Publications

Filtered Results: 8 found

Jun 2022
Journal 		Valuing the Future and Discounting in Random Environments: A Review
in Entropy
Jaume Masoliver, Miquel Montero, Josep Perelló, J. Doyne Farmer, John Geanakoplos
May 2015
Paper 		Value of the Future: Discounting in Random Environments
J. Doyne Farmer, John Geanakoplos, Jaume Masoliver, Miquel Montero, Josep Perelló
Jul 2014
Working Paper 		Discounting the Distant Future
J. Doyne Farmer, John Geanakoplos, Jaume Masoliver, Miquel Montero, Josep Perelló
May 2014
Paper 		Leverage-induced Systemic Risk under Basle II and other Credit Risk Policies
J. Doyne Farmer, John Geanakoplos, Stefan Thurner, Sebastian Poledna
May 2012
Paper 		Getting at Systemic Risk via an Agent-Based Model of the Housing Market
J. Doyne Farmer, Robert Axtell, John Geanakoplos, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Nathan M. Palmer, Chun-Yi Yang
Aug 2009
Journal 		Leverage Causes Fat Tails and Clustered Volatility
J. Doyne Farmer, John Geanakoplos, Stefan Thurner
Aug 2009
Journal 		Hyperbolic Discounting is Rational: Valuing the Far Future with Uncertain Discount Rates
J. Doyne Farmer, John Geanakoplos
May 2008
Journal 		Power Laws in Economics and Elsewhere.
J. Doyne Farmer, John Geanakoplos