Zachary Feinstein

Identifiers

• name variant Zachary Feinstein 0.60 · backfill

Papers (50)

1. Designing On-Chain Options: Amortizing Perpetual Options q-fin.MF · 2026 · author #2
2. Amortizing Perpetual Options q-fin.PR · 2025 · author #1
3. Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure q-fin.RM · 2025 · author #2
4. On the Separability of Vector-Valued Risk Measures q-fin.RM · 2024 · author #2
5. The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience q-fin.RM · 2024 · author #1
6. Large Language Model in Financial Regulatory Interpretation q-fin.RM · 2024 · author #2
7. Statistical Validation of Contagion Centrality in Financial Networks q-fin.MF · 2024 · author #2
8. Price-mediated contagion with endogenous market liquidity q-fin.RM · 2023 · author #2
9. Approximating the set of Nash equilibria for convex games math.OC · 2023 · author #1
10. Modeling Inverse Demand Function with Explainable Dual Neural Networks q-fin.CP · 2023 · author #5
11. Decentralized Prediction Markets and Sports Books q-fin.MF · 2023 · author #3
12. Stochastic Cell Transmission Models of Traffic Networks cs.LG · 2023 · author #1
13. Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today q-fin.MF · 2022 · author #1
14. Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance q-fin.MF · 2022 · author #2
15. Deep Learning the Efficient Frontier of Convex Vector Optimization Problems math.OC · 2022 · author #1
16. Characterizing and Computing the Set of Nash Equilibria via Vector Optimization math.OC · 2021 · author #1
17. Decentralized Payment Clearing using Blockchain and Optimal Bidding q-fin.RM · 2021 · author #3
18. Contagious McKean-Vlasov systems with heterogeneous impact and exposure math.PR · 2021 · author #1
19. Set-Valued Dynamic Risk Measures for Processes and Vectors q-fin.RM · 2021 · author #2
20. Clearing prices under margin calls and the short squeeze q-fin.MF · 2021 · author #1
21. Endogenous inverse demand functions q-fin.MF · 2020 · author #2
22. Dynamic Default Contagion in Heterogeneous Interbank Systems q-fin.MF · 2020 · author #1
23. Optimal Network Compression q-fin.RM · 2020 · author #2
24. Continuity and sensitivity analysis of parameterized Nash games math.OC · 2020 · author #1
25. Contingent Convertible Obligations and Financial Stability q-fin.RM · 2020 · author #1
26. A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms q-fin.RM · 2020 · author #2
27. Reanimating a Dead Economy: Financial and Economic Analysis of a Zombie Outbreak q-fin.GN · 2020 · author #1
28. Dynamic Set Values for Nonzero Sum Games with Multiple Equilibriums math.OC · 2020 · author #1
29. A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field q-fin.MF · 2019 · author #1
30. Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations q-fin.RM · 2019 · author #2
31. Price mediated contagion through capital ratio requirements with VWAP liquidation prices q-fin.MF · 2019 · author #2
32. Time consistency for scalar multivariate risk measures q-fin.RM · 2018 · author #1
33. Pricing of debt and equity in a financial network with comonotonic endowments q-fin.MF · 2018 · author #2
34. Scalar multivariate risk measures with a single eligible asset q-fin.RM · 2018 · author #1
35. Capital Regulation under Price Impacts and Dynamic Financial Contagion q-fin.MF · 2018 · author #1
36. Impact of Contingent Payments on Systemic Risk in Financial Networks q-fin.MF · 2018 · author #2
37. Optimization of Fire Sales and Borrowing in Systemic Risk q-fin.MF · 2018 · author #2
38. Dynamic Clearing and Contagion in Financial Networks q-fin.MF · 2018 · author #3
39. Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities q-fin.MF · 2017 · author #1
40. Harry Potter and the Goblin Bank of Gringotts q-fin.GN · 2017 · author #1
41. Obligations with Physical Delivery in a Multi-Layered Financial Network q-fin.RM · 2017 · author #1
42. It's a Trap: Emperor Palpatine's Poison Pill q-fin.GN · 2015 · author #1
43. A Supermartingale Relation for Multivariate Risk Measures q-fin.RM · 2015 · author #1
44. A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle q-fin.RM · 2015 · author #1
45. The Effects of Leverage Requirements and Fire Sales on Financial Contagion via Asset Liquidation Strategies in Financial Networks q-fin.RM · 2015 · author #1
46. Financial Contagion and Asset Liquidation Strategies q-fin.RM · 2015 · author #1
47. Measures of Systemic Risk q-fin.RM · 2015 · author #1
48. A comparison of techniques for dynamic multivariate risk measures q-fin.RM · 2013 · author #1
49. Multiportfolio time consistency for set-valued convex and coherent risk measures q-fin.RM · 2012 · author #1
50. Time consistency of dynamic risk measures in markets with transaction costs q-fin.RM · 2012 · author #1

Mentions

• 2407.03285 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2211.15431 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2404.14337 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2210.01227 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2307.08768 #3 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2311.05977 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2407.16878 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2405.06808 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1801.02091 #3 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2205.07077 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2310.04176 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2307.14322 #5 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2304.11654 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2109.14932 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2006.01037 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2104.06776 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2008.08733 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2012.08002 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2102.02176 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2109.00446 #3 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2103.00905 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1810.04978 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1810.01372 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2010.15254 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1502.07961 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2005.05364 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1910.12130 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1807.10694 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1912.06916 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2002.00449 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2007.04388 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2003.09943 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1708.01561 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1912.08695 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1807.02711 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1702.07936 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1805.08544 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1802.04232 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1510.05561 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1703.10469 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1508.02367 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1305.2151 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1212.5563 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1506.00937 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1507.01847 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1511.09054 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1201.1483 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 1510.05561 #1 · backfill · confidence 0.70 Zachary Feinstein
• 1508.02367 #1 · backfill · confidence 0.70 Zachary Feinstein
• 1507.01847 #1 · backfill · confidence 0.70 Zachary Feinstein
• 1506.00937 #1 · backfill · confidence 0.70 Zachary Feinstein
• 1305.2151 #1 · backfill · confidence 0.70 Zachary Feinstein
• 1212.5563 #1 · backfill · confidence 0.70 Zachary Feinstein
• 1201.1483 #1 · backfill · confidence 0.70 Zachary Feinstein
• 2605.19146 #2 · arxiv_oai · confidence 0.70 Zachary Feinstein
• 2512.06505 #1 · arxiv_oai · confidence 0.70 Zachary Feinstein

Frequent Coauthors

• Birgit Rudloff 13 shared papers
• Maxim Bichuch 7 shared papers
• Andreas Sojmark 5 shared papers
• Hamed Amini 4 shared papers
• Tathagata Banerjee 4 shared papers
• Zhiyu Cao 3 shared papers
• \c{C}a\u{g}{\i}n Ararat 2 shared papers
• Stefan Weber 2 shared papers
• Agathe Sadeghi 1 shared papers
• Alex Bernstein 1 shared papers
• Eric Schaanning 1 shared papers
• Fatena El-Masri 1 shared papers
• Grzegorz Halaj 1 shared papers
• Ionut Florescu 1 shared papers
• Jianfeng Zhang 1 shared papers
• Mackenzie Wildman 1 shared papers
• Marcel Kleiber 1 shared papers
• Niklas Hey 1 shared papers
• Prerna Mishra 1 shared papers
• Stephan Sturm 1 shared papers