CV - Dr. Csóka Péter

Hungarian CV
English CV

Personal data

Dr. Csóka Péter

Egyetemi tanár / Professor

Qualifications, scientific degrees

Higher education qualifications

1998 - 2003
Budapesti Közgazdaságtudományi és Államigazgatási Egyetem , Befektetéselemző és kockázatkezelő (főiskolai)

Scientific degrees and awards

2008, PhD
Maastricht University
2017, Dr.Habil
BCE, Gazdálkodástudományi Kar

Career

Workplaces

2004 - 2008
Maastrichti Egyetem, egyetemi tanársegéd
2008 -
Budapesti Corvinus Egyetem (BCE), egyetemi tanársegéd, majd adjunktus, majd 2011-től docens, majd 2019-től egyetemi tanár
2011 -
Közgazdaság-tudományi Intézet, Játékelméleti Kutatócsoport, Tudományos munkatárs (2016-tól tudományos főmunkatárs)

Public activities in the university (memberships in university bodies)

2014 - 2020
Financial Research Centre, Corvinus University of Budapest, igazgató
2012 - 2016
Biztosítási és Pénzügyi Matematika Ms.c. Kvantitatív pénzügyek szakirány BCE: szakirányfelelős
2012 - 2020
Corvinus lectures in finance, szervező
2012 -
Annual financial market liquidity conference, Budapest: főszervező
2010 - 2019
Gazdálkodástudományi kar, Kutatási bizottság tagja
2012 -
MTA Közgazdaság-tudományi Bizottság, Pénzügytani Albizottság: titkár, 2015-től alelnök, majd 2018-tól elnök

Awards, titles, honors

2009, Kutatási kiválósági ösztöndíj
BCE
2010, Az év fiatal kutatója
BCE GTK
2011, Kutatási kiválósági ösztöndíj
BCE
2012, OTKA posztdoktori ösztöndíj
OTKA
2015, Kiemelkedő publikációs díj
BCE GTK
2016, Kutatási kiválósági ösztöndíj
BCE
2016, Posztdoktori ösztöndíj
Új Nemzeti Kiválósági Program
2017, Posztdoktori ösztöndíj
Új Nemzeti Kiválósági Program
2019, Bolyai János Kutatási Ösztöndíj
Magyar Tudományos Akadémia
2020, KIváló Mentor Díj
BCE
2021, Corvinus Research Excellence Award
BCE

Language skills

Language

Speaking

Writing

Reading

Media appearance

English

Advanced

German

Intermediate

Language skills

Language: English

Speaking: Advanced

Writing: Advanced

Reading: Advanced

Media appearance:
Language: German

Speaking: Intermediate

Writing: Intermediate

Reading: Intermediate

Media appearance:

Research, professional activity

Major taught courses or fields of education:
Vállalati pénzügyek, Játékelmélet, Empirikus pénzügyek, Befektetések

Field of science and discipline:
economics

Current fields of research:
Kockázatfelosztás nem likvid piacokon és rendszerkockázat esetén; hitelszűkösség; portfólió-optimalizálás nem likvid eszközökre; társadalmi választások elmélete, rendszerkockázat

Previous fields of research:
Kockázatelosztási játékok; koherens kockázati mértékek, egzakt kooperatív játékok átruházható és nem átruházható hasznossággal

Major research projects

2010 - 2010, N° EAC/47/2009 Feasibility study to examine the potential need for a student lending facility at European level
Form of participation: member of the research team
Moneylender: European Commission Directorate-General for Education and Culture
Further info about research: The general purpose of the project is to make lifelong learning and mobility a reality, by reducing financial barriers. The main tasks are:+ description and evaluation of present practices+ evaluating the Community Added Value (CAV)+ creating new pan-European institution
2012 - 2014, FuturICT.hu – Infocommunication technologies and the society of the future
Form of participation: member of the research team
Moneylender:
Further info about research: Financial systems subprojectInfection analysis and the investigation of cascade effects focus on graph modelling of the interrelated business entities and on evaluating the speed and radius of an infection or the probability of a system collapse. Game theoretical investigations are pursued to measure the fairness of contracts and corresponding risk distributions, and multimedia data mining is applied to reveal the sentiments of a business and discover the correlation and impact of sentiments on the stock prices. In this way, a fast identification of favourable patterns in time series becomes feasible on small time scales, which can give rise to profitable trading where asset prices can follow each other in second and millisecond intervals.
2012 - 2015, Risk allocation in illiquid markets and in case of systemic risk
Form of participation: leader of the research team
Moneylender: OTKA
Further info about research: If a financial enterprise (bank, insurance company, investment fund, etc.) consists of subunits (individuals, products, subportfolios, divisions etc.), not only is it important to measure properly the risk of the main entity, but also to allocate the diversification benefits to the subunits using a proper risk allocation method. The purpose of the project is to analyze risk allocation in illiquid markets and in case of systemic risk, using game theory and simulation.
2011 - 2012, Measuring and allocating risk of illiquid portfolios
Form of participation: leader of the research team
Moneylender: MSCI
Further info about research: In finance risk capital allocation is an important question from both theoretical and practical point of view. How to share risk of a portfolio among its subportfolios? How to reserve capital in order to hedge existing risk and how to assign this to different business units?We use an axiomatic approach to examine risk capital allocation, i.e. we call for fundamental properties of the methods. The starting point of this working paper is the theorem of Csóka and Pintér (2010) who showed that the requirements of Core Compatibility, Equal Treatment Property and Strong Monotonicity are irreconcilable given that risk is quantified by a coherent measure of risk. In this project we examine these requirements using analytical and simulation tools.

