https://shize-li.com/

Education

Ph.D. in Quantitative Finance | Hong Kong University of Science and Technology | 2020-2025

M.Sc. in Financial Mathematics | Peking University | 2018-2020

B.Sc. in Management (minor: Applied Mathematics) | Sun Yat-Sen University | 2014-2018

Research

Working Papers

1. Reverse Mortgages, Housing and Consumption: An Equilibrium Approach
with Jialu Shen & Ariel Sun
2024 FMA Asia/Pacific Conference Best Paper Award in Financial Institutions

2. Portfolio Decisions with Higher-Order Dependence in Labor and Stock Markets
with Wei Jiang & Jialu Shen
2024 CIRF & CFRI Conference Research Excellence Award

3. Homeownership as Lifecycle Goldmine: Evidence from Macrohistory
with Yang Bai & Jialu Shen

4. Asset Pricing with Higher-Order Dependence in Labor and Stock Markets

Conference (Selected)

* indicates personal presentation

2026 (Expected)

• American Economic Association (AEA)*

2025

• American Economic Association (AEA)*
• FMA Asia/Pacific Conference
• Midwest Finance Association (MFA)

2024

• China International Conference in Finance (CICF)*
• Financial Management Association (FMA)*
• FMA Asia/Pacific Conference

2022

• American Economic Association (AEA) Poster Session*