Braouezec, Yann; Kiani, Keyvan Economic foundations of generalized games with shared constraint: do binding agreements lead to less Nash equilibria? (English) Zbl 07709121 Eur. J. Oper. Res. 308, No. 1, 467-479 (2023). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Bichuch, Maxim; Feinstein, Zachary A repo model of fire sales with VWAP and LOB pricing mechanisms. (English) Zbl 1487.91152 Eur. J. Oper. Res. 296, No. 1, 353-367 (2022). MSC: 91G45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Banerjee, Tathagata; Feinstein, Zachary Price mediated contagion through capital ratio requirements with VWAP liquidation prices. (English) Zbl 1490.91233 Eur. J. Oper. Res. 295, No. 3, 1147-1160 (2021). MSC: 91G45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Feinstein, Zachary Capital regulation under price impacts and dynamic financial contagion. (English) Zbl 1431.91420 Eur. J. Oper. Res. 281, No. 2, 449-463 (2020). MSC: 91G45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Braouezec, Yann; Wagalath, Lakshithe Strategic fire-sales and price-mediated contagion in the banking system. (English) Zbl 1431.91417 Eur. J. Oper. Res. 274, No. 3, 1180-1197 (2019). MSC: 91G45 × Cite Format Result Cite Review PDF Full Text: DOI