Filtered Results: 5 found

Jul 2015
Taming the Basel Leverage Cycle
Christoph Aymanns, J. Doyne Farmer, Fabio Caccioli, Vincent W.C. Tang
Feb 2015
Overlapping Portfolios, Contagion, and Financial Stability
J. Doyne Farmer, Fabio Caccioli, Nick Foti, Daniel Rockmore
Sept 2014
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