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Publications

by members of

Budapesti Corvinus Egyetem → Pénzügy Intézet → Befektetések Tanszék

Corvinus University of Budapest → Institute of Finance → Department of Investments

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2023

  1. Péter Csóka & P. Jean-Jacques Herings, 2023, "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2301, Jan.
  2. Judit Hevér & Péter Csóka, 2023, "The effect of funding liquidity regulation and ESG promotion on market liquidity," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2307, Mar.
  3. Peter Csoka & Judit Hever, 2023, "The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2023/1.

2022

  1. Péter Csóka & P. Jean-Jacques Herings, 2022, "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2208, Mar.

2021

  1. Zsolt Bihary & Péter Csóka & Péter Kerényi & Alexander Szimayer, 2021, "Self-respecting worker in the gig economy: A dynamic principal-agent model," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2129, Jun.
  2. Péter Csóka & P. Jean-Jacques Herings, 2021, "Uniqueness of Clearing Payment Matrices in Financial Networks," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2134, Sep.

2020

  1. Peter Csoka & Ferenc Illes & Tamas Solymosi, 2020, "On the Shapley value of liability games," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2001, Jan.

2018

  1. Zsolt Bihary & Peter Csoka & David Zoltan Szabo, 2018, "Spectral risk measure of holding stocks in the long run," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1812, Jun.

2017

  1. Peter Csoka & P. Jean-Jacques Herings, 2017, "An Axiomatization of the Proportional Rule in Financial Networks," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1701, Jan.
  2. Burak Can & Peter Csoka & Emre Ergin, 2017, "How to choose a non-manipulable delegation?," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1713, May.
  3. Peter Csoka & P. Jean-Jacques Herings, 2017, "Liability Games," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1735, Dec.
  4. Peter Csoka & Judit Hever, 2017, "Portfolio valuation under liquidity constraints with permanent price impact," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1736, Dec.
  5. Can, Burak & Csóka, Péter & Ergin, Emre, 2017, "How to choose a delegation for a peace conference?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 008, Apr, DOI: 10.26481/umagsb.2017008.
  6. Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor, 2017, "Lower fragmentation of coordination in primary care is associated with lower prescribing drug costs-lessons from chronic illness care in Hungary," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2017/04, May.

2016

  1. Csóka, Péter & Herings, Jean-Jacques P., 2016, "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/14, Nov.
  2. Csoka, Péter & Herings, P. Jean-Jacques, 2016, "Decentralized Clearing in Financial Networks (RM/16/005-revised-)," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 037, Jan, DOI: 10.26481/umagsb.2016037.

2015

  1. Peter Csoka, 2015, "Fair risk allocation in illiquid markets," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1509, Feb.
  2. Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor, 2015, "Formal professional relationships between general practitioners and specialists: possible associations with patient health and pharmacy costs," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2015/04, Mar.

2014

  1. Csóka, Péter & Pintér, Miklós, 2014, "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2014/12, Jul.
  2. 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), Corvinus University of Budapest, number 2014/13, Jul.
  3. Péter Csóka & P. Jean-Jacques Herings, 2014, "Risk Allocation under Liquidity Constraints," Working Papers, Fondazione Eni Enrico Mattei, number 2014.47, Apr.
  4. Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor, 2014, "Determinants of pharmaceutical innovation diffusion: social contagion and prescribing characteristics," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2014/17, Jun.

2013

  1. Peter Csoka & Daniel Havran & Nora Szucs, 2013, "Corporate financing under moral hazard and the default risk of buyers," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1322, Jul.

2009

  1. Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy & Miklós Pintér, 2009, "Convex and Exact Games with Non-transferable Utility," Working Paper Series, Óbuda University, Keleti Faculty of Business and Management, number 0904, Jun.

2007

  1. Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007, "Stable Allocations of Risk," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0704, Sep.
  2. Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007, "Balancedness Conditions for Exact Games," Working Paper Series, Óbuda University, Keleti Faculty of Business and Management, number 0805, Sep, revised May 2008.
  3. Bochet, O.L.A. & Klaus, B.E., 2007, "A note on Dasgupta, Hammond, and Maskin's (1979) domain richness condition," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 039, Jan, DOI: 10.26481/umamet.2007039.

2006

  1. Péter Csóka & Jean-Jacques Herings & László Kóczy, 2006, "Coherent Measures of Risk from a General Equilibrium Perspective," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0611, Aug, revised 30 Aug 2006.

