Publications

Filtered Results: 7 found

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