5th Floor, West Tower, World Financial Centre (WFC)
No. 1 Dong San Huan Middle Road
Chaoyang District, Beijing, China 100020
Tel: +86 10 5081 5880
LI, Nan
Term Associate Professor
Email:
nanli@sjtu.edu.cn
Support Staff:
Yaqian Ding
Support Staff Email:
yqding@saif.sjtu.edu.cnResearch Interests
Financial Economics, Financial Econometrics, Macroeconomics, Asset Pricing Theory and Empirical Analysis, Decision Making Under Uncertainty
Dr. Nan Li is a Term Associate Professor at the Shanghai Advanced Institute of Finance (SAIF) at Shanghai Jiao Tong University. Before joining SAIF, Professor Li held academic positions at the Antai College of Economics and Management at Shanghai Jiao Tong University, where she was an associate professor of finance and an affiliated researcher in the banking research team of the Industry Research Institute. She was an assistant professor of finance at NUS Business School, an affiliated researcher in the Risk Management Institute and Real Estate Research Institute at the National University of Singapore.
Professor Li's research interests span financial economics, financial econometrics, and macro asset pricing. Her current focus areas include economic policies and investment decisions under uncertainty, pricing of long-term risks and uncertainty, and the risk and valuation of technological innovation and intangible assets.
Her paper "Consumption Strikes Back? Measuring Long-Run Risk," co-authored with Lars Peter Hansen (Winner of the 2013 Nobel Prize in Economics) and John C. Heaton, was published in the prestigious Journal of Political Economy.
Professor Li has obtained research funding from the National Natural Science Foundation of China and the Shanghai Pujiang Talent Research Fund. She has served as a referee for top-tier journals like Econometrica and the Journal of Political Economy, as well as a reviewer for research programs such as the Hong Kong Research Fund.
Professor Li has extensive teaching experience, offering courses in English or in Chinese, online, onsite, or hybrid, to undergraduate, master, Ph.D., MBA, EMBA, and executive education students. Her courses are also available to global students through various online international programs.
She was the chief editor of the training textbook of commercial banks, County Financial Policies and Practices. She also coauthored with Meijun Qian and wrote the chapter on Alternative Financial Institutions in China in the Research Handbook on Alternative Finance.
Professor Li regularly writes about the recent developments in China's financial system, financial regulation, and economy, with her articles appearing in publications such as Nikkei Asia, FT Chinese, and the Journal of the American Chamber of Commerce in Shanghai. She is also a frequent speaker at AmCham Shanghai and other international forums.
At SAIF, Professor Li offers courses including Portfolio Management, Bank Management, Statistics Analysis Methods, and Econometrics Methods in Business Research to MBA students, Financial Econometrics and Portfolio Management to students in Master of Finance, Advanced Econometrics: Time Series Analysis to Ph.D. students, and Financial Literacy to undergraduate students.
Journal Publications
1. 李楠,邢帅,朱宇宏, 2024, 不确定性下的资产定价和投资决策及不确定性的度量研究动态, 《经济评论》。
2. 舒海兵,孟辰,陈毓琳,李楠, 2024, 基于百度搜索指数的中国经济不确定性指标研究, 《金融经济学研究》。
3. Shu, Haibing, Chen Meng, Yulin Chen & Nan Li, 2024, 基于百度搜索指数的中国经济不确定性指标, 《金融经济学研究》。
4. Anderson, Ronald, Nan Li, David M. Reeb, and Masud Karim, 2022, The Family Firm Ownership Puzzle, Review of Corporate Finance.
5. Li, Nan, and Yuhong Zhu, 2021, The Impact of Covid-19 on Stock Market in China, Frontiers of economics in China.
6. Kang, Wenjin, Nan Li, and Huiping Zhang, 2019, Information Uncertainty and the Pricing of Liquidity, Journal of Empirical Finance.
7. Li, Rui, Nan Li, Jiahui Li, and Chongfeng Wu, 2018, Short Selling, Margin Buying and Stock Return in China Market, Accounting and Finance.
8. 苏应蓉, 李楠, 2014, 汇率波动对利率政策经济绩效的影响机理分析, 《宏观经济研究》。
9. Hansen, Lars Peter, John C. Heaton, and Nan Li, 2008, Consumption Strikes Back? Measuring Long-Run Risk, Journal of Political Economy.
Working Papers
1. Ma, Chenghua, Nan Li, and Xiao Qin, 2024, Disentangling Risk and Uncertainty.211 West Huaihai Road
Shanghai 200030, China
Tel: +86 21 6293 3500
3rd Floor, Building D, Chenfeng Building, Lane 800, Tongpu Road
Shanghai 200062, China
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5th Floor, West Tower, World Financial Centre (WFC)
No. 1 Dong San Huan Middle Road
Chaoyang District, Beijing, China 100020
Tel: +86 10 5081 5880
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Nanshan District, Shenzhen, China 518000
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