mw. H. (Hao) Li MSc


  • Faculteit Economie en Bedrijfskunde
    Sectie Quantitative Economics
  • Bezoekadres
    REC E
    Roetersstraat 11  Kamernummer: 3.29
  • Postadres:
    Postbus  15867
    1001 NJ  Amsterdam
  • H.Li@uva.nl

Currenct position

PhD candidate, Center for Nonlinear Dynamics in Economics and Finance, Department of Quantitative Economics

Education

MSc. in Economics, University of Groningen, 2015

MSc. in Finance, University of Groningen, 2014

B.A. in Finance (graduated with Honor in recognition of thesis, top 2%), Nankai Univeristy, 2012

Research interests ​

Financial Econometrics, Empirical Asset Pricing, Portfolio Theory, Non-normal Distributions, Non-parametric Econometrics, Machine Learning

Publications

Bao, T., Diks, C., & Li, H. (2017). A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. Economic Modelling. DOI: 10.1016/j.econmod.2017.03.035

 

Statistics

1st year Bachelor course at University of Amsterdam, Lecturer: dr. W.C.M. van Beers , 2016

Mathematics

1st year Bachelor course at University of Amsterdam, Lecturers: dr. Joris Marée and drs. Arjen Valstar, 2016

2018

  • Bao, T., Diks, C., & Li, H. (2018). A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. Economic Modelling, 68, 611-621. DOI: 10.1016/j.econmod.2017.03.035  [details] 
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