ETH Risk Center Working Paper Series

The ETH Risk Center, established at ETH Zurich (Switzerland) in 2011, aims to develop cross-disciplinary approaches to integrative risk management. The center combines competences from the natural, engineering, social, economic and political sciences. By integrating modeling and simulation efforts with empirical and experimental methods, the Center helps societies to better manage risk. More information can be found at http://www.riskcenter.ethz.ch/.

Paper list

• ETH-RC-14-011: How Damage Diversification Can Reduce Systemic Risk
  Authors: Rebekka Burkholz, Antonios Garas, Frank Schweitzer

• ETH-RC-14-010: Collective behaviour induced by network volatility
  Authors: Claudio J. Tessone

• ETH-RC-14-009: A scenario planning approach for disasters on Swiss road network
  Authors: G. A. Mendes, K. W. Axhausen, J. S. Andrade, Jr, H. J. Herrmann

• ETH-RC-14-008: Shock waves on complex networks
  Authors: Enys Mones, Nuno A. M. Ara\'ujo, Tam\'as Vicsek, Hans J. Herrmann

• ETH-RC-14-007: Flood avalanches in a semiarid basin with a dense reservoir network
  Authors: Samuel J. Peter, J. C. de Ara\'ujo, N. A. M. Ara\'ujo, H. J. Herrmann

• ETH-RC-14-006: Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences
  Authors: Antoine Bommier

• ETH-RC-14-005: Hierarchical maximum likelihood parameter estimation for cumulative prospect theory: Improving the reliability of individual risk parameter estimates
  Authors: Ryan O. Murphy , Robert H.W. ten Brincke

• ETH-RC-14-004: Smart rewiring for network robustness
  Authors: Vitor H. P. Louzada, Fabio Daolio, Hans J. Herrmann, Marco Tomassini

• ETH-RC-14-003: Smart rewiring for network robustness
  Authors: Vitor H. P. Louzada, Fabio Daolio, Hans J. Herrmann, Marco Tomassini

• ETH-RC-14-002: Social Security and the Interactions Between Aggregate and Idiosyncratic Risk
  Authors: Daniel Harenberg, Alexander Ludwig

• ETH-RC-14-001: The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy
  Authors: David Garcia, Claudio J. Tessone, Pavlin Mavrodiev, Nicolas Perony

• ETH-RC-13-007: Accounting for Different Uncertainties: Implications for Climate Investments?
  Authors: Svenja Hector()

• ETH-RC-13-006: Risk Sharing Capacity: Markets versus Households
  Authors: Hans Gersbach, Hans Haller

• ETH-RC-13-005: Refined Risk Assessment and Banking Stability
  Authors: Hans Gersbach, Jan Wenzelburger

• ETH-RC-13-004: Overlapping Correlation Coefficient
  Authors: Paolo Tasca

• ETH-RC-13-003: Quantifying the Impact of Leveraging and Diversification on Systemic Risk
  Authors: Paolo Tasca , Pavlin Mavrodiev, Frank Schweitzer

• ETH-RC-13-002: A Robust Approach to Risk Aversion
  Authors: Antoine Bommier, Francois Le Grand

• ETH-RC-13-001: Quantifying the effects of social influence
  Authors: Pavlin Mavrodiev, Claudio J. Tessone, Frank Schweitzer

• ETH-RC-12-018: Redistribution spurs growth by using a portfolio effect on risky human capital
  Authors: Jan Lorenz, Fabian Paetzel, Frank Schweitzer

• ETH-RC-12-017: Diversity-induced resonance in the response to social norms
  Authors: Claudio J. Tessone, Angel Sanchez, Frank Schweitzer

• ETH-RC-12-016: Financial fragility and distress propagation in a network of regions
  Authors: Stefania Vitali, Stefano Battiston, Mauro Gallegati

• ETH-RC-12-015: How big is too big? Critical Shocks for Systemic Failure Cascades
  Authors: Claudio J. Tessone, Antonios Garas, Beniamino Guerra, Frank Schweitzer

• ETH-RC-12-014: The Social Climbing Game
  Authors: Marco Bardoscia, Giancarlo De Luca, Giacomo Livan, Matteo Marsili, Claudio J. Tessone

• ETH-RC-12-013: Credit Default Swaps Drawup Networks: Too Tied To Be Stable?
  Authors: Rahul Kaushik, Stefano Battiston

• ETH-RC-12-012: Market Procyclicality and Systemic Risk
  Authors: Paolo Tasca, Stefano Battiston

• ETH-RC-12-011: Generating Robust and Efficient Networks Under Targeted Attacks
  Authors: Vitor H. P. Louzada, Fabio Daolio, Hans J. Herrmann, Marco Tomassini

• ETH-RC-12-010: Crowd Disasters as Systemic Failures: Analysis of the Love Parade Disaster
  Authors: Dirk Helbing, Pratik Mukerji

• ETH-RC-12-009: Inverse targeting - an effective immunization strategy
  Authors: C.M. Schneider, T. Mihaljev, H.J. Herrmann

• ETH-RC-12-008: Overspill avalanching in a dense reservoir network
  Authors: G. L. Mamede, N. A. M. Araujo, C. M. Schneider, J. C. de Araujo, H. J. Herrmann

• ETH-RC-12-007: Suppressing Epidemics with a Limited Amount of Immunization Units
  Authors: C. M. Schneider, T. Mihaljev, S. Havlin, H. J. Herrmann

• ETH-RC-12-006: Tricritical point in explosive percolation
  Authors: N. A. M. Araujo, J. S. Andrade Jr, R. M. Ziff, H. J. Herrmann

• ETH-RC-12-005: Interarrival times of message propagation on directed networks
  Authors: T. Mihaljev, L. de Arcangelis, H. J. Herrmann

• ETH-RC-12-004: Dragon-kings: Mechanisms, statistical methods and empirical evidence
  Authors: Didier Sornette, Guy Ouillon

• ETH-RC-12-003: When games meet reality: is Zynga overvalued?
  Authors: Z. Forr\'o, P. Cauwels, D. Sornette

• ETH-RC-12-002: Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle
  Authors: Antoine Bommier, Francois Le Grand

• ETH-RC-12-001: Life-Cycle Preferences Revisited
  Authors: Antoine Bommier

• ETH-RC-11-007: Quis pendit ipsa pretia: facebook valuation and diagnostic of a bubble based on nonlinear demographic dynamics
  Authors: Peter Cauwels, Didier Sornette

• ETH-RC-11-006: Default Cascades: When Does Risk Diversification Increase Stability?
  Authors: Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, Bruce Greenwald, Joseph E. Stiglitz

• ETH-RC-11-005: Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts
  Authors: Wei-Xing Zhou, Guo-Hua Mu, Si-Wei Chen, Didier Sornette

• ETH-RC-11-004: Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model
  Authors: Didier Sornette, Ryan Woodard,, Wanfeng Yan, Wei-Xing Zhou

• ETH-RC-11-003: The Role of diversification risk in financial bubbles
  Authors: Wanfeng Yan, Ryan Woodard, Didier Sornette

• ETH-RC-11-002: A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model
  Authors: Vladimir Filimonov, Didier Sornette

• ETH-RC-11-001: Detection of Crashes and Rebounds in Major Equity Markets
  Authors: Wanfeng Yan, Reda Rebib, Ryan Woodard, Didier Sornette