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2. Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach. (2024). Myrvoll, Tor A ; Matsui, Tomoko ; Shevchenko, Pavel V ; Murakami, Daisuke ; Arandjelovi, Aleksandar.
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4. Star-shaped acceptability indexes. (2024). Righi, Marcelo.
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5. The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity. (2023). Csóka, Péter ; Csoka, Peter ; Hever, Judit.
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7. A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Aid, Rene ; Basei, Matteo ; Ferrari, Giorgio.
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8. A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ren'e Aid, ; Basei, Matteo ; Ferrari, Giorgio.
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9. The liquidity risk–financial performance nexus: Evidence from hybrid financial institutions. (2022). Adusei, Michael.
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10. Empirical analysis of the illiquidity premia of German real estate securities. (2022). Walther, Thomas ; Paul, Thomas ; Kuster-Simic, Andre.
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12. Market and Liquidity Risks Using Transaction-by-Transaction Information. (2021). Segovia San Juan, Ana Isabel ; GONZALEZ SANCHEZ, MARIANO ; Gonzalez-Sanchez, Mariano ; Ibaez, Eva M.
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13. Price mediated contagion through capital ratio requirements with VWAP liquidation prices. (2021). Feinstein, Zachary ; Banerjee, Tathagata.
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16. A finite horizon optimal switching problem with memory and application to controlled SDDEs. (2020). Perninge, Magnus.
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17. Spectral risk measure of holding stocks in the long run. (2020). Szabó, Dávid ; Csóka, Péter ; Bihary, Zsolt ; Szabo, David Zoltan.
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22. Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach. (2019). Zhu, Zili ; Tian, YU ; Zhang, Rongju ; Langren, Nicolas ; Hamza, Kais ; Klebaner, Fima.
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26. Financial statements based bank risk aggregation. (2018). Li, jianping ; Lee, Cheng Few ; Zhu, Xiaoqian ; Wei, LU ; Wu, Dengsheng.
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46. Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity. (2014). Csóka, Péter ; Batyi, Tamas Laszlo ; Pinter, Miklos ; Balog, Dora .
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56. Markets Evolution After the Credit Crunch. (2013). Bianchetti, Marco ; Carlicchi, Mattia .
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57. A formalization of double auction market dynamics. (2012). Masry, Shaimaa ; Olsen, Richard ; Tsang, Edward.
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58. Markets Evolution After the Credit Crunch. (2012). Carlicchi, Mattia ; Bianchetti, Marco.
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59. Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR. (2012). Mattia, Carlicchi ; Marco, Bianchetti .
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60. A proposal for impact-adjusted valuation: Critical leverage and execution risk. (2012). Farmer, J. ; Bouchaud, Jean-Philippe ; Caccioli, Fabio.
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61. 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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62. On the Impossibility of Fair Risk Allocation. (2011). Pintér, Miklós ; Csóka, Péter ; Csoka, Peter ; Pinter, Miklos.
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63. On the impossibility of fair risk allocation. (2010). Pintér, Miklós ; Csóka, Péter ; Csoka, Peter ; Pinter, Miklos.
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64. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Predescu, Mirela ; Capponi, Agostino.
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65. Why and how to integrate liquidity risk into a VaR-framework. (2008). Kaserer, Christoph ; STANGE, SEBASTIAN .
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66. Too much cocited documents. This list is not complete

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