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Capital regulation under price impacts and dynamic financial contagion
Feinstein, Zachary - In: European journal of operational research : EJOR 281 (2020) 2, pp. 449-463
Persistent link: https://www.econbiz.de/10012153704
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Time consistency and risk averse dynamic decision models : definition, interpretation and practical consequences
Rudloff, Birgit; Street, Alexandre; Valladão, Davi M. - In: European journal of operational research : EJOR 234 (2014) 3, pp. 743-750
Persistent link: https://www.econbiz.de/10010360424
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A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim; Feinstein, Zachary - In: European journal of operational research : EJOR 296 (2022) 1, pp. 353-367
Persistent link: https://www.econbiz.de/10012820174
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Price mediated contagion through capital ratio requirements with VWAP liquidation prices
Banerjee, Tathagata; Feinstein, Zachary - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1147-1160
Persistent link: https://www.econbiz.de/10012622448
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Optimal network compression
Amini, Hamed; Feinstein, Zachary - In: European journal of operational research : EJOR 306 (2023) 3, pp. 1439-1455
Persistent link: https://www.econbiz.de/10014279832
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Decentralized payment clearing using blockchain and optimal bidding
Amini, Hamed; Bichuch, Maxim; Feinstein, Zachary - In: European journal of operational research : EJOR 309 (2023) 1, pp. 409-420
Persistent link: https://www.econbiz.de/10014290570