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Kai Li Associate Professor

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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


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