Université Evry Val d'Essonne

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ZHUN PENG

dernière mise à jour : 07/11/2016

Présentation générale

Présentation

Docteur en Economie

Page personnelle : https://sites.google.com/site/zhunpeng/

Domaines d'expertise

  • Risk management
  • Extreme Risk Modeling
  • Financial Econometrics
  • Portfolio management
  • Macroeconomics
  • Population Aging (Overlapping generation model)

Logiciels spécifiques

  • VBA, R, Matlab
  • SAS, EViews
  • Dynare
  • Latex

Laboratoire

Thèmes de recherche

Recherche

En cours

  • "Demographic Structure, Adjustment Costs, and Capital Prices", with C. Loupias

Documents de travail

  • "Risk Factors, Copula Dependence and Risk Sensitivity of a Large Portfolio", with C. Bruneau and A. Flageollet, 2015, CES Working Paper N°2015.40.
  • "Liquidity and Equity Short term fragility: Stress-tests for the European banking system", with G. Arnould and C. Bruneau, 2015, CES Working Paper N°2015.90.
  • "Sensitivity of Pension Fund's Balance Sheet: a non-linear risk factor approach", 2015, EPEE Working Paper N°15-6.

Enseignements

Enseignements

 Enseignements antérieurs

Université d’Evry - Université Paris Saclay

2015-2016

  • Risk Management and Financial Regulation, Master 2 gestion des risques & des actifs (GRA) (graduate)
  • Microeconomics, Licence 3 Economie (undergraduate)
  • Macroeconomics, Licence 2 Economie (undergraduate)

2014-2015

  • Econometrics, Master 1 Finance (graduate)
  • Portfolio management, Master1 Finance (graduate)
  • Macroeconomics (Economics of growth), Licence 3 Economie (undergraduate)

2013-2014

  • Macroeconomics (Open economy), Licence 3 Economie (undergraduate)
  • Principles of Microeconomics, Licence 1 economie (underhraduate)

2012-2013

  • Applied Econometrics, Licence 3 Economie (undergraduate)
  • Statistics, Licence 1 Economie (undergraduate)

2011-2012

  • Applied Econometrics, Licence 3 Economie (undergraduate)
  • Statistics, Licence 1 Economie (undergraduate)

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