Dec 2023
Working Paper

Discounting the distant future: What do historical bond prices imply about the long term discount rate?
J. Doyne Farmer , John Geanakoplos , Matteo Richiardi , Miquel Montero , Josep Perelló , Jaume Masoliver

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

Publications