Department of: Finance
My Personal Website www.nanlifinance.org
Nan Li joined Antai College of Economics and Management (ACEM), Shanghai Jiao Tong University (SJTU) as an Associate Professor in Finance in 2014. She is the Vice Director of the SJTU Securities Research Investment Institute, and a member of the Banking Industry Research Group in SJTU Institute of Industry Research. After receiving Ph.D. in Economics from the University of Chicago in 2005, she 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.
Nan Li's research field is financial economics and financial econometrics with focuses on macro asset pricing. Her current works include pricing of ambiguity, value and risk of intangible capital, and robust decision-making under ambiguity in the financial market. Her work with Lars Peter Hansen (Nobel Laureate in Economics in 2013) and John C. 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.
Nan Li teaches all-in-English course on Bank Management to undergraduates and Introduction to China Banking Industry to students in the Master of International Business Program, Asset Allocation and Risk Management to students in MBA in Finance program, and Time Series Analysis in Macroeconomics and Finance to Ph.D. students. Her courses are open globally via the global online learning platform iCourse, Global Hybrid Classroom Program of Global MOOC Alliance, Virtual Exchange Program of Association of Pacific Rim Universities (APRU), and Jiao·Tong Global Virtual Classroom.