Area of Research
Asset pricing, portfolio selection and forecasting under heterogeneous beliefs
Work Experience
Institute of Financial Studies of Southwestern University of Finance and Economics, June 2017 to Present
Postdoc, University of Technology Sydney, April 2014 to April 2017
Visiting Scholar, University of California, San Diego, October 2015 to November 2016
Visiting Scholar, Singapore Management University, October 2014
Visiting Scholar, Harbin Institute of technology, May 2016
Visiting Scholar, Queen's University, April 2017
Visiting Scholar, University of Amsterdam, April 2017
Educational Background
Ph.D. in Finance, University of Technology Sydney, July 2010 to June 2014
M.S. in Applied Mathematics, Harbin Institute of Technology, July 2007 to June 2009
B.S. in Applied Mathematics, Harbin Institute of Technology, July 2003 to June 2007
Publication
Xue-Zhong He, Kai Li and Chuncheng Wang (2016), Volatility Clustering: A Nonlinear Theoretical Approach . Journal of Economic Behavior and Organization 130, 274-297
Xue-Zhong He and Kai Li (2015), Profitability of Time Series Momentum . Journal of Banking and Finance 53, 140-157
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
Carl Chiarella, Roberto Dieci, Xue-Zhong He and Kai Li (2013), An Evolutionary CAPM under Heterogeneous Beliefs. Annals of Finance 9, 185-215
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
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
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
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
Carl Chiarella, Roberto Dieci, Xue-Zhong He and Kai Li (2013), An Evolutionary CAPM under Heterogeneous Beliefs. Annals of Finance 9, 185-215
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
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
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
