Fangyuan Zhang

EDHEC Climate Institute Senior Research Engineer

Main contributions

Discipline: Climate Finance
Faculty:
Expertise: Applied Mathematics, Stochastic Analysis

Bio

Fangyuan Zhang is a senior research engineer at EDHEC Climate Institute where she contributes to the research programme looking at the implications of climate change on asset prices and investment management. She holds a PhD in Economics and a M.Sc in Finance and Insurance from University of Ulm in Germany and a Master and Bachelor of Economics from Fudan University in China. Fangyuan was previously a postdoctoral researcher for the Data Science Department at EURECOM, where she worked on the interdisciplinary research between economics and machine learning. She has published academic research on pension system and portfolio optimisation in Mathematics and Financial Economics and ASTIN Bulletin: The Journal of the IAA. She is a recipient of the Chris Daykin Prize (2023), the best paper award presented by the International Actuarial Association.

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

Fangyuan Zhang, An Chen, Mitja Stadje
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Insurance: Mathematics and Economics, Volume 117, May 2024, Pages 114 - 129