most citedLarge portfolio losses: A dynamic contagion model

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math.OC2018

Climb on the Bandwagon: Consensus and periodicity in a lifetime utility model with strategic interactions

Paolo Dai Pra, Elena Sartori, Marco Tolotti

What is the emergent long-run equilibrium of a society where many interacting agents bet on the optimal energy to put in place in order to climb on the Bandwagon? In this paper we…