Fangyuan ZHANG

Senior Research Engineer

Main contributions

Discipline: Climate Finance
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

Fangyuan ZHANG, An Chen, Mitja Stadje

Insurance: Mathematics and Economics, Volume 117, May 2024, Pages 114 - 129