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~person:"Balog, Dóra"
~person:"Csóka, Péter"
~subject:"Clearing"
~subject:"Measurement"
~type_genre:"Aufsatz in Zeitschrift"
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Balog, Dóra
Csóka, Péter
Herings, Peter Jean-Jacques
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1
Uniqueness of clearing payment matrices in financial networks
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 232-250
Persistent link: https://www.econbiz.de/10014527308
Saved in:
2
Decentralized clearing in financial networks
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4681-4699
Persistent link: https://www.econbiz.de/10011932613
Saved in:
3
Properties and comparison of risk capital allocation methods
Balog, Dóra
;
Bátyi, Tamás László
;
Csóka, Péter
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
2
,
pp. 614-625
Persistent link: https://www.econbiz.de/10011661761
Saved in:
4
Fair risk allocation in illiquid markets
Csóka, Péter
- In:
Finance research letters
21
(
2017
),
pp. 228-234
Persistent link: https://www.econbiz.de/10011807792
Saved in:
5
On the impossibility of fair risk allocation
Csóka, Péter
;
Pintér, Miklós
- In:
The B.E. journal of theoretical economics
16
(
2016
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10011431331
Saved in:
6
Risk allocation under liquidity constraints
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Journal of banking & finance
49
(
2014
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010508104
Saved in:
7
Stable allocations of risk
Csóka, Péter
;
Herings, Peter Jean-Jacques
;
Kóczy, …
- In:
Games and economic behavior
67
(
2009
)
1
,
pp. 266-276
Persistent link: https://www.econbiz.de/10003897209
Saved in:
8
Coherent measures of risk from a general equilibrium perspective
Csóka, Péter
;
Herings, Peter Jean-Jacques
;
Kóczy, …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2517-2534
Persistent link: https://www.econbiz.de/10003522971
Saved in:
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