Zachary G. Feinstein, Ph.D.
Affiliations: | 2014 | Operations Research and Financial Engineering | Princeton University, Princeton, NJ |
Area:
Mathematics, Operations ResearchGoogle:
"Zachary Feinstein"Parents
Sign in to add mentor| Birgit Rudloff | grad student | 2014 | Princeton | |
| (Set-Valued Risk Measures.) | ||||
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Publications
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| Clark BJ, Feinstein Z, Simaan M. (2020) A Machine Learning Efficient Frontier Operations Research Letters. 48: 630-634 |
| Feinstein Z. (2020) Capital regulation under price impacts and dynamic financial contagion European Journal of Operational Research. 281: 449-463 |
| Bichuch M, Feinstein Z. (2019) Optimization of Fire Sales and Borrowing in Systemic Risk Siam Journal On Financial Mathematics. 10: 68-88 |
| Feinstein Z. (2019) Obligations with Physical Delivery in a Multilayered Financial Network Siam Journal On Financial Mathematics. 10: 877-906 |
| Banerjee T, Feinstein Z. (2019) Impact of contingent payments on systemic risk in financial networks Mathematics and Financial Economics. 13: 617-636 |
| Feinstein Z, Pang W, Rudloff B, et al. (2018) Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities Siam Journal On Financial Mathematics. 9: 1286-1325 |
| Feinstein Z, Rudloff B. (2018) A supermartingale relation for multivariate risk measures Quantitative Finance. 18: 1971-1990 |
| Feinstein Z, El-Masri F. (2017) The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks Statistics and Risk Modeling. 34: 113-139 |
| Feinstein Z, Rudloff B, Weber S. (2017) Measures of Systemic Risk Siam Journal On Financial Mathematics. 8: 672-708 |
| Feinstein Z. (2017) Financial contagion and asset liquidation strategies Operations Research Letters. 45: 109-114 |