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Peter Csoka
" Peter Csoka is an Associate Professor at the Department of Finance, Corvinus
University of Budapest, and a research fellow in the Game Theory Research Group,
Centre For Economic ...показать больше" Peter Csoka is an Associate Professor at the Department of Finance, Corvinus
University of Budapest, and a research fellow in the Game Theory Research Group,
Centre For Economic and Regional Studies, Hungarian Academy of Sciences. He
received his Ph.D. in Economics from Maastricht University in 2008. His research
topics include risk measures, risk capital allocation, game theory, corporate
finance, and general equilibrium theory. He is currently focused on analyzing risk
contributions for systemic risk and for illiquid portfolios. He has papers published
in journals such as Mathematical Methods of Operational Research, European Journal
of Operational Research, Games and Economic Behaviour, and Journal of Banking and
Finance. He is the Chair of the organizing committee of the Annual Financial Market
Liquidity Conference in Budapest."показать меньше