| Measures of systemic risk Z Feinstein, B Rudloff, S Weber SIAM Journal on Financial Mathematics 8 (1), 672-708, 2017 | 131 | 2017 |
| Financial contagion and asset liquidation strategies Z Feinstein Operations Research Letters 45 (2), 109-114, 2017 | 65 | 2017 |
| Multi-portfolio time consistency for set-valued convex and coherent risk measures Z Feinstein, B Rudloff Finance and Stochastics 19 (1), 67-107, 2015 | 44 | 2015 |
| Time consistency of dynamic risk measures in markets with transaction costs Z Feinstein, B Rudloff Quantitative Finance 13 (9), 1473-1489, 2013 | 39 | 2013 |
| Dynamic clearing and contagion in financial networks T Banerjee, A Bernstein, Z Feinstein arXiv preprint arXiv:1801.02091, 2018 | 34 | 2018 |
| Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities Z Feinstein, W Pang, B Rudloff, E Schaanning, S Sturm, M Wildman SIAM Journal on Financial Mathematics 9 (4), 1286-1325, 2018 | 34 | 2018 |
| The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks Z Feinstein, F El-Masri Statistics & Risk Modeling 34 (3-4), 113-139, 2017 | 24 | 2017 |
| A comparison of techniques for dynamic multivariate risk measures Z Feinstein, B Rudloff Set Optimization and Applications-The State of the Art, 3-41, 2015 | 24 | 2015 |
| Obligations with physical delivery in a multilayered financial network Z Feinstein SIAM Journal on Financial Mathematics 10 (4), 877-906, 2019 | 22 | 2019 |
| A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle Z Feinstein, B Rudloff Journal of Global Optimization 68 (1), 47-69, 2017 | 20 | 2017 |
| Impact of contingent payments on systemic risk in financial networks T Banerjee, Z Feinstein Mathematics and Financial Economics 13 (4), 617-636, 2019 | 19 | 2019 |
| Optimization of fire sales and borrowing in systemic risk M Bichuch, Z Feinstein SIAM Journal on Financial Mathematics 10 (1), 68-88, 2019 | 16 | 2019 |
| Pricing of debt and equity in a financial network with comonotonic endowments T Banerjee, Z Feinstein Operations Research, 2022 | 14 | 2022 |
| Capital regulation under price impacts and dynamic financial contagion Z Feinstein European Journal of Operational Research 281 (2), 449-463, 2020 | 14 | 2020 |
| Time consistency for scalar multivariate risk measures Z Feinstein, B Rudloff Statistics & Risk Modeling 38 (3-4), 71-90, 2021 | 12 | 2021 |
| A dynamic default contagion model: From Eisenberg-Noe to the mean field Z Feinstein, A Sojmark arXiv preprint arXiv:1912.08695, 2019 | 11 | 2019 |
| Risk measures for power failures in transmission systems A Cassidy, Z Feinstein, A Nehorai Chaos: An Interdisciplinary Journal of Nonlinear Science 26 (11), 113110, 2016 | 11 | 2016 |
| Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums Z Feinstein, B Rudloff, J Zhang Mathematics of Operations Research 47 (1), 616-642, 2022 | 10 | 2022 |
| A supermartingale relation for multivariate risk measures Z Feinstein, B Rudloff Quantitative Finance 18 (12), 1971-1990, 2018 | 10 | 2018 |
| Optimal network compression H Amini, Z Feinstein arXiv preprint arXiv:2008.08733, 2020 | 8 | 2020 |
Birgit RudloffProfessor at Vienna University of Economics and Business, Institute for Statistics and MathematicsVerified email at wu.ac.at
