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Professor Li Yang

Professor Li Yang

Professor
  • Ph.D., University of Illinois at Urbana- Champaign
  • M.S., Tsinghua University, China
  • B.S., Tsinghua University, China
Business School
School of Banking and Finance

Li Yang received her BSc and MSc from Tsinghua University and her Ph.D. from the University of Illinois at Urbana and Champaign, and later joined the University of New South Wales and served as the Head of School for the School of Banking and Finance at the UNSW Business School from 2019-2022. She also held visiting positions at the University of Texas at San Antonio.

Li’s primary research interests include risk management, energy and commodity markets, and financial modelling. She has p...
Phone
+61 2 9065 5511
E-mail
l.yang@unsw.edu.au
Location
UNSW Business School Level 3, Room 326

  • Australian Research Council Discovery Grant 2017, "Investment Irreversibility, Policy Uncertainty, and Hedging Strategies", with D. Foster ($264,000)
  • Australian Research Council Discovery Grant 2009, "Building Flexible Multivariate Models and their application in Finance", with R. Kohn ($520,000)
  • Australian Research Council Linkage Grant 2008, "Information Content of Order Flows in the Foreign Exchange and Commodities Markets", with D. Foster, J. Wang and X. Yang ($110,000)

My Research Supervision

Two PhD students

My Teaching

FINS 5513, FINS 3635, and FINS 5535