Browsing by Author Feinstein, Zachary
Showing results 1 to 8 of 8
| Publication Date | Article Title | Author(s) |
|---|---|---|
| 9-May-2013 | A comparison of techniques for dynamic multivariate risk measures | Feinstein, Zachary; Rudloff, Birgit |
| 13-Oct-2016 | Measures of Systemic Risk | Feinstein, Zachary; Rudloff, Birgit; Weber, Stefan |
| Jan-2015 | Multi-portfolio time consistency for set-valued convex and coherent risk measures | Feinstein, Zachary; Rudloff, Birgit |
| 5-Jul-2016 | A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle | Feinstein, Zachary; Rudloff, Birgit |
| 2018 | Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities | Feinstein, Zachary; Pang, Weijie; Rudloff, Birgit; Schaanning, Eric; Sturm, Stephan; et al |
| 8-Jun-2018 | A Supermartingale Relation for Multivariate Risk Measures | Feinstein, Zachary; Rudloff, Birgit |
| - | A Supermartingale Relation for Multivariate Risk Measures | Feinstein, Zachary; Rudloff, Birgit |
| Sep-2013 | Time consistency of dynamic risk measures in markets with transaction costs | Feinstein, Zachary; Rudloff, Birgit |