Zachary Feinstein

Zachary Feinstein

Stevens Institute of Technology - Hoboken / United States
Others
AD Scientific Index ID: 1671772
person_outline Zachary Feinstein's MOST POPULAR ARTICLES
1-) Measures of systemic riskZ Feinstein, B Rudloff, S WeberSIAM Journal on Financial Mathematics 8 (1), 672-708, 20171402017
2-) Financial contagion and asset liquidation strategiesZ FeinsteinOperations Research Letters 45 (2), 109-114, 2017672017
3-) Multi-portfolio time consistency for set-valued convex and coherent risk measuresZ Feinstein, B RudloffFinance and Stochastics 19 (1), 67-107, 2015452015
4-) Time consistency of dynamic risk measures in markets with transaction costsZ Feinstein, B RudloffQuantitative Finance 13 (9), 1473-1489, 2013462013
5-) Dynamic clearing and contagion in financial networksT Banerjee, A Bernstein, Z FeinsteinEuropean Journal of Operational Research, 2024442024