1. ZHANG Fangyuan
2. ZHANG Fangyuan

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ZHANG Fangyuan

Person has left EURECOM

• Nom : ZHANG Fangyuan

My Eurecom publications

• journal (3)
• talk (1)

May 2023

Journal

Chen, An; Kanagawa, Motonobu; Zhang, Fangyuan

Intergenerational risk sharing in a defined contribution pension system: Analysis with Bayesian optimization

ASTIN Bulletin: the Journal of the International Actuarial Association, April 2023, ISSN: 0515-0361

Inaugural Chris Daykin Award

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ARXIV

DOI

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February 2023

Journal

Zhang, Fangyuan

Non-concave portfolio optimization with average value-at-risk

Mathematics and Financial Economics, 4 March 2023

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DOI

BIBTEX

October 2022

Talk

Zhang, Fangyuan

Intergenerational risk sharing in defined contribution pension systems: Analysis with Bayesian optimization

Risk and Statistics Workshop, 3rd Tohoku-ISM-UUlm Joint Workshop, 12-14 October 2022, Tohoku, Japan

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BIBTEX

June 2022

Journal

Chen, An; Kanagawa, Motonobu; Zhang, Fangyuan

Intergenerational risk sharing in a defined contribution pension system: Analysis with Bayesian optimization

SSRN, 15 June 2022

Detail

Document

ARXIV

DOI

HAL

BIBTEX