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Fingerprint Dive into the research topics where Zachary Feinstein is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Contagion Mathematics
Risk Measures Mathematics
Time Consistency Mathematics
Convex Risk Measures Mathematics
Coherent Risk Measures Mathematics
Financial Modeling Mathematics
Existence and Uniqueness Mathematics
Recursive Algorithm Mathematics

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Research Output 2007 2020

  • 88 Citations
  • 6 h-Index
  • 13 Article
  • 1 Chapter
  • 1 Conference contribution
  • 1 Paper
Contagion
Liquidity
Continuous-time Model
Banking
Existence and Uniqueness

Impact of contingent payments on systemic risk in financial networks

Banerjee, T. & Feinstein, Z., Sep 15 2019, In : Mathematics and Financial Economics. 13, 4, p. 617-636 20 p.

Research output: Contribution to journalArticle

Contagion
Existence and Uniqueness of Solutions
Network Model
Categorical or nominal
Existence and Uniqueness
1 Citation (Scopus)

Optimization of fire sales and borrowing in systemic risk

Bichuch, M. & Feinstein, Z., Jan 1 2019, In : SIAM Journal on Financial Mathematics. 10, 1, p. 68-88 21 p.

Stevens Institute of Technology

Research output: Contribution to journalArticle

Financial Modeling
Contagion
Nash Equilibrium
Aggregation
Sales
1 Citation (Scopus)

A supermartingale relation for multivariate risk measures

Feinstein, Z. & Rudloff, B., Dec 2 2018, In : Quantitative Finance. 18, 12, p. 1971-1990 20 p.

Research output: Contribution to journalArticle

Risk measures
Multivariate risk
Dynamic risk measures
Time consistency
Equivalence
2 Citations (Scopus)

Sensitivity of the Eisenberg–Noe clearing vector to individual interbank liabilities

Feinstein, Z., Pang, W., Rudloff, B., Schaanning, E., Sturm, S. & Wildman, M., Jan 1 2018, In : SIAM Journal on Financial Mathematics. 9, 4, p. 1286-1325 40 p.

Research output: Contribution to journalArticle

Estimation Error
Error analysis
Quantify
Perturbation
Regulator