Professor Steven Li joined the Graduate school of Business and Law (GSBL), RMIT University in April 2012 as Professor of Finance.
Previously, he has taught at respected universities in Australia and China including University of South Australia, Queensland University of Technology and Tsinghua University. Professor Li has extensive teaching experience in many finance subjects on both undergraduate and postgraduate levels, including CorporateFinance,Financial Derivatives,
Financial Markets, Portfolio and Security Analysis, Data Analysis for Business, Advanced Managerial Finance, Quantitative Analysis and Finance, Global Banking and Financial Modelling. He is the currently the finance discipline leader at GSBL and lectures on Financial Management for E-MBA students and Managerial Finance for the MBA students in f2f mode as well as online mode.
Steven has a strong background in Quantitative Finance. His research interests include market efficiency, asset pricing, corporate finance, derivatives and financial engineering, Chinese financial markets, and environmental finance. He has published over 60 journal papers.
His publications appeared in many leading international journals such as Journal of International Financial Markets, Institutions and Money, Pacific-Basin Finance Journal, European Journal of Finance, International Review of Economics and Finance, Applied Mathematical Finance, International Journal of Managerial Finance, Review of Quantitative Finance and Accounting, Journal of Derivatives and Hedge Funds, Applied Financial Economics, Asia-Pacific Financial Markets, Business Strategy and the Environment, Water Resources Research, SIAM Journal of Mathematical Analysis etc.
Steven’s international research profile is attested by his extensive publications in leading international journals. He is also active in reviewing academic papers for journals such as Journal of Economic Dynamics and Control, Quantitative Finance, Journal of Business Ethics, Economic Modelling, and The British Accounting Review etc. He is currently the Editor in Chief for International Journal of E-Business Development (IJED). He has been a visiting scholar to Sichuan University, University of Electronic Science and Technology of China (UESTC), Bank of Japan, Sun Yat-san University, Hokkaido University, and University of Wollongong.
Steven is active in applying his finance knowledge and mathematical/statistical modelling skills for solving real world business problems. He has some significant consulting experience including the work for News Corporation, Bank of Japan, NCCARF (National Climate Change and Adaptation Research Facility) and Department of Climate Change and Energy Efficiency (DCCEE) of the Commonwealth Government of Australia.
Professor Li has successfully supervised many PhD students as well as Master and Honours students. He is currently recruiting new PhD students to do research on a wide range of finance subjects.
- Managerial Finance
- Corporate Finance
- Derivatives and Financial Engineering
- Financial Modelling
- Quantitative Finance
- Corporate Finance
- Asset pricing, in particular Derivatives Pricing
- Efficiency of Financial Markets
- Environmental finance
- Ph.D, Delft University of Technology (The Netherlands)
- Master of Business Administration (Finance), University of Melbourne (Australia)
- Bachelor of Science, Tsinghua University (Beijing, China)
- Hou, Y.,Li, S. (2016). Information transmission between US and China index futures markets: An asymmetric DCC GARCH approach In: Economic Modelling, 52, 884 - 897
- Zhai, J.,Gao, L.,Li, S. (2016). Fast control optimization for switched linear systems based on harmony search algorithm In: Neurocomputing, 185, 183 - 190
- Hussain, S.,Li, S. (2015). Modeling the distribution of extreme returns in the Chinese stock market In: Journal of International Financial Markets, Institutions and Money, 34, 263 - 276
- Hou, Y.,Li, S. (2015). Volatility behaviour of stock index futures in China: A bivariate GARCH approach In: Studies in Economics and Finance, 32, 128 - 154
- Ouyang, H.,Gao, L.,Li, S.,Kong, X. (2015). Improved novel global harmony search with a new relaxation method for reliability optimization problems In: Information Sciences, 305, 14 - 55
- Kong, X.,Gao, L.,Ouyang, H.,Li, S. (2015). Solving large-scale multidimensional knapsack problems with a new binary harmony search algorithm In: Computers and Operations Research, 63, 7 - 22
- Ouyang, H.,Gao, L.,Kong, X.,Zou, D.,Li, S. (2015). Teaching-learning based optimization with global crossover for global optimization problems In: Applied Mathematics and Computation, 265, 533 - 556
- Kong, X.,Gao, L.,Ouyang, H.,Li, S. (2015). Solving the redundancy allocation problem with multiple strategy choices using a new simplified particle swarm optimization In: Reliability Engineering and System Safety, 144, 147 - 158
- Kong, X.,Gao, L.,Ouyang, H.,Li, S. (2015). A simplified binary harmony search algorithm for large scale 0-1 knapsack problems In: Expert Systems with Applications, 42, 5337 - 5355
- Yang, H.,Li, S.,Zhang, P.,Kong, X. (2015). Model penicillin fermentation by least squares support vector machine with tuning based on amended harmony search In: International Journal of Biomathematics, 8, 1 - 30
1 PhD Completions2 PhD Current Supervisions