Publications
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 |
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 |