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.
RESEARCH INTERESTS
Financial Economic and Macroeconomics, with focus on asset pricing theory and empirical analysis of stock market and macroeconomy, intangible capital and uncertainty, ambiguity aversion and economic decision
Intangible Risk,with Lars Peter Hansen and John C. Heaton, Measuring Capital in the New Economy, edited by Carol Corrado, John Haltiwanger and Daniel Sichel, The University of Chicago Press, 2005. Conference on Measuring Capital in the New Economy, April 2002
Intangible Capital and Stock Market,Ph.D. thesis, Department of Economics, The University of Chicago, 2005
Motivating Students to Learn Actively through Competition, Experiments in Pedagogy: Selected Papers from Professional Development Programme (Teaching), vol. 2, edited by Daphne Pan, Center for Development Teaching and Learning, National University of Singapore, 2007.
·National University of Singapore, NUS Business School, Department of Finance
December 2004 to June 2014, courses taught:
-Empirical Finance, core course for PhD students in the Department of Finance with average teaching evaluation 4.7/5.0
-Bank Management, undergraduate course with average teaching evaluation 4.0/5.0
-Executive Program on Bank Management, in Chinese with average teaching evaluation 4.2/5.0, for Executives in China Construction Bank, Bank of China, Shanghai Pudong Development Bank, Suzhou Bank and etc.
·University of Chicago, Department of Economics
Lecturer, courses taught:
-Summer 2003: Introduction to Mathematical Methods in Economics, Graduate Math Camp
-Summer 2003: Econometrics A, Undergraduate Course
-Fall 2000: Macroeconomics, Elements of Economic Analysis-4, Undergraduate Course
·Wuhan University, Institute of Advanced Economics Studies
