Publications

Preprints:

Z. Feinstein (2016): Continuity properties and sensitivity analysis of parameterized fixed points and approximate fixed points. [Preprint].
Z. Feinstein (2018): Obligations with physical delivery in a multi-layered financial network. [Preprint]. Submitted for publication.
T. Banerjee, A. Bernstein, Z. Feinstein (2018): Dynamic clearing and contagion in financial networks. [Preprint]. Submitted for publication.
Z. Feinstein (2018): Capital regulation under price impacts and dynamic financial contagion. [Preprint]. Submitted for publication.
Z. Feinstein, B. Rudloff (2018): Scalar multivariate risk measures with a single eligible asset. [Preprint]. Submitted for publication.
T. Banerjee, Z. Feinstein (2018): Pricing of debt and equity in a financial network with comonotonic endowments. [Preprint]. Submitted for publication.
Z. Feinstein, B. Rudloff (2018): Time consistency for scalar multivariate risk measures. [Preprint]. Submitted for publication.

Journal Papers:

T. Banerjee, Z. Feinstein (2019): Impact of contingent payments on systemic risk in financial networks. [Preprint]. Mathematics and Financial Economics, DOI: 10.1007/s11579-019-00239-9.
M. Bichuch, Z. Feinstein (2019): Optimization of fire sales and borrowing in systemic risk. [Preprint]. SIAM Journal on Financial Mathematics, 10 (1), 68-88..
Z. Feinstein, W. Pang, B. Rudloff, E. Schaanning, S. Sturm, M. Wildman (2018): Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. [Preprint]. SIAM Journal on Financial Mathematics, 9 (4), 1286-1325.
Z. Feinstein, B. Rudloff (2018): A supermartingale relation for multivariate risk measures. [Preprint]. Quantitative Finance, 18 (12), 1971-1990.
Z. Feinstein, B. Rudloff, S. Weber (2017): Measures of systemic risk. [Preprint]. SIAM Journal on Financial Mathematics, 8 (1), 672-708.
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, 34 (3-4), 113-139.
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.