7 citations · 14 across the 3 of their papers we have counts for
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q-fin.ST2013
Uncertain growth and the value of the future
Jaume Masoliver, Miquel Montero, Josep Perelló +2
For environmental problems such as global warming future costs must be balanced against present costs. This is traditionally done using an exponential function with a constant disc…
q-fin.RM2013★ 1 cited
Leverage-induced systemic risk under Basle II and other credit risk policies
Sebastian Poledna, Stefan Thurner, J. Doyne Farmer +1
We use a simple agent based model of value investors in financial markets to test three credit regulation policies. The first is the unregulated case, which only imposes limits on…