- Associate Professor
|Hong Kong University of Science and Technology|
Finance & Financial Services
Consulting, Research and Teaching Interests:
- Asset pricing
Dr. Li received his Bachelor of Business Administration in Finance and Information Systems and PhD in Finance from the Hong Kong University of Science and Technology in 2002 and 2007, respectively.
Before joining the Hong Kong Polytechnic University in 2012, Dr. Li taught at the University of Macau from 2008 to 2009 and at the Hong Kong Baptist University from 2009 to 2012.
Dr. Li’s research focuses on asset pricing and derivative securities. His work has been published in Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and Management Science.
Li, Gang and Chu. Zhang, 2013, Diagnosing Affine Models of Options Pricing: Evidence from VIX, Journal of Financial Economics, 107, 199-219
Li, Gang and Chu Zhang, 2011, Why are Derivative Warrants More Expensive than Options? An Empirical Study, Journal of Financial and Quantitative Analysis, 46, 275-297
Li, Gang and Chu Zhang, 2010, On the Number of State Variables in Options Pricing, Management Science, 56, 2058-2075