Journal articles

2026

  1. Csóka, Péter & Erb, Tamás & Kiss, Hubert János, 2026, "Who is still in line? How bank beliefs drive fragility under runs," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109110.

2025

  1. Csóka, Péter & Herings, P. Jean-Jacques, 2025, "Two axiomatizations of the pairwise netting proportional rule in financial networks," European Journal of Operational Research, Elsevier, volume 325, issue 3, pages 553-567, DOI: 10.1016/j.ejor.2025.04.008.
  2. Hevér, Judit & Csóka, Péter, 2025, "The effect of regulatory requirements on market liquidity: ESG promotion as a special case," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104078.
  3. Szabó, Dávid Zoltán & Csóka, Péter & Janosik, Réka, 2025, "The optimal timing of clean technology adoption: A stochastic cost–benefit analysis," Technological Forecasting and Social Change, Elsevier, volume 219, issue C, DOI: 10.1016/j.techfore.2025.124276.
  4. Berlinger, Edina & Keresztúri, Judit Lilla & Lublóy, Ágnes, 2025, "Self-regulation, media pressure, and corporate catastrophes," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1337-1356, DOI: 10.1016/j.eap.2025.01.013.
  5. Judit Lilla Keresztúri & Edina Berlinger & Ágnes Lublóy, 2025, "Environmental policy and stakeholder engagement: Incident‐based, cross‐country analysis of firm‐level greenwashing practices," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, volume 32, issue 1, pages 192-211, January, DOI: 10.1002/csr.2945.

2023

  1. Judit Lilla Keresztúri & Edina Berlinger & Ágnes Lublóy, 2023, "Blowing the whistle on corporate fraud: the role of regulators and journalists in the financial vs non-financial sectors," Applied Economics, Taylor & Francis Journals, volume 55, issue 11, pages 1273-1284, March, DOI: 10.1080/00036846.2022.2096872.

2022

  1. Csóka, Péter & Illés, Ferenc & Solymosi, Tamás, 2022, "On the Shapley value of liability games," European Journal of Operational Research, Elsevier, volume 300, issue 1, pages 378-386, DOI: 10.1016/j.ejor.2021.10.012.
  2. 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, volume 7, issue 1, pages 45-69, December, DOI: 10.22574/jmid.2022.12.002.
  3. Berlinger, Edina & Lilla Keresztúri, Judit & Lublóy, Ágnes & Vőneki Tamásné, Zsuzsanna, 2022, "Press freedom and operational losses: The monitoring role of the media," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101496.

2021

  1. Péter Csóka & P. Jean-Jacques Herings, 2021, "An Axiomatization of the Proportional Rule in Financial Networks," Management Science, INFORMS, volume 67, issue 5, pages 2799-2812, May, DOI: 10.1287/mnsc.2020.3700.
  2. Burak Can & Péter Csóka & Emre Ergin, 2021, "How to choose a fair delegation?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 72, issue 4, pages 1339-1373, November, DOI: 10.1007/s00199-020-01312-x.
  3. Edina Berlinger & Judit Lilla Keresztúri & Ágnes Lublóy & Zsuzsanna Tamásné Vőneki, 2021, "Does governance matter? Country-level determinants of operational risk," Society and Economy, Akadémiai Kiadó, Hungary, volume 43, issue 4, pages 289-313, December, DOI: 10.1556/204.2021.00018.

2020

  1. Zsolt Bihary & Péter Csóka & Dávid Zoltán Szabó, 2020, "Spectral risk measure of holding stocks in the long run," Annals of Operations Research, Springer, volume 295, issue 1, pages 75-89, December, DOI: 10.1007/s10479-020-03678-6.

2019

  1. Csóka, Péter & Jean-Jacques Herings, P., 2019, "Liability games," Games and Economic Behavior, Elsevier, volume 116, issue C, pages 260-268, DOI: 10.1016/j.geb.2019.05.007.
    • Peter Csoka & P. Jean-Jacques Herings, 2017, "Liability Games," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1735, Dec.
    • Csoka, Péter & Herings, P. Jean-Jacques, 2017, "Liability Games," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 031, Dec, DOI: 10.26481/umagsb.2017031.
  2. 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), volume 0, issue 7, pages 771-787, DOI: 10.18414/KSZ.2019.7-8.771.

