, then assistant professor, associate professor from 2011, habilitated associate professor from 2017, university professor from 2019

Presentations

Employment history

2008-

Corvinus University of Budapest

2011-

Economic and Regional Science Research Center

Publications

2023

Csóka, P., Herings, P.J.J. (2023), Uniqueness of clearing payment matrices in financial networks. Mathematics of Operations Research, megjelenés alatt.

2022

Csóka, P., Herings, P.J.J. (2022), Centralized clearing mechanisms: a programming approach. Journal of Mechanism and Institution Design, 7(1), 45-69.

2022

Csóka, P., Illés, F., Solymosi, T. (2022), On the Shapley value of liability games. European Journal of Operational Research, 300 (1), 378-386.

2021

Can, B., Csóka, P., Ergin, E. (2021), How to choose a fair delegation? Economic Theory, 72, 1339-1373.

2021

Csóka, P., Herings, P.J.J. (2021), An axiomatization of the proportional rule in financial networks. Management Science, 67 (5) 2799-2812.

2020

Bihary, Zs., Csóka, P., Szabó, D.Z. (2020), Spectral risk measure of holding stocks in the long run. Annals of Operations Research, 295, 75–89.

2019

Csóka, P., Herings, P.J.J. (2019), Liability games. Games and Economic Behavior, 116, 260-268.

2018

Csóka, P., Herings, P.J.J. (2018), Decentralized clearing in financial networks. Management Science, 64 (10), 4681-4699.

2018

Csóka, P., Hevér, J. (2018), Portfolio valuation under liquidity constraints with permanent price impact. Finance Research Letters, 26, 235-241.

2017

Balog, D., Bátyi, T., Csóka, P., Pintér, M. (2017), Properties and comparison of risk capital allocation methods. European Journal of Operational Research, 259:(2), 614-625.

2017

Csóka, P. (2017), Fair risk allocation in illiquid markets. Finance Research Letters, 21, 228-234.

2016

Csóka, P., Pintér, M. (2016), On the impossibility of fair risk allocation. The B.E. Journal of Theoretical Economics, 16 (1), 143-158.

2015

Csóka, P., Havran, D., Szűcs, N. (2015), Corporate financing under moral hazard and the default risk of buyers. Central European Journal of Operations Research 23 (4), 763-778.

2014

Csóka, P., Herings, P.J.J. (2014), Risk Allocation under Liquidity Constraints. Journal of Banking and Finance (49) pp. 1-9.

2011

Csóka, P., Herings, P.J.J., Kóczy, L.Á. (2011), Balancedness conditions for exact games. Mathematical Methods of Operational Research 74, 41-52.

2011

Csóka, P., Herings, P.J.J., Kóczy, L.Á., Pintér, M. (2011), Convex and Exact Games with Non-transferable Utility. European Journal of Operational Research 209, 57-62.

2009

Csóka, P., Herings, P.J.J., Kóczy, L.Á. (2009), Stable allocations of risk. Games and Economic Behavior 67, 266-276.

2007

Csóka, P., Herings, P.J.J., Kóczy, L.Á. (2007), Coherent Measures of Risk from a General Equilibrium Perspective. Journal of Banking and Finance 31(8), 2517-2534.