Prof. LI Tao (李濤教授)

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

Professor

Prof. LI Tao (李濤教授)

Contact Information

Address: 9-242, Lau Ming Wai Academic Building
City University of Hong Kong
Phone: +852 34427243
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: "The Commonality of Corporate Credit risk: A Rating-Based Approach", GRF - RGC , (2020-2022) , Tao Li
  • PI: "Heterogeneity and Correlation-Volatility of Commodities and Stock: Theory and Estimation", GRF - RGC , (2019-2021) , Tao Li
  • 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