2018

  1. Csóka, Péter & Hevér, Judit, 2018, "Portfolio valuation under liquidity constraints with permanent price impact," Finance Research Letters, Elsevier, volume 26, issue C, pages 235-241, DOI: 10.1016/j.frl.2018.02.019.
  2. Péter Csóka & P. Jean-Jacques Herings, 2018, "Decentralized Clearing in Financial Networks," Management Science, INFORMS, volume 64, issue 10, pages 4681-4699, October, DOI: 10.287/mnsc.2017.2847.
  3. 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), volume 0, issue 7, pages 687-700, DOI: 10.18414/KSZ.2018.7-8.687.
  4. 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), volume 0, issue 7, pages 768-779, DOI: 10.18414/KSZ.2018.7-8.768.
  5. Ágnes Lublóy & Judit Lilla Keresztúri & Gábor Benedek, 2018, "Social Network Influence on New Drug Diffusion: Can the Data-driven Approach Provide Practical Benefits?," Society and Economy, Akadémiai Kiadó, Hungary, volume 40, issue 2, pages 227-243, June.

2017

  1. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2017, "Properties and comparison of risk capital allocation methods," European Journal of Operational Research, Elsevier, volume 259, issue 2, pages 614-625, DOI: 10.1016/j.ejor.2016.10.052.
  2. Csóka, Péter, 2017, "Fair risk allocation in illiquid markets," Finance Research Letters, Elsevier, volume 21, issue C, pages 228-234, DOI: 10.1016/j.frl.2016.11.007.
  3. 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), volume 0, issue 9, pages 930-942, DOI: 10.18414/KSZ.2017.9.930.

2016

  1. Csóka Péter & Pintér Miklós, 2016, "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, volume 16, issue 1, pages 143-158, January, DOI: 10.1515/bejte-2014-0051.
  2. 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 Conference, 2015]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 461-469, DOI: 10.18414/KSZ.2016.4.461.
  3. Benedek, Gábor & Lublóy, Ágnes & Keresztúri, Judit Lilla, 2016, "A gyógyszerkiadás és a betegek egészségi állapota a háziorvosi és szakorvosi kapcsolatok függvényében
    [Formal professional relations between general practitioners and specialists. Possible links with patient health and pharmacy cost]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 697-714, DOI: 10.18414/KSZ.2016.6.697.
  4. Ágnes Lublóy & Judit Lilla Keresztúri & Gábor Benedek, 2016, "Formal Professional Relationships Between General Practitioners and Specialists in Shared Care: Possible Associations with Patient Health and Pharmacy Costs," Applied Health Economics and Health Policy, Springer, volume 14, issue 2, pages 217-227, April, DOI: 10.1007/s40258-015-0206-1.

2015

  1. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2015, "Konferencia a pénzügyi piacok likviditásáról. Fifth Annual Financial Market Liquidity Conference, 2014 (AFLM-2014). BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, Budapest, 2014. november 20-21
    [Conference on t    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 222-224.
  2. 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, volume 23, issue 4, pages 763-778, December, DOI: 10.1007/s10100-013-0319-2.
  3. Benedek, Gábor & Lublóy, Ágnes & Keresztúri, Judit Lilla, 2015, "Az orvosok közötti kapcsolatok szerepe az új gyógyszerek elfogadásában
    [The impacts of three types of social interaction on the spread of new types of drug]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 786-810.

2014

  1. Csóka, Péter & Herings, P. Jean-Jacques, 2014, "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 1-9, DOI: 10.1016/j.jbankfin.2014.08.017.
  2. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2014, "Konferencia a pénzügyi piacok likviditásáról. BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, Budapest, 2013. október 3-4
    [Fourth Annual Financial Market Liquidity Conference]    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 324-334.

2013

  1. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2013, "Konferencia a pénzügyi piacok likviditásáról. Third Annual Financial Market Liquidity Conference BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK KTI Játékelméleti Kutatócsoport-Nemzetközi Bankárképző Központ Zrt., Budapest, 2012. november 14-1," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 477-485.

2011

  1. 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, volume 209, issue 1, pages 57-62, February.
  2. 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), volume 0, issue 7, pages 619-632.
  3. 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), volume 74, issue 1, pages 41-52, August, DOI: 10.1007/s00186-011-0348-3.

2010

  1. 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), volume 0, issue 4, pages 318-336.

2009

  1. Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009, "Stable allocations of risk," Games and Economic Behavior, Elsevier, volume 67, issue 1, pages 266-276, September.

2007

  1. Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007, "Coherent measures of risk from a general equilibrium perspective," Journal of Banking & Finance, Elsevier, volume 31, issue 8, pages 2517-2534, August.

2003

  1. 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), volume 0, issue 10, pages 855-880.

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