Washington University, St. LouisEngineering

Zachary Feinstein

Assistant Professor
Biography
Zachary Feinstein, PhD, joined the Preston M. Green Department of Electrical & Systems Engineering at Washington University in St. Louis in 2014. While earning a doctorate at Princeton University, Feinstein supervised the senior thesis-writing group and assisted in teaching several courses. Previously, he conducted research at Hunan University in China and was an intern at Millennium Partners LP and Lehman Brothers Inc., both in New York City.
Research
Professor Feinstein works in the broad fields of operations research and financial engineering. His research focus has been on the applications of set-optimization to financial risk measurement, with projects studying and defining dynamic risk measures in markets with transaction costs and measures of systemic risk.
Selected Publications
Feinstein, Z. and Rudloff, B., "Time consistency of dynamic risk measures in markets with transaction costs." Quantitative Finance, 13(9):1473-1489, 2013.

Feinstein, Z. and Rudloff, B., "Multi-portfolio time consistency for set-valued convex and coherent risk measures." Finance and Stochastics, Forthcoming.

Feinstein, Z. and Rudloff, B., "A comparison of techniques for dynamic multivariate risk measures." Set Optimization and Applications in Finance, Springer Proceedings in Mathematics & Statistics series, Forthcoming.

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Contact Zachary Feinstein
Address One Brookings Drive
Campus Box 1042
City/St/Zip St. Louis, MO 63130
Office
Green Hall, Room 2160B
Phone (314) 935-7536
Fax (314) 935-7500
Email zfeinstein@ese.wustl.edu
Other Appt.



Education
PhD, Princeton University, 2014
MA, Princeton University, 2011
BS, Washington University in St. Louis, 2009

Washington University in St. Louis School of Engineering & Applied Science, Department of Electrical & Systems Engineering

Green Hall, CB 1042, 1 Brookings Drive, Saint Louis, MO, USA 63130
Phone: (314) 935-5565, Fax: (314) 935-7500

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