3 papers
q-fin.TR2026
Mandate without Managers: Automated Market Makers as Verifiable Portfolio Products
Zachary Feinstein, Ionut Florescu, Sean O'Leary
Automated market makers (AMMs) are typically interpreted and evaluated as decentralized exchanges. Herein, we take the perspective envisioned by Balancer that an AMM can also be vi…
q-fin.RM2025
Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure
Zhi Chen, Zachary Feinstein, Ionut Florescu
Environmental, Social, and Governance (ESG) data provides non-financial insights into corporations. In this study, we aim to identify relevant ESG raw variables to assess financial…
q-fin.RM2025
Can Nash inform capital requirements? Allocating systemic risk measures
Çağın Ararat, Zachary Feinstein
Systemic risk measures aggregate the risks from multiple financial institutions to find system-wide capital requirements. Though much attention has been given to assessing the leve…