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)
- Zou, D.,Li, S.,Kong, X.,Ouyang, H.,Li, Z. (2018). Solving the dynamic economic dispatch by a memory-based global differential evolution and a repair technique of constraint handling In: Energy, 147, 59 - 80
- Hussain, S.,Li, S. (2018). The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas In: Financial Markets and Portfolio Management, 32, 207 - 233
- Zou, D.,Li, S.,Li, Z.,Kong, X. (2017). A new global particle swarm optimization for the economic emission dispatch with or without transmission losses In: Energy Conversion and Management, 139, 45 - 70
- Yang, K.,Tian, F.,Chen, L.,Li, S. (2017). Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches In: International Review of Economics and Finance, 49, 276 - 291
- Ouyang, H.,Gao, L.,Li, S.,Kong, X. (2017). Improved global-best-guided particle swarm optimization with learning operation for global optimization problems In: Applied Soft Computing Journal, 52, 987 - 1008
- Ouyang, H.,Gao, L.,Li, S.,Kong, X.,Wang, Q.,Zou, D. (2017). Improved harmony search algorithm: LHS In: Applied Soft Computing Journal, 53, 133 - 167
- Zhai, J.,Gao, L.,Li, S. (2017). Robust eigenvalue placement optimization for high-order descriptor systems in a union region with disjoint discs based on harmony search algorithm In: Neural Computing and Applications, 28, 1207 - 1220
- Zhai, J.,Gao, L.,Li, S. (2016). Fast control optimization for switched linear systems based on harmony search algorithm In: Neurocomputing, 185, 183 - 190
- Zou, D.,Li, S.,Wang, G.,Li, Z.,Ouyang, H. (2016). An improved differential evolution algorithm for the economic load dispatch problems with or without valve-point effects In: Applied Energy, 181, 375 - 390
- Zhai, J.,Gao, L.,Li, S. (2016). Robust pole assignment for linear control systems in a circular region using novel global harmony search algorithm In: International Journal of Control, Automation and Systems, 14, 713 - 722
1 PhD Current Supervisions2 PhD Completions