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OLC EcoSci
ECONIS (ZBW)
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Historical costs of coal-fired electricity and implications for the future
McNerney, James
;
Doyne Farmer, J.
;
Trancik, Jessika E.
- In:
Energy policy
39
(
2011
)
6
,
pp. 3042-3055
Persistent link: https://www.econbiz.de/10009015820
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2
Market force, ecology and evolution
Farmer, J. Doyne
- In:
Industrial and corporate change
11
(
2013
)
5
,
pp. 895-894
Persistent link: https://www.econbiz.de/10010111715
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3
Superexponential long-term trends in information technology
Nagy, Béla
;
Farmer, J. Doyne
;
Trancik, Jessika E.
; …
- In:
Technological forecasting & social change : an …
78
(
2011
)
8
,
pp. 1356-1365
Persistent link: https://www.econbiz.de/10009331135
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The long memory of the efficient market
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
3
Persistent link: https://www.econbiz.de/10009949822
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The reality game
Cherkashin, Dmitriy
;
Farmer, J. Doyne
;
Lloyd, Seth
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1091-1106
Persistent link: https://www.econbiz.de/10008882151
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Optimal liquidation strategies regularize portfolio selection
Caccioli, Fabio
;
Still, Susanne
;
Marsili, Matteo
; …
- In:
The European journal of finance
19
(
2013
)
6
,
pp. 554-571
Persistent link: https://www.econbiz.de/10010122867
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Liquidity risk - Impact-adjusted valuation and the criticality of leverage - Marking whole positions to the current clearing price as in mark-to-market accounting ignores the effect that liquidating a position can have. Such valuations overstate the cash that will be received and underestimate a position's leverage. Simple parametric models for price impact can capture the effect — And serve as an ...
Bouchaud, Jean-Philippe
;
Caccioli, Fabio
;
Farmer, Doyne
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
12
,
pp. 74-77
Persistent link: https://www.econbiz.de/10010061835
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