Multi-portfolio time consistency for set-valued convex and coherent risk measures. - Zachary Feinstein; Birgit Rudloff (Finance Stochastics, 2015)

A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. - Zachary Feinstein; Birgit Rudloff (J. Glob. Optim., 2017)

Financial contagion and asset liquidation strategies. - Zachary Feinstein (Oper. Res. Lett., 2017)

Measures of Systemic Risk. - Zachary Feinstein; Birgit Rudloff; Stefan Weber 005 (SIAM J. Financial Math., 2017)

Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. - Zachary Feinstein; Weijie Pang; Birgit Rudloff; Eric Schaanning; Stephan Sturm; Mackenzie Wildman (SIAM J. Financial Math., 2018)

Optimization of Fire Sales and Borrowing in Systemic Risk. - Maxim Bichuch; Zachary Feinstein (SIAM J. Financial Math., 2019)

Obligations with Physical Delivery in a Multilayered Financial Network. - Zachary Feinstein (SIAM J. Financial Math., 2019)

Capital regulation under price impacts and dynamic financial contagion. - Zachary Feinstein (Eur. J. Oper. Res., 2020)

A machine learning efficient frontier. - Brian Clark; Zachary Feinstein; Majeed Simaan (Oper. Res. Lett., 2020)

Price mediated contagion through capital ratio requirements with VWAP liquidation prices. - Tathagata Banerjee; Zachary Feinstein (Eur. J. Oper. Res., 2021)

Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems. - Zachary Feinstein; Andreas Søjmark (SIAM J. Financial Math., 2021)

A repo model of fire sales with VWAP and LOB pricing mechanisms. - Maxim Bichuch; Zachary Feinstein (Eur. J. Oper. Res., 2022)

Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments. - Tathagata Banerjee; Zachary Feinstein (Oper. Res., 2022)

Endogenous Inverse Demand Functions. - Maxim Bichuch; Zachary Feinstein (Oper. Res., 2022)

Scalar Multivariate Risk Measures with a Single Eligible Asset. - Zachary Feinstein; Birgit Rudloff (Math. Oper. Res., 2022)

Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums. - Zachary Feinstein; Birgit Rudloff; Jianfeng Zhang (Math. Oper. Res., 2022)

Short Communication: Clearing Prices under Margin Calls and the Short Squeeze. - Zachary Feinstein (SIAM J. Financial Math., 2022)

Modeling Inverse Demand Function with Explainable Dual Neural Networks. - Zhiyu Cao; Zihan Chen; Prerna Mishra; Hamed Amini; Zachary Feinstein (ICAIF, 2023)

Stochastic Cell Transmission Models of Traffic Networks. - Zachary Feinstein; Marcel Kleiber; Stefan Weber 005 (CoRR, 2023)

Optimal network compression. - Hamed Amini; Zachary Feinstein (Eur. J. Oper. Res., 2023)

Contingent Convertible Obligations and Financial Stability. - Zachary Feinstein; Thomas R. Hurd (SIAM J. Financial Math., 2023)

Decentralized payment clearing using blockchain and optimal bidding. - Hamed Amini; Maxim Bichuch; Zachary Feinstein (Eur. J. Oper. Res., 2023)

Large Language Model in Financial Regulatory Interpretation. - Zhiyu Cao; Zachary Feinstein (CIFEr, 2024)

Technical Note - Characterizing and Computing the Set of Nash Equilibria via Vector Optimization. - Zachary Feinstein; Birgit Rudloff (Oper. Res., 2024)

Short Communication: On the Separability of Vector-Valued Risk Measures. - Çagin Ararat; Zachary Feinstein (SIAM J. Financial Math., 2024)

Deep learning the efficient frontier of convex vector optimization problems. - Zachary Feinstein; Birgit Rudloff (J. Glob. Optim., 2024)

Dynamic clearing and contagion in financial networks. - Tathagata Banerjee; Alex Bernstein; Zachary Feinstein (Eur. J. Oper. Res., 2025)