email@example.comGreen Hall, Room 2160B
Systemic risk, financial networks and contagion, set optimization
Zachary 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.
Professor Feinstein 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.
Researches the applications of set-optimization to financial risk measurement