Publications

• 1.  Csóka, P., Herings, P.J.J. (2024), Uniqueness of clearing payment matrices in financial networks. Mathematics of Operations Research, 49 (1), 232–250. 

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

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

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

  5. Csóka, P., Herings, P.J.J. (2021), An axiomatization of the proportional rule in financial networks. Management Science, 67 (5) 2799-2812. Get this paper as a .pdf file. 

  6. 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.

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

  8. Csóka, P., Herings,  P.J.J. (2018), Decentralized clearing in financial networks. Management Science, 64 (10), 4681-4699. Explanation in plain language and a presentation.

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

  10.  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. Explanation in plain language and a presentation.

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

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

  13. 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. Explanation in plain language and a presentation.

  14. Csóka, P., Herings, P.J.J. (2014), Risk Allocation under Liquidity Constraints. Journal of Banking and Finance (49), 1-9. Explanation in plain language and a presentation. 

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

  16. 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.

  17. Csóka, P., Herings, P.J.J., Kóczy, L.Á. (2009), Stable allocations of risk. Games and Economic Behavior 67, 266-276. Explanation in plain language and a presentation.

  18. 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.

My papers at RePEc.org, at Google Scholar, at ORCID, at Scopus, and at Hungarian Scientific Bibliography (MTMT)

Former Ph.D. supervisors: P. Jean-Jacques Herings and László Á. Kóczy 

My Erdős number is 2.