• 149 Citations
  • 7 h-Index
20092020
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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

Fingerprint Dive into the research topics where Kai Li is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Continuous Time Mathematics
Financial Markets Mathematics
Volatility Mathematics
Stability Switch Mathematics
Herding Mathematics
Momentum Mathematics
Prey-predator System Mathematics
Asset Allocation Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2014 2020

Research Outputs 2009 2019

  • 149 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 journalArticleResearchpeer-review

Portfolio Selection
Inflation
Optimal Portfolio
Friction
Hedging

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 journalArticleResearchpeer-review

Asset Allocation
Reversal
Time series
Momentum
Volatility

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 journalArticleResearchpeer-review

Financial Markets
economics
Time-varying
Momentum
Economics

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 journalArticleResearchpeer-review

Coexistence
Volatility clustering
Financial markets
Traders
Intuition

Profitability of time series momentum

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

Research output: Contribution to journalArticleResearchpeer-review

Profitability
Momentum
Traders
Time horizon
Momentum strategies

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