Fangyuan ZHANG
Senior Research Engineer
Main contributions
Discipline:
Climate Finance
Faculty:
Expertise:
Applied Mathematics, Stochastic Analysis
Publications of Fangyuan ZHANG
03.05.2024 - Article in a peer reviewed journal
On the equivalence between Value-at-Risk and Expected Shortfall-based risk measures in non-concave optimization
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Insurance: Mathematics and Economics, Volume 117, May 2024, Pages 114 - 129