Zachary Feinstein

Stevens Institute of Technology - School of Business

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

5

DOWNLOADS

433

SSRN CITATIONS
Rank 45,333

SSRN RANKINGS

Top 45,333

in Total Papers Citations

14

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

A Machine Learning Efficient Frontier

Operations Research Letters, DOI: https://doi.org/10.1016/j.orl.2020.07.016
Number of pages: 14 Posted: 14 Mar 2020 Last Revised: 07 Aug 2020
Brian J. Clark, Zachary Feinstein and Majeed Simaan
Rensselaer Polytechnic Institute (RPI), Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 336 (101,386)

Abstract:

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Portfolio Theory, Machine Learning, Tactical Asset Allocation, Estimation Risk

2.

Optimization of Fire Sales and Borrowing in Systemic Risk

Number of pages: 9 Posted: 23 Feb 2018
Maxim Bichuch and Zachary Feinstein
Johns Hopkins University and Stevens Institute of Technology - School of Business
Downloads 40 (475,950)
Citation 8

Abstract:

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Systemic Risk, Networks, Fire Sales, Borrowing, Financial Contagion

3.

Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities

Norges Bank Working Paper 13/2017
Number of pages: 35 Posted: 08 Sep 2017
Stevens Institute of Technology - School of Business, Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences, Vienna University of Economics and Business, European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD, Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences and University of California, Santa Barbara (UCSB)
Downloads 33 (508,488)
Citation 7

Abstract:

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Systemic Risk, Model Risk, Eisenberg–Noe Clearing Vector, Sensitivity Analysis, Interbank Networks, Contagion

4.

Optimal Network Compression

Number of pages: 28 Posted: 08 Oct 2020
Hamed Amini and Zachary Feinstein
J. Mack Robinson College of Business and Stevens Institute of Technology - School of Business
Downloads 13 (639,463)

Abstract:

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systemic risk, financial networks, portfolio compression, genetic algorithm

5.

A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms

Number of pages: 30 Posted: 17 Nov 2020
Maxim Bichuch and Zachary Feinstein
Johns Hopkins University and Stevens Institute of Technology - School of Business
Downloads 11 (646,679)

Abstract:

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Finance, Systemic Risk, Price-Mediated Contagion, Repurchase Agreements