Publications
Filtered Results: 5 found
Jul 2015 |
Taming the Basel Leverage Cycle
Christoph Aymanns, J. Doyne Farmer, Fabio Caccioli, Vincent W.C. Tang |
Feb 2015 |
Overlapping Portfolios, Contagion, and Financial Stability
J. Doyne Farmer, Fabio Caccioli, Nick Foti, Daniel Rockmore |
Sept 2014 |
Stability Analysis of Financial Contagion due to Overlapping Portfolios
J. Doyne Farmer, Fabio Caccioli, Munik Shrestha, Christopher Moore |
Jun 2014 |
How to Improve the Financial Architecture and Its Resilience
J. Doyne Farmer, Jean-Philippe Bouchaud, Fabio Caccioli, Dirk Helbing, Eve Mitleton-Kelly, Steve Keen, Katharina Pistor, Dennis J. Snower, Olsen Richard, Angelo Ronaldo, Norbert Häring, Edward Fullbrook |
Aug 2012 |
A Proposal for Impact-Adjusted Valuation: Critical Leverage and Execution Risk
J. Doyne Farmer, Jean-Philippe Bouchaud, Fabio Caccioli |