Projects per year
Personal profile
Education/Academic qualification
finance, PhD, University of Technology Sydney
1 Jul 2010 → 3 Jun 2014
mathematics, M.S., Harbin Institute of Technology
Jul 2007 → Jun 2009
mathematics, B.S., Harbin Institute of Technology
Jul 2003 → Jun 2007
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Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects
Slow Diffusion of Information in Asset Pricing and Risk Management
1/01/18 → 31/12/20
Project: Research
Study on market liquidity crash based on big-data analytics and agent-based modelling
1/01/17 → 31/12/20
Project: Research
Return Predictability under Heterogeneous Beliefs and Investor Sentiment
1/01/17 → 31/12/17
Project: Research
Asset pricing with heterogeneous beliefs and social interactions
14/04/14 → 13/04/17
Project: Research
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
21
Citations
(Scopus)
Prizes
Outstanding reviewer for Journal of Economic Dynamics and Control
Kai Li (Recipient), 2017
Prize: Honorary award