• 156 Citations
  • 7 h-Index
20092020

Research output per year

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Personal profile

Education/Academic qualification

finance, PhD, University of Technology Sydney

1 Jul 20103 Jun 2014

mathematics, M.S., Harbin Institute of Technology

Jul 2007Jun 2009

mathematics, B.S., Harbin Institute of Technology

Jul 2003Jun 2007

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Projects

Research Outputs

  • 156 Citations
  • 7 h-Index
  • 10 Article

Portfolio selection with inflation-linked bonds and indexation lags

Li, K., Oct 2019, In : Journal of Economic Dynamics and Control. 107, p. 1-17 17 p., 103727.

Research output: Contribution to journalArticle

  • Asset allocation with time series momentum and reversal

    He, X-Z., Li, K. & Li, Y., Jun 2018, In : Journal of Economic Dynamics and Control. 91, p. 441-457 17 p.

    Research output: Contribution to journalArticle

  • 4 Citations (Scopus)

    Time-varying economic dominance in financial markets: A bistable dynamics approach

    He, X. Z., Li, K. & Wang, C., May 2018, In : Chaos. 28, 5, 19 p., 055903.

    Research output: Contribution to journalArticle

  • 3 Citations (Scopus)

    Volatility clustering: A nonlinear theoretical approach

    He, X. Z., Li, K. & Wang, C., Oct 2016, In : Journal of Economic Behavior and Organization. 130, p. 274-297 24 p.

    Research output: Contribution to journalArticle

  • 9 Citations (Scopus)

    Profitability of time series momentum

    He, X. Z. & Li, K., Apr 2015, In : Journal of Banking and Finance. 53, p. 140-157 18 p.

    Research output: Contribution to journalArticle

  • 21 Citations (Scopus)

    Prizes

    Excellence in Early Career Research Award

    Kai Li (Recipient), 2016

    Prize: Honorary award

    International Researcher Development Award

    Kai Li (Recipient), 2015

    Prize: Honorary award

    PBFJ Research Excellence Award

    Kai Li (Recipient), Dec 2018

    Prize