
Fangyuan Zhang
EDHEC Climate Institute Senior Research Engineer
Main contributions
Discipline:
Climate Finance
Faculty:
Expertise:
Applied Mathematics, Stochastic Analysis
Bio
Fangyuan Zhang, PhD is a Senior Research Engineer at EDHEC Climate Institute where she contributes to the research programme on climate scenarios, seeking to understand and apply them while addressing their uncertainties. 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 holds a PhD in economics, an MSc in finance and insurance from the University of Ulm in Germany and also Master’s and bachelor's degrees in economics from Fudan University in China. She has published academic research on pension systems and portfolio optimisation and is a recipient of the Chris Daykin Prize (2023), the best paper award presented by the International Actuarial Association.
Publications of Fangyuan Zhang
01.06.2025 - Article in a peer reviewed journal
Do Transition Costs or Physical Damages Impact Equity Valuation More?
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Journal of Portfolio Management, Volume 51, June 2025, Pages 78 - 94
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