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.
  • T. Banerjee, Z. Feinstein (2018): Impact of contingent payments on systemic risk 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.