3 results: page 1 of 1
Mar 2018
INET Working Paper
No. 2018-11 - Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem
Stefan Thurner ,  Sebastian Poledna ,  Anton Pichler
Jan 2015
Paper
To Bail-out or to Bail-in? Answers from an Agent-based Model
J. Doyne Farmer ,  Stefan Thurner ,  Peter Klimek ,  Sebastian Poledna
May 2014
Paper
Leverage-induced Systemic Risk under Basle II and other Credit Risk Policies
J. Doyne Farmer ,  John Geanakoplos ,  Stefan Thurner ,  Sebastian Poledna