papers
Publications (12)
q-fin.RM2018
A Supermartingale Relation for Multivariate Risk Measures
Zachary Feinstein, Birgit Rudloff
q-fin.MF2018
Optimization of Fire Sales and Borrowing in Systemic Risk
Maxim Bichuch, Zachary Feinstein
q-fin.GN2015
It's a Trap: Emperor Palpatine's Poison Pill
Zachary Feinstein
q-fin.RM2019
Obligations with Physical Delivery in a Multi-Layered Financial Network
Zachary Feinstein
q-fin.RM2012
Time consistency of dynamic risk measures in markets with transaction costs
Zachary Feinstein, Birgit Rudloff
q-fin.RM2016
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle
Zachary Feinstein, Birgit Rudloff
q-fin.RM2015
A comparison of techniques for dynamic multivariate risk measures
Zachary Feinstein, Birgit Rudloff
q-fin.RM2014
Multiportfolio time consistency for set-valued convex and coherent risk measures
Zachary Feinstein, Birgit Rudloff
q-fin.RM2016
The Effects of Leverage Requirements and Fire Sales on Financial Contagion via Asset Liquidation Strategies in Financial Networks
Zachary Feinstein, Fatena El-Masri
q-fin.MF2018
Impact of Contingent Payments on Systemic Risk in Financial Networks
Tathagata Banerjee, Zachary Feinstein
q-fin.RM2016
Financial Contagion and Asset Liquidation Strategies
Zachary Feinstein
q-fin.GN2017
Harry Potter and the Goblin Bank of Gringotts
Zachary Feinstein