Zachary Feinstein

Available identifiers

zbMath Open feinstein.zacharyMaRDI QIDQ486927

List of research outcomes

Publication	Date of Publication	Type
Interbank asset-liability networks with fire sale management	2023-11-15	Paper
Decentralized payment clearing using blockchain and optimal bidding	2023-07-10	Paper
Contagious McKean-Vlasov systems with heterogeneous impact and exposure	2023-07-06	Paper
Optimal network compression	2023-07-03	Paper
Contingent Convertible Obligations and Financial Stability	2023-03-31	Paper
Endogenous Inverse Demand Functions	2022-12-01	Paper
Endogenous Distress Contagion in a Dynamic Interbank Model	2022-11-28	Paper
Continuity and sensitivity analysis of parameterized Nash games	2022-11-23	Paper
Short Communication: Clearing Prices under Margin Calls and the Short Squeeze	2022-11-04	Paper
Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments	2022-09-19	Paper
Set-valued dynamic risk measures for processes and for vectors	2022-07-05	Paper
Scalar Multivariate Risk Measures with a Single Eligible Asset	2022-06-27	Paper
Time consistency for scalar multivariate risk measures	2022-02-18	Paper
Price mediated contagion through capital ratio requirements with VWAP liquidation prices	2021-11-09	Paper
A repo model of fire sales with VWAP and LOB pricing mechanisms	2021-11-05	Paper
Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems	2021-11-05	Paper
Set-valued risk measures as backward stochastic difference inclusions and equations	2021-04-29	Paper
A machine learning efficient frontier	2021-04-07	Paper
Obligations with Physical Delivery in a Multilayered Financial Network	2020-02-14	Paper
Capital regulation under price impacts and dynamic financial contagion	2019-11-06	Paper
Impact of contingent payments on systemic risk in financial networks	2019-08-30	Paper
Optimization of Fire Sales and Borrowing in Systemic Risk	2019-05-14	Paper
Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities	2019-03-20	Paper
Financial contagion and asset liquidation strategies	2019-02-22	Paper
A supermartingale relation for multivariate risk measures	2019-02-06	Paper
Measures of Systemic Risk	2018-03-12	Paper
The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks	2017-10-10	Paper
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle	2017-05-22	Paper
A Comparison of Techniques for Dynamic Multivariate Risk Measures	2016-05-13	Paper
Multi-portfolio time consistency for set-valued convex and coherent risk measures	2015-01-19	Paper
Time consistency of dynamic risk measures in markets with transaction costs	2014-02-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Zachary Feinstein