Zachary Feinstein

Stevens Institute of Technology - School of Business

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

7

DOWNLOADS

781

SSRN CITATIONS
Rank 34,592

SSRN RANKINGS

Top 34,592

in Total Papers Citations

22

CROSSREF CITATIONS

1

Scholarly Papers (7)

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 450 (91,099)

Abstract:

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

2.

Decentralized Payment Clearing using Blockchain and Optimal Bidding

Number of pages: 32 Posted: 02 Sep 2021 Last Revised: 10 Jan 2022
Hamed Amini, Maxim Bichuch and Zachary Feinstein
Georgia State University, Johns Hopkins University and Stevens Institute of Technology - School of Business
Downloads 142 (282,576)

Abstract:

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blockchain; decentralized finance; decentralized clearing; default contagion; systemic risk

3.

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 42 (563,495)
Citation 12

Abstract:

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

4.

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, Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD, Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences and University of California, Santa Barbara (UCSB)
Downloads 41 (568,580)
Citation 9

Abstract:

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

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 37 (589,637)
Citation 1

Abstract:

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

6.

Optimal Network Compression

Number of pages: 32 Posted: 08 Oct 2020 Last Revised: 03 Feb 2022
Hamed Amini and Zachary Feinstein
Georgia State University and Stevens Institute of Technology - School of Business
Downloads 37 (589,637)
Citation 2

Abstract:

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systemic risk, financial networks, portfolio compression, genetic algorithm

7.

Endogenous Inverse Demand Functions

Number of pages: 33 Posted: 18 Feb 2021
Maxim Bichuch and Zachary Feinstein
Johns Hopkins University and Stevens Institute of Technology - School of Business
Downloads 32 (618,581)

Abstract:

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Finance, Systemic Risk, Buhlmann equilibrium, Price impact, Clearing prices