Department of: Finance
Nan Li is an Associate Professor in Antai College of Economics and Management (ACEM), Shanghai Jiao Tong University. She received her Ph.D. in Economics from the University of Chicago in 2005 and started her academic career in Department of Finance, NUS Business School in National University of Singapore. She was Affiliated Researcher at the Risk Management Institute and the Institute of Real Estate Studies in NUS from 2008 to 2014.
Nan Li's research interests include asset pricing, corporate finance and time-series analysis in Macroeconomics and Finance. Her current research focus on understanding investment decision and economic decision of agents with both risk and ambiguity aversion. Her work with Lars Peter Hansen and John Heaton on ‘Consumption Strikes Back? Measuring Long-Run Risk’ was published in the Journal of Political Economy in 2008. Nan Li has served as referee for Quarterly Journal of Economics, Journal of Political Economy, Econometrica, Journal of Economic Dynamics and Control, Journal of Money, Credit and Banking, Review of Financial Studies, and other top-tier journals in economics and finance.