Mar 2016
Journal

Taming the Basel Leverage Cycle
in Journal of Financial Stability
Christoph Aymanns , J. Doyne Farmer , Fabio Caccioli , Vincent W.C. Tang

Feb 2015
Paper

Overlapping Portfolios, Contagion, and Financial Stability
J. Doyne Farmer , Fabio Caccioli , Nick Foti , Daniel Rockmore

Sept 2014
Paper

Stability Analysis of Financial Contagion due to Overlapping Portfolios
J. Doyne Farmer , Fabio Caccioli , Munik Shrestha , Christopher Moore

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

Aug 2012
Working Paper

A Proposal for Impact-Adjusted Valuation: Critical Leverage and Execution Risk
J. Doyne Farmer , Jean-Philippe Bouchaud , Fabio Caccioli

Publications