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1. The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity. (2023). Hever, Judit ; Csoka, Peter.
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2. The effect of funding liquidity regulation and ESG promotion on market liquidity. (2023). Csoka, Peter ; Hever, Judit.
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3. The liquidity risk–financial performance nexus: Evidence from hybrid financial institutions. (2022). Adusei, Michael.
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4. Empirical analysis of the illiquidity premia of German real estate securities. (2022). Walther, Thomas ; Kuster-Simic, Andre ; Paul, Thomas.
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5. Star-Shaped deviations. (2022). Moresco, Marlon Ruoso ; Righi, Marcelo Brutti.
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6. Price mediated contagion through capital ratio requirements with VWAP liquidation prices. (2021). Feinstein, Zachary ; Banerjee, Tathagata.
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7. Star-shaped acceptability indexes. (2021). Righi, Marcelo Brutti.
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8. .

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9. Spectral risk measure of holding stocks in the long run. (2020). Szabó, Dávid ; Csóka, Péter ; Szabo, David Zoltan ; Bihary, Zsolt.
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10. A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben. (2020). Hever, Judit.
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11. Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo Brutti ; Ramos, Henrique Pinto.
    In: International Review of Financial Analysis.
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12. Bigger Is Not Always Safer: A Critical Analysis of the Subadditivity Assumption for Coherent Risk Measures. (2019). Rau-Bredow, Hans.
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13. Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility. (2019). Brigo, Damiano ; Armstrong, John.
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14. A részvénytartás spektrális kockázata hosszú távon. (2018). Csóka, Péter ; Kondor, Gabor ; Bihary, Zsolt.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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15. Financial statements based bank risk aggregation. (2018). Li, jianping ; Lee, Cheng Few ; Wei, LU ; Wu, Dengsheng ; Zhu, Xiaoqian.
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16. Liquidity, Risk Measures, and Concentration of Measure. (2018). Lacker, Daniel.
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17. Spectral risk measure of holding stocks in the long run. (2018). Csóka, Péter ; Szabo, David Zoltan ; Bihary, Zsolt.
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18. Portfolio valuation under liquidity constraints with permanent price impact. (2018). Csóka, Péter ; Hever, Judit ; Csoka, Peter.
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19. Monetary Measures of Risk. (2018). Hamel, Andreas H.
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20. Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization. (2018). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas ; Zhang, Rongju.
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21. A likviditás és a permanens árhatás szerepe a portfólióértékelésben. (2017). Hever, Judit.
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22. Fair risk allocation in illiquid markets. (2017). Csóka, Péter ; Csoka, Peter.
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23. Properties and comparison of risk capital allocation methods. (2017). Csóka, Péter ; Balog, Dóra ; Bátyi, Tamás ; Pinter, Miklos ; Csoka, Peter ; Batyi, Tamas Laszlo .
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24. Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas.
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25. LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION. (2016). Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo ; Kondor, Imre.
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26. Doktoranduszhallgatók IV. Nyári Műhelye. MKE-PTE KTK, Pécs, 2016. június 3.. (2016). Sebestyén, Tamás ; Sebestyen, Tamas.
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27. Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája. (2015). Havran, Dániel ; Erb, Tamas .
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28. Price Impact and the Recovery of the Limit Order Book: Why Should We Care About Informed Liquidity Providers?. (2015). Váradi, Kata ; Havran, Dániel ; Varadi, Kata .
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29. Fair risk allocation in illiquid markets. (2015). Csóka, Péter ; Csoka, Peter.
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30. Liquidity, risk measures, and concentration of measure. (2015). Lacker, Daniel .
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31. Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity. (2014). Csóka, Péter ; Balog, Dóra ; Bátyi, Tamás ; Batyi, Tamas Laszlo ; Pinter, Miklos .
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32. Risk Allocation under Liquidity Constraints. (2014). Herings, P. Jean-Jacques ; Csóka, Péter ; Csoka, Peter.
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33. Risk allocation under liquidity constraints. (2014). Herings, P. Jean-Jacques ; Csóka, Péter ; Csoka, Peter.
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34. Risk measuring under liquidity risk. (2014). ALLAJ, ERINDI.
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35. Dynamic Conic Finance via Backward Stochastic Difference Equations. (2014). Cialenco, Igor ; Bielecki, Tomasz R. ; Chen, Tao.
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36. Risk allocation under liquidity constraints. (2013). Herings, P. Jean-Jacques ; Csóka, Péter ; Csoka P., ; Herings P. J. J., .
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37. Konferencia a pénzügyi piacok likviditásáról. Third Annual Financial Market Liquidity Conference BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK KTI Játékelméleti Kutatócsoport-N. (2013). Váradi, Kata ; Havran, Dániel ; Csóka, Péter ; Csoka, Peter ; Varadi, Kata .
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38. Risk Allocation under Liquidity Constraints. (2013). Herings, P. Jean-Jacques ; Csóka, Péter ; Csoka, Peter.
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39. Coherent risk measures in general economic models and price bubbles. (2013). Kountzakis, C. ; Polyrakis, I. A..
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40. Markets Evolution After the Credit Crunch. (2013). Bianchetti, Marco ; Carlicchi, Mattia .
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41. A formalization of double auction market dynamics. (2012). Tsang, Edward ; Masry, Shaimaa ; Olsen, Richard.
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42. Markets Evolution After the Credit Crunch. (2012). Carlicchi, Mattia .
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43. Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR. (2012). Marco, Bianchetti ; Mattia, Carlicchi .
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44. A proposal for impact-adjusted valuation: Critical leverage and execution risk. (2012). Farmer, J. ; Bouchaud, Jean-Philippe ; Caccioli, Fabio.
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45. Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban. (2011). Pintér, Miklós ; Csóka, Péter ; Balog, Dóra ; Bátyi, Tamás ; Batyi, Tamas Laszlo ; Csoka, Peter ; Pinter, Miklos .
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46. On the Impossibility of Fair Risk Allocation. (2011). Pintér, Miklós ; Csóka, Péter ; Pinter, Miklos ; Csoka, Peter.
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47. On the impossibility of fair risk allocation. (2010). Pintér, Miklós ; Csóka, Péter ; Pinter, Miklos ; Csoka, Peter.
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48. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Capponi, Agostino ; Predescu, Mirela.
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49. Why and how to integrate liquidity risk into a VaR-framework. (2008). Kaserer, Christoph ; Stange, Sebastian .
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