Publications

Filtered Results: 5 found

Jun 2014
Working Paper
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
Dec 2012
Paper
Impact-Adjusted Valuation and the Criticality of Leverage
J. Doyne Farmer, Jean-Philippe Bouchaud
Aug 2012
Working Paper
A Proposal for Impact-Adjusted Valuation: Critical Leverage and Execution Risk
J. Doyne Farmer, Jean-Philippe Bouchaud, Fabio Caccioli
Jul 2012
Journal
How Does The Market React to Your Order Flow?
J. Doyne Farmer, Fabrizio Lillo, Jean-Philippe Bouchaud, J. Kockelkoren, Z. Eisler, B. Tóth
Jan 2008
Book
How Markets Slowly Digest Changes in Supply and Demand
J. Doyne Farmer, Fabrizio Lillo, Jean-Philippe Bouchaud