Matjaz Steinbacher

Kiel Institute for the World Economy

research affiliate

P.O. Box 4309

Kiel, D-24100

Germany

University of Donja Gorica

Podgorica, 81000

Montenegro

SCHOLARLY PAPERS

22

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2,161

CITATIONS
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Top 20,073

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23

Scholarly Papers (22)

1.

Stochastic Processes in Finance and Behavioral Finance

Number of pages: 25 Posted: 01 Jul 2008 Last Revised: 11 Jan 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 559 (47,510)
Citation 1

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asset pricing and finance, stochastic processes, behavior of agents

2.

Robustness of Banking Networks to Idiosyncratic and Systemic Shocks: A Network-Based Approach

Journal of Economic Interaction and Coordination, Forthcoming
Number of pages: 24 Posted: 29 May 2012 Last Revised: 24 Nov 2014
Matjaz Steinbacher, Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy, Fakulteta za poslovne vede and Free Society Institute
Downloads 150 (193,228)
Citation 8

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credit contagion, network models, systemic risk, financial crises

3.

Behavior of Investors on a Multi-Asset Market

Number of pages: 24 Posted: 28 Jun 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 147 (196,418)

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social networks, behavioral finance, portfolio analysis, multi-asset game, chaos

4.

Portfolio Selection Under Social Networks

Number of pages: 29 Posted: 13 Sep 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 128 (219,452)
Citation 1

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social networks, behavioral finance, portfolio analysis, multi-asset game

5.

Value-at-Risk Versus Non Value-at-Risk Traders

Number of pages: 14 Posted: 26 Mar 2009 Last Revised: 09 Sep 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 114 (239,190)

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social networks, portfolio decision-making, stochastic finance, Value-at-Risk

6.

Challenging the Efficient Frontier Portfolio

Number of pages: 30 Posted: 13 May 2010 Last Revised: 30 Jun 2010
Matjaz Steinbacher, Matej Steinbacher and Mitja Steinbacher
Kiel Institute for the World Economy, Free Society Institute and Fakulteta za poslovne vede
Downloads 111 (245,332)

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Portfolio analysis, Small world network, Multiperiod asset allocation, Enforcement learning, Suspiciousness, Consistency, CAPM.

7.

Acceptable Risk in a Two-Asset Game

Number of pages: 15 Posted: 29 Dec 2008 Last Revised: 19 Oct 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 109 (246,949)

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social networks, stochastic dominance, evolutionary finance, two-asset game

8.

European Tax: A Step Invigorating Tax Harmonization

Number of pages: 12 Posted: 16 Jan 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 105 (253,536)

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non-cooperative games, endogenous growth, fiscal policies, tax competition

9.

What is the 'Value' of Value-at-Risk in a Simulated Portfolio Decision-Making Game?

Number of pages: 12 Posted: 09 Mar 2009 Last Revised: 25 Mar 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 100 (262,027)
Citation 2

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social networks, portfolio decision-making, stochastic finance, Value-at-Risk

10.

Artificial Portfolio Simulator

Number of pages: 15 Posted: 21 Sep 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 79 (303,794)

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social networks, behavioral finance, portfolio analysis, multi-asset game

11.

Knowledge, Preferences and Shocks in Portfolio Analysis

Number of pages: 16 Posted: 19 Dec 2008
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 75 (313,180)
Citation 4

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small world networks, portfolio analysis, stochastic finance

12.

Evolutionary Portfolios Through the Small World Network

FSI Working Paper No. 5
Number of pages: 25 Posted: 16 Jul 2008
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 69 (327,972)
Citation 4

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13.

A Social Network Approach to Portfolio Selection with Unsuspicious and Suspicious Agents

Number of pages: 38 Posted: 17 May 2011 Last Revised: 04 Jun 2011
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 65 (338,576)

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multiperiod portfolio selection, stochastic finance, artificial markets, evolutionary games on networks, suspiciousness

14.

Interaction-based Approach to Economics and Finance

Interaction-Based Approach to Economics and Finance. In: New Economic Windows, Complexity in Economics: Cutting Edge Research. Faggini, M. and A. Parziale (Eds.). 2014, pp 161-203. Springer International Publishing.
Number of pages: 44 Posted: 09 May 2013 Last Revised: 29 Jun 2014
Mitja Steinbacher, Matjaz Steinbacher and Matej Steinbacher
Fakulteta za poslovne vede, Kiel Institute for the World Economy and Free Society Institute
Downloads 64 (341,285)
Citation 2

Abstract:

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evolutionary games on networks, complex adaptive systems, learning

15.

Self-Interest, Incentives and the Decision-Making

Number of pages: 12 Posted: 29 Jan 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 61 (349,631)

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Evolutionary games, incentives and disincentives, investment decisions, Roy model

16.

To Work or Not? Simulating Inspection Game with Labor Unions

Number of pages: 33 Posted: 27 May 2008 Last Revised: 22 Feb 2009
Matej Steinbacher, Matjaz Steinbacher and Mitja Steinbacher
Free Society Institute, Kiel Institute for the World Economy and Fakulteta za poslovne vede
Downloads 58 (358,385)

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social networks, inspection game, labor economics

17.

Interaction-Based Model for Pricing CDS with Counterparty Risk

Number of pages: 24 Posted: 10 Apr 2014
Matjaz Steinbacher, Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy, Fakulteta za poslovne vede and Free Society Institute
Downloads 54 (370,864)

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structural models, banking system, interaction-based finance, network models, CDS, credit risk, evolutionary models

18.

The Role of Liquidity Individuals in the Decision-Making

Number of pages: 10 Posted: 01 Feb 2009
Matjaz Steinbacher
Kiel Institute for the World Economy
Downloads 39 (423,280)
Citation 3

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liquidity individuals, social networks, decision-making, portfolio analysis

19.

What Can a Discretionary Bailout Policy Do to Stabilize a Banking System after a Systemic Credit Event?

Number of pages: 20 Posted: 23 Nov 2013 Last Revised: 07 Dec 2013
Matjaz Steinbacher, Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy, Fakulteta za poslovne vede and Free Society Institute
Downloads 28 (471,543)

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structural models, interaction-based finance, social networks, credit risk, central bank, bailout, sensitivity analysis, mortgage shock

20.

A Repeated Game Heterogeneous-Agent Wage-Posting Model

Number of pages: 8 Posted: 04 Aug 2009
Matej Steinbacher, Matjaz Steinbacher and Mitja Steinbacher
Free Society Institute, Kiel Institute for the World Economy and Fakulteta za poslovne vede
Downloads 23 (498,359)

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Job-search model, Wage posting, Heterogeneous agents, Numerical optimization

21.

Homogenous Agent Wage-Posting Model with Wage Dispersion

Number of pages: 7 Posted: 09 Jul 2009
Matej Steinbacher, Matjaz Steinbacher and Mitja Steinbacher
Free Society Institute, Kiel Institute for the World Economy and Fakulteta za poslovne vede
Downloads 23 (498,359)

Abstract:

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Job-search model, wage posting, wage dispersion, numerical optimization

22.

How Banks’ Capital Ratio and Size Affect the Stability of the Banking System: A Simulation-Based Study

Journal of Credit Risk, Vol. 11, No. 1, 2015
Number of pages: 34 Posted: 15 Jun 2016
Mitja Steinbacher and Matjaz Steinbacher
Fakulteta za poslovne vede and Kiel Institute for the World Economy
Downloads 0 (662,094)
Citation 1
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Abstract:

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bank capital; diversification, credit risk, financial stability, structural models, network models