Publications

Preprints:

• Z. Feinstein, B. Rudloff (2016): A supermartingale relation for multivariate risk measures. [Preprint]. Submitted for publication.
• Z. Feinstein (2016): Continuity properties and sensitivity analysis of parameterized fixed points and approximate fixed points. [Preprint].
• Z. Feinstein (2017): Obligations with physical delivery in a multi-layered financial network. [Preprint]. Submitted for publication.
• Z. Feinstein, W. Pang, B. Rudloff, E. Schaanning, S. Sturm, M. Wildman (2017): Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. [Preprint]. Submitted for publication.

Journal Papers:

• Z. Feinstein, B. Rudloff, S. Weber (2017): Measures of systemic risk. [Preprint]. SIAM Journal on Financial Mathematics, Forthcoming.
• Z. Feinstein, F. El-Masri (2017): The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks. [Preprint]. Statistics & Risk Modeling, DOI: 10.1515/strm-2015-0030.
• Z. Feinstein (2017): Financial contagion and asset liquidation strategies. [Preprint]. Operations Research Letters, 45 (2):109-114.
• A. Cassidy, Z. Feinstein, A. Nehorai (2016): Risk measures for power failures in transmission systems. Chaos, 26 (11), 113110.
• Z. Feinstein, B. Rudloff (2017): A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle. [Free Version][Preprint]. Journal of Global Optimization, 68 (1), 47-69.
• Z. Feinstein, B. Rudloff (2015): Multi-portfolio time consistency for set-valued convex and coherent risk measures. [Preprint]. Finance and Stochastics, 19 (1), 67-107.
• Z. Feinstein, B. Rudloff (2013): Time consistency of dynamic risk measures in markets with transaction costs. [Preprint]. Quantitative Finance, 13 (9), 1473-1489.

Book Chapters:

• Z. Feinstein, B. Rudloff (2015): A comparison of techniques for dynamic multivariate risk measures. [Preprint]. Set Optimization and Applications in Finance — The State of the Art, Springer Berlin Heidelberg, pp. 3-41.

Public Outreach Papers and Works:

• Z. Feinstein Harry Potter and the Goblin Bank of Gringotts. 2016.
• Z. Feinstein. In ‘Star Wars,’ Was the Death Star Too Big to Fail? New York Times, pp. SR10. January 3, 2016.
• Z. Feinstein. I have discovered the reason that ‘Star Wars’ exists in the first place. Wonkblog. Washington Post. December 19, 2015.
• Z. Feinstein. It’s a trap: Emperor Palpatine’s poison pill. 2015.
• Z. Feinstein. Fictionomics.

Conference Papers:

• N. Hoang, A. Friedman, W. Song, J. Char, Z. Feinstein, S. J. Dyke (2008): System Equivalent Reduction Expansion Process: An Experimental Validation, 11th East Asia-Pacific Conference on Structural Engineering & Construction, Taipei, Taiwan, November 19-21.
• Z. Huang, B. Xu, Z. Feinstein, S. J. Dyke (2008): Nonparametric Modeling of Magnetorheological Damper, 10th International Symposium on Structural Engineering for Young Experts, Changsha, China, October 19-21.