Concepedia

Zachary Feinstein

ZF

Statistics

Publications

14

Citations

460

H-Index

12

Active since

2013

Affiliations

Washington University in St. Louis(Current)

Stevens Institute of Technology

Princeton University

University at Buffalo, State University of New York

Vienna University of Economics and Business

Zachary Feinstein is an author at Washington University in St. Louis specializing in finance, financial economics, and business.

Publications per year

2013–2024

13

Publications

14

Measures of Systemic Risk

Zachary Feinstein, Birgit Rudloff, Stefan Weber · SIAM Journal on Financial Mathematics · 2017 · 140 citations · Full text

Management, Economics, Finance +16

Financial contagion and asset liquidation strategies

Zachary Feinstein · Operations Research Letters · 2017 · 86 citations

Business, Economics, Finance +14

Multi-portfolio time consistency for set-valued convex and coherent risk measures

Zachary Feinstein, Birgit Rudloff · Finance and Stochastics · 2014 · 43 citations · Full text

Business, Finance, Mathematics +16

Time consistency of dynamic risk measures in markets with transaction costs

Zachary Feinstein, Birgit Rudloff · Quantitative Finance · 2013 · 37 citations

Management, Finance, Risk Management +15

A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle

Zachary Feinstein, Birgit Rudloff · Journal of Global Optimization · 2016 · 23 citations · Full text

Business, Mathematics, Risk Management +16

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