Membership in scientific or professional bodies/organizations

2009 - , Köztestületi Tag, member
MTA , national
2009 - , tag, member
Gazdaságmodellezési társaság, national
2007 - , tag, member
Magyar Közgazdaságtudományi Egyesület, national
2012 - , tag, member
Game theory society, international
2012 - 2014, titkár, leadership position (president, director etc)
MTA Közgazdaság-tudományi Bizottság, Pénzügytani Albizottság , national
2010 - 2014, Zsűritag, member
OTKA KJS, national
2015 - 2017, alelnök, leadership position (president, director etc)
MTA Közgazdaság-tudományi Bizottság, Pénzügytani Albizottság , national
2017 - , Management Committee Substitute, leadership position (president, director etc)
COST Action CA16228, European Network for Game Theory, international
2019 - , elnökségi tag, leadership position (president, director etc)
Magyar Közgazdaságtudományi Egyesület, national
2018 - 2020, elnök, leadership position (president, director etc)
MTA Közgazdaság-tudományi Bizottság, Pénzügytani Albizottság , national

Board memberships and positions

2016 - 2020, FRL, Associate Editor, president or member of the editorial board
Foreign language
2016 - , JIFMIM, Subject Editor, president or member of the editorial board
Foreign language
2016 - , EMEMAR, Subject Editor, president or member of the editorial board
Foreign language
2016 - , SEF, Associate Editor, president or member of the editorial board
Foreign language

Expert consultancy activities

2010 - 2010
Magyar Posta Zrt.,
2013 - 2014
KELER KSZF, Hungarian Clearing House and Central Counterparty, Kockázati modellek auditálása
2018 - 2018
KELER KSZF, Hungarian Clearing House and Central Counterparty, Kockázati modellek auditálása

Publications

A Magyar Tudományos Művek Tárában (MTMT) található publikációim.

Contacts

Location at the university

Building: E
Room number: 263
Extension:
Main line:
Fax:
Internal fax:

E-mail address: peter.csoka@uni-corvinus.hu

Personal webpage: https://sites.google.com/view/peter-csoka-personal/home

Consulting hours:
szerda 14:00-15:30

Other professional profiles

LinkedIn: https://www.linkedin.com/in/p%C3%A9ter-cs%C3%B3ka-50273b5b/

MTMT: https://www.google.com/url?q=https%3A%2F%2Fm2.mtmt.hu%2Fgui2%2F%3Ftype%3Dauthors%26mode%3Dbrowse%26sel%3D10013432&sa=D&sntz=1&usg=AFQjCNEB6jEqkcEOV8PUJJHPhOOGP6xb6w

Scholar: https://scholar.google.hu/citations?user=SwW4jyAAAAAJ&hl=en

Other professional profile 1: https://sites.google.com/view/peter-csoka-personal/

Personal data

Dr. Csóka Péter

Egyetemi tanár / Professor

Qualifications, scientific degrees

Higher education qualifications

1998 - 2003
Budapest University of Economic Sciences and Public Administration , Majored as Investment Analyst (főiskolai)

Scientific degrees and awards

2008, PhD
Maastricht University
2017, Dr.Habil
CUB, Business School

Career

Workplaces

2004 - 2008
Maastricht University, PhD student
2008 -
Corvinus University of Budapest (CUB), Professor (since September 2019), before Associate Professor (since April 2011), before Assistant Professor
2011 -
Game Theory Research Group, Centre for Economic and Regional Studies, Research fellow (Senior Research Fellow, since 2016)

Public activities in the university (memberships in university bodies)

2014 -
Financial Research Centre, CUB, director
2012 - 2016
M.Sc. in Actuarial and Financial Mathematics, director of the major in quantitative finance at CUB
2012 -
Corvinus lectures in finance, organizer
2012 -
Annual financial market liquidity conference, Budapest: chair of the organizers
2010 - 2019
Faculty of Business Administration, Member of the Research Committee
2012 -
Hungarian Academy of Sciences, Committee of Economics, Subcommittee of Finance, secretary, 2015 vice-president, 2018 president

