Assistant Professor of Management School, Jinan University
金融学,数学双学士学位,中山大学
博士学位, 香港中文大学
Office: Room 704, Hui Quan Building
E-mail: tlyi@jnu.edu.cn
Research Interests:
Financial Engineering;
Corporate finance and financial management.
研究兴趣
金融工程;
财务管理;
投资组合管理和优化。
Recent Publications/发表论文:
L. Yi, Z. F. Li and D. Li, "Multi-Period Portfolio Selection for Asset-Liability Management with Uncertain Investment Horizon." Journal of Industrial and Management Optimization, Vol. 4, NO. 3, 2008.
Conferences/参加会议:
9 – 12 Dec. 2005, International conference on Risk management & Financial System Engineering, Guangzhou, China.
报告题目:”Value at Risk under heavy-tailedness”.
2006.5.27 - 2006