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Kai Li
2017-06-26 13:22

 
 
EMPlOYMENT
2017.6-Present                                   SWUFE
2014.4-2017.4                                   Chancellor's Postdoctoral Research Fellow*
                                                          University of Technology Sydney
2015.10-2016.3,2016.11                   Visiting scholar at Rady School of Management University of California San Diego
2014.10-11                                        Visiting researcher at Lee Kong Chian School of Business
                                                          Singapore Management University
2016.5                                               Week-long visitor  
                                                          Harbin Institute of Technology
 
ACADEMIC EXPRIENCE
2010.7-2014.6                   Ph.D., Finance, University of Technology Sydney
2007.7-2009.6                   M.S,Applied mathematics,Harbin Institute of Technology 
2003.7-2007.6                   B.S., Applied mathematics, Harbin Institute of Technology
                                          Exchange Student Program: Shandong University
 
RESEARCH
Asset pricing under heterogeneous beliefs, portfolio selection, forecasting
 
PAPER
1.        Xue-Zhong He, Kai Li and Chuncheng Wang (2016), Volatility Clustering: A Nonlinear Theoretical Approach. Journal of Economic Behavior and Organization 130, 274-297
2.        Xue-Zhong He and Kai Li (2015), Profitability of Time Series Momentum. Journal of Banking and Finance 53, 140-157
3.        Corrado Di Guilmi, Xue-Zhong He and Kai Li (2014), Herding, Trend Chasing and Market Volatility. Journal of Economic Dynamics and Control 48, 349-373
4.        Carl Chiarella, Roberto Dieci, Xue-Zhong He and Kai Li (2013), An Evolutionary CAPM under Heterogeneous Beliefs. Annals of Finance 9, 185-215
5.        Xue-Zhong He and Kai Li (2012), Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model. Journal of Economic Dynamics and Control 36, 973-987
6.        Xue-Zhong He, Kai Li, Junjie Wei and Min Zheng (2009), Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs. Economic Modelling 26, 1432-1442
7.        Kai Li and Junjie Wei (2009), Stability and Hopf Bifurcation Analysis of a Prey-Predator System with Two Delays. Chaos, Solitons and Fractals 42, 2606-2613