Dr. LI Tao (李濤博士)

PhD - Finance (Washington University in St. Louis)
Bsc - Physics (Fudan University)

Associate Professor

Dr. LI Tao (李濤博士)

Contact Information

Address: 9-231, Lau Ming Wai Academic Building
City University of Hong Kong
Phone: +852 34427243
Fax: +852 34420284
E-mail:
taoli3@cityu.edu.hk
SSRN Web:
http://papers.ssrn.com/author=425996
Public CV: Download

Research Areas

  • Equilibrium Asset Pricing
  • Derivatives
  • Term Structure and Credit Risk
  • Contract Theory

Awards

Award Title Institution
Charles River Associates Awards for the Best Paper on Corporate Finance Western Finance Association 2014 Annual Meeting
Global Association of Risk Professionals (GARP) Risk Management Award European Financial Management Association 2014 Annual Meeting

Research Grant

  • PI: "On Duration-Based Explanation of the Profitability and Investment Anomalies: An Empirical Investigation", GRF - RGC , (2018-2020) , Tao Li
  • PI: "Habits and the Term Structure of Risk Premia", GRF - RGC , (2016-2018) , Tao Li
  • PI: "Habits and Uncovered Interest Rate Parity Puzzle: Theory and Estimation", GRF - RGC , (2013-2015) , Tao Li
  • PI: "Modeling Sovereign Credit Risk with Credit Ratings", GRF - RGC , (2012-2014) , Haitao Li, Tao Li
  • PI: "Monetary Policy and Term Structure of Interest Rate in A Continuous-Time DSGE Model: Theory and Estimation", GRF - RGC , (2011-2013) , Haitao Li, Tao Li, Cindy Yu

Publications

Journal Publications and Reviews
Conference Papers