Items where Author is "Herings, P. Jean-Jacques"

Article

Csóka, Péter and Herings, P. Jean-Jacques (2023) Uniqueness of Clearing Payment Matrices in Financial Networks. MATHEMATICS OF OPERATIONS RESEARCH. ISSN 0364-765X (print), 1526-5471 (online) (In Press)

Csóka, Péter and Herings, P. Jean-Jacques (2022) Centralized Clearing Mechanisms in Financial Networks: A Programming Approach. CentER Discussion Paper, 2022. (Submitted)

Csóka, Péter and Herings, P. Jean-Jacques (2020) An Axiomatization of the Proportional Rule in Financial Networks. Management Science. pp. 1-29. ISSN 1526-5501

Csóka, Péter and Herings, P. Jean-Jacques (2014) Risk allocation under liquidity constraints. Journal of Banking and Finance, 49. pp. 1-9. ISSN 0378-4266

Csóka, Péter and Herings, P. Jean-Jacques and Kóczy, Á. László and Pintér, Miklós Péter (2011) Convex and exact games with non-transferable utility. European Journal of Operational Research, 209 (1). pp. 57-62. ISSN 0377-2217

Csóka, Péter and Herings, P. Jean-Jacques and Kóczy, Á. László (2007) Coherent measures of risk from a general equilibrium perspective. Journal of Banking and Finance, 31 (8). pp. 2517-2534. ISSN 0378-4266

Book

Herings, P. Jean-Jacques and Kóczy, Á. László (2020) The Equivalence of the Minimal Dominant Set and the Myopic Stable Set for Coalition Function Form Games = A legkisebb domináns halmaz és a koalíciós játékokra értelmezett miopikus stabil halmaz ekvivalenciája. CERS-IE Working Papers = KRTK-KTI Műhelytanulmányok (CERS-IE WP – 2020/22) . Centre for Economic and Regional Studies Institute of Economics = Közgazdaság- és Regionális Tudományi Kutatóközpont Közgazdaság-Tudományi Intézet, Budapest.

Csóka, Péter and Herings, P. Jean-Jacques (2017) Liability games. Műhelytanulmányok = Discussion Papers (MT-DP). Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences, Budapest. ISBN 978-615-5754-33-3

Csóka, Péter and Herings, P. Jean-Jacques (2017) An axiomatization of the proportional rule in financial networks. Műhelytanulmányok = Discussion Papers (MT-DP – 2017/1) . Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences, Budapest. ISBN 978-615-5594-80-9

Csóka, Péter and Herings, P. Jean-Jacques (2016) Decentralized clearing in financial networks. Műhelytanulmányok = Discussion Papers (MT-DP ). Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences, Budapest. ISBN 978-615-5594-29-8

Csóka, Péter and Herings, P. Jean-Jacques (2016) Decentralized clearing in financial networks. Research Memorandum (RM/16/). Maastricht University, Maastricht.

Csóka, Péter and Herings, P. Jean-Jacques (2013) Risk allocation under liquidity constraints. Műhelytanulmányok = Discussion Papers, 2013 (31). Institute of World Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences, Budapest. ISBN 978-615-5243-91-2