Filtered Results: 3 found

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
To Bail-out or to Bail-in? Answers from an Agent-based Model
J. Doyne Farmer, Stefan Thurner, Peter Klimek, Sebastian Poledna
May 2014
Leverage-induced Systemic Risk under Basle II and other Credit Risk Policies
J. Doyne Farmer, John Geanakoplos, Stefan Thurner, Sebastian Poledna