Zachary Feinstein
Title
Cited by
Cited by
Year
Measures of systemic risk
Z Feinstein, B Rudloff, S Weber
SIAM Journal on Financial Mathematics 8 (1), 672-708, 2017
952017
Financial contagion and asset liquidation strategies
Z Feinstein
Operations Research Letters 45 (2), 109-114, 2017
442017
Multi-portfolio time consistency for set-valued convex and coherent risk measures
Z Feinstein, B Rudloff
Finance and Stochastics 19 (1), 67-107, 2015
322015
Time consistency of dynamic risk measures in markets with transaction costs
Z Feinstein, B Rudloff
Quantitative Finance 13 (9), 1473-1489, 2013
302013
Dynamic clearing and contagion in financial networks
T Banerjee, A Bernstein, Z Feinstein
arXiv preprint arXiv:1801.02091, 2018
202018
Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities
Z Feinstein, W Pang, B Rudloff, E Schaanning, S Sturm, M Wildman
SIAM Journal on Financial Mathematics 9 (4), 1286-1325, 2018
202018
The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks
Z Feinstein, F El-Masri
Statistics & Risk Modeling 34 (3-4), 113-139, 2017
202017
A comparison of techniques for dynamic multivariate risk measures
Z Feinstein, B Rudloff
Set Optimization and Applications-The State of the Art, 3-41, 2015
19*2015
Obligations with physical delivery in a multilayered financial network
Z Feinstein
SIAM Journal on Financial Mathematics 10 (4), 877-906, 2019
152019
A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle
Z Feinstein, B Rudloff
Journal of Global Optimization 68 (1), 47-69, 2017
152017
Impact of contingent payments on systemic risk in financial networks
T Banerjee, Z Feinstein
Mathematics and Financial Economics 13 (4), 617-636, 2019
132019
Optimization of fire sales and borrowing in systemic risk
M Bichuch, Z Feinstein
SIAM Journal on Financial Mathematics 10 (1), 68-88, 2019
92019
Pricing of debt and equity in a financial network with comonotonic endowments
T Banerjee, Z Feinstein
arXiv preprint arXiv:1810.01372, 2018
72018
It's a Trap: Emperor Palpatine's Poison Pill
Z Feinstein
arXiv preprint arXiv:1511.09054, 2015
62015
Tele-operation tools for bench-scale shake tables for instruction in earthquake engineering
S Dyke, R Christenson, Z Jiang, X Gao, Z Feinstein
Seismological Research Letters 78 (4), 460-463, 2007
62007
Capital regulation under price impacts and dynamic financial contagion
Z Feinstein
European Journal of Operational Research 281 (2), 449-463, 2020
52020
A supermartingale relation for multivariate risk measures
Z Feinstein, B Rudloff
Quantitative Finance 18 (12), 1971-1990, 2018
52018
Price mediated contagion through capital ratio requirements
T Banerjee, Z Feinstein
arXiv preprint arXiv:1910.12130, 2019
42019
Risk measures for power failures in transmission systems
A Cassidy, Z Feinstein, A Nehorai
Chaos: An Interdisciplinary Journal of Nonlinear Science 26 (11), 113110, 2016
42016
Dynamic Set Values for Nonzero Sum Games with Multiple Equilibriums
Z Feinstein, B Rudloff, J Zhang
arXiv preprint arXiv:2002.00449, 2020
32020
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Articles 1–20