Filtered Results: 6 found

Oct 2023
Building an alliance to map global supply networks
in Science
Anton Pichler, Christian Diem, Alexandra Brintrup, François Lafond, Glenn Magerman, Gert Buiten, Thomas Choi, Vasco M. Carvalho, J. Doyne Farmer, Stefan Thurner
Jul 2020
What is the minimal systemic risk in financial exposure networks?
in Journal of Economic Dynamics and Control
Anton Pichler, Christian Diem, Stefan Thurner
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
Aug 2009
Leverage Causes Fat Tails and Clustered Volatility
J. Doyne Farmer, John Geanakoplos, Stefan Thurner