Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Portfolio valuation under liqu...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
Game theory
7
Spieltheorie
7
Cooperative game
6
Kooperatives Spiel
6
Measurement
6
Messung
6
Risiko
6
Risk
6
Insolvency
5
Insolvenz
5
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
4
Risk management
4
Transferable utility
4
Transferierbarer Nutzen
4
CAPM
3
Coherent measures of risk
3
Core
3
Risk capital allocation
3
systemic risk
3
Allocation
2
Allokation
2
Business network
2
Clearing
2
Cooperative game theory
2
Financial clearing
2
Liquidity constraint
2
Liquiditätsbeschränkung
2
Market microstructure
2
Marktmikrostruktur
2
Portfolio performance evaluation
2
Shapley value
2
Shapley-Wert
2
Systemic risk
2
Systemrisiko
2
Unternehmensnetzwerk
2
bankruptcy rules
2
more ...
less ...
Online availability
All
Undetermined
9
Free
2
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Working Paper
54
Arbeitspapier
33
Graue Literatur
33
Non-commercial literature
33
Aufsatz in Zeitschrift
16
Thesis
1
more ...
less ...
Language
All
English
16
Author
All
Csóka, Péter
16
Herings, Peter Jean-Jacques
8
Kóczy, László Á.
4
Pintér, Miklós
3
Balog, Dóra
1
Bátyi, Tamás László
1
Can, Burak
1
Ergin, Emre
1
Havran, Dániel
1
Hevér, Judit
1
Illés, Ferenc
1
Jean-Jacques Herings, P.
1
Solymosi, Tamás
1
Szűcs, Nóra
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
Finance research letters
2
Games and economic behavior
2
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Economic theory
1
Mathematical methods of operations research
1
Mathematics of operations research
1
The B.E. journal of theoretical economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio valuation under liquidity constraints with permanent price impact
Csóka, Péter
;
Hevér, Judit
- In:
Finance research letters
26
(
2018
),
pp. 235-241
Persistent link: https://www.econbiz.de/10012005685
Saved in:
2
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:
3
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:
4
Convex and exact games with non-transferable utility
Csóka, Péter
;
Herings, Peter Jean-Jacques
;
Kóczy, …
- In:
European journal of operational research : EJOR
209
(
2011
)
1
,
pp. 57-62
Persistent link: https://www.econbiz.de/10008798706
Saved in:
5
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:
6
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:
7
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:
8
Balancedness conditions for exact games
Csóka, Péter
;
Herings, Peter Jean-Jacques
;
Kóczy, …
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10009270433
Saved in:
9
An axiomatization of the proportional rule in financial networks
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 2799-2812
Persistent link: https://www.econbiz.de/10012550015
Saved in:
10
On the Shapley value of liability games
Csóka, Péter
;
Illés, Ferenc
;
Solymosi, Tamás
- In:
European journal of operational research : EJOR
300
(
2022
)
1
,
pp. 378-386
Persistent link: https://www.econbiz.de/10013173863
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