Awards, titles, honors

2009, Excellent Researcher Scholarschip
CUB
2010, The young researcher of the year
CUB Faculty of Business Administration
2011, Excellent Researcher Scholarschip
CUB
2012, OTKA Research Scholarship
OTKA
2015, Outstanding publication award
CUB, Corvinus Business School
2016, Excellent Researcher Scholarship
CUB
2016, Research Scholarship
New National Excellence Program of the Ministry of Human Capacities
2017, Research Scholarship
New National Excellence Program of the Ministry of Human Capacities
2019, János Bolyai Research Scholarship
Hungarian Academy of Sciences

Language skills

Language

Speaking

Writing

Reading

Media appearance

English

Advanced

German

Intermediate

Language skills

Language: English

Speaking: Advanced

Writing: Advanced

Reading: Advanced

Media appearance:
Language: German

Speaking: Intermediate

Writing: Intermediate

Reading: Intermediate

Media appearance:

Research, professional activity

Major taught courses or fields of education:
Corporate finance, Game Theory, Empirical Finance, Investments

Field of science and discipline:
economics

Current fields of research:
Risk allocation in illiquid markets; credit rationing; portfolio optimization with illiquid assets; social choice theory, systemic risk

Previous fields of research:
Risk allocation games, coherent measures of risk, exact game with and without transferable utility

Major research projects

2010 - 2010, N° EAC/47/2009 Feasibility study to examine the potential need for a student lending facility at European level
Form of participation: member of the research team
Moneylender: European Commission Directorate-General for Education and Culture
Further info about research: The general purpose of the project is to make lifelong learning and mobility a reality, by reducing financial barriers. The main tasks are:+ description and evaluation of present practices+ evaluating the Community Added Value (CAV)+ creating new pan-European institution
2012 - 2014, FuturICT.hu – Infocommunication technologies and the society of the future
Form of participation: member of the research team
Moneylender:
Further info about research: Financial systems subprojectInfection analysis and the investigation of cascade effects focus on graph modelling of the interrelated business entities and on evaluating the speed and radius of an infection or the probability of a system collapse. Game theoretical investigations are pursued to measure the fairness of contracts and corresponding risk distributions, and multimedia data mining is applied to reveal the sentiments of a business and discover the correlation and impact of sentiments on the stock prices. In this way, a fast identification of favourable patterns in time series becomes feasible on small time scales, which can give rise to profitable trading where asset prices can follow each other in second and millisecond intervals.
2012 - 2015, Risk allocation in illiquid markets and in case of systemic risk
Form of participation: leader of the research team
Moneylender: OTKA
Further info about research: If a financial enterprise (bank, insurance company, investment fund, etc.) consists of subunits (individuals, products, subportfolios, divisions etc.), not only is it important to measure properly the risk of the main entity, but also to allocate the diversification benefits to the subunits using a proper risk allocation method. The purpose of the project is to analyze risk allocation in illiquid markets and in case of systemic risk, using game theory and simulation.
2011 - 2012, Measuring and allocating risk of illiquid portfolios
Form of participation: leader of the research team
Moneylender: MSCI
Further info about research: In finance risk capital allocation is an important question from both theoretical and practical point of view. How to share risk of a portfolio among its subportfolios? How to reserve capital in order to hedge existing risk and how to assign this to different business units?We use an axiomatic approach to examine risk capital allocation, i.e. we call for fundamental properties of the methods. The starting point of this working paper is the theorem of Csóka and Pintér (2010) who showed that the requirements of Core Compatibility, Equal Treatment Property and Strong Monotonicity are irreconcilable given that risk is quantified by a coherent measure of risk. In this project we examine these requirements using analytical and simulation tools.

Membership in scientific or professional bodies/organizations

2009 - , member,
Hungarian Academy of Sciences, Scientists having a PhD, national
2009 - , member,
Society for Economic Modeling, national
2007 - , member,
Hungarian Society of Economists, national
2012 - , member,
Game theory society, international
2012 - 2014, Secteraty,
Hungarian Academy of Sciences, Finance subcommittee , national
2010 - 2014, member,
OTKA KJS, national
2015 - 2017, vice-president,
Hungarian Academy of Sciences, Finance subcommittee , national
2017 - , Management Committee Substitute, leadership position (president, director etc)
COST Action CA16228, European Network for Game Theory, international

Board memberships and positions

2016 - , Associate Editor,
2016 - , Subject Editor,
2016 - , Subject Editor,
2016 - , Associate Editor,

Expert consultancy activities

2010 - 2010
Hungarian Post Ltd., Liquidity and cash management
2013 - 2014
KELER KSZF, Hungarian Clearing House and Central Counterparty, Validation of risk models
2018 - 2018
KELER KSZF, Hungarian Clearing House and Central Counterparty, Validation of risk models

Publications