Fangyuan Zhang
EDHEC Climate Institute Senior Research Engineer
Main contributions
Mathematics and Financial Economics (2023); ASTIN Bulletin: The Journal of the IAA (2023); Insurance: Mathematics and Economics (2024); Journal of Portfolio Management (2025); Journal of Asset Management (2026)
Bio
Publications of Fangyuan Zhang
Lionel Melin & Fangyuan Zhang (ECI): "Our results are closer to practitioners’ needs and provide a tractable way of translating climate science into interest rates and equity risk premia"
EDHEC Climate Institute, EDHEC VOX, September 2026
How hot will it get? EDHEC-EXCITE: a new way to explore climate futures
EDHEC Climate Institute, EDHEC VOX, January 2026
Do Transition Costs or Physical Damages Impact Equity Valuation More?
Journal of Portfolio Management, Volume 51, May 2025, Pages 78 - 94
On the equivalence between Value-at-Risk and Expected Shortfall-based risk measures in non-concave optimization
Insurance: Mathematics and Economics, Volume 117, May 2024, Pages 114 - 129
Derniers articles EDHEC Vox
(Newsletter #23) Climate: new-generation tools developed by EDHEC
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Rob Arnold , EDHEC Climate Institute Lead Resilience and Decarbonisation Specialist
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Nishtha Manocha , Chief Operating Officer of Scientific Climate Ratings and Project Lead of ClimaTech at EDHEC Climate Institute
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Conor Hubert , EDHEC Climate Institute Sustainability Research Engineer
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Fangyuan Zhang , EDHEC Climate Institute Senior Research Engineer
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Nicolas Schneider , EDHEC Climate Institute Senior Research Engineer - Macroeconomist
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Lionel Melin , EDHEC Climate Institute Associate Researcher
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Rémy Estran-Fraioli , CEO – Scientific Climate Ratings (an EDHEC Venture)
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Anthony Schrapffer , EDHEC Climate Institute Scientific Director
How hot will it get? EDHEC-EXCITE: a new way to explore climate futures
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Fangyuan Zhang , EDHEC Climate Institute Senior Research Engineer
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Lionel Melin , EDHEC Climate Institute Associate Researcher