Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Richard Bookstaber"'
Autor:
Richard Bookstaber
Publikováno v:
How Worlds Collapse ISBN: 9781003331384
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::829a36a0bc82570b0b98bc384b285980
https://doi.org/10.4324/9781003331384-22
https://doi.org/10.4324/9781003331384-22
Autor:
Richard Bookstaber
Current methods of assessing market and portfolio risk focus on short-term risk and cannot account for long-term dynamics of market risk and personal risk. This paper uses additional factors to extend current methods for long-term risks.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2152da8edf6356bf530f3aed68157ef4
https://doi.org/10.56227/22.1.11
https://doi.org/10.56227/22.1.11
Autor:
Richard Bookstaber, Phillip J. Monin
Publikováno v:
Journal of Economic Interaction and Coordination. 16:471-495
We develop a dynamic model of information transmission and aggregation in social networks in which continued membership in the network is contingent on the accuracy of opinions. Agents have opinions about a state of the world and form links to others
Autor:
Richard Bookstaber
Publikováno v:
Annual Review of Financial Economics. 9:85-100
This article describes the agent-based approach to modeling financial crises. It focuses on the interactions of agents and on how these interactions feed back to change the financial environment. It explains how these models embody the contagion and
Publikováno v:
Journal of Economic Interaction and Coordination. 13:433-466
This paper describes an agent-based model for analyzing the vulnerability of the financial system to asset- and funding-based fire sales. The model views the dynamic interactions of agents in the financial system extending from the suppliers of fundi
Autor:
Richard Bookstaber, Alan Kirman
This chapter takes as its starting point the idea that any model of the economy must have heterogeneous agents. Such agents together form a complex adaptive system where the aggregate behavior emerges from the interaction between the individuals. Suc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef1015a63e73c255ed5be89ab3e3b2fd
https://doi.org/10.1016/bs.hescom.2018.03.004
https://doi.org/10.1016/bs.hescom.2018.03.004
Autor:
Richard Bookstaber
Publikováno v:
The End of Theory: Financial Crises, the Failure of Economics, and the Sweep of Human Interaction
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa5fbbc00332585d2f87f4c286613dc2
https://doi.org/10.1515/9781400884964-012
https://doi.org/10.1515/9781400884964-012
Autor:
Richard Bookstaber
Publikováno v:
The End of Theory: Financial Crises, the Failure of Economics, and the Sweep of Human Interaction
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99a277d2bba52ab74ae753f7dd9286be
https://doi.org/10.1515/9781400884964-011
https://doi.org/10.1515/9781400884964-011
Autor:
Richard Bookstaber
Publikováno v:
The End of Theory: Financial Crises, the Failure of Economics, and the Sweep of Human Interaction
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da052a75b7e4738f7079575e7ea53e61
https://doi.org/10.1515/9781400884964-008
https://doi.org/10.1515/9781400884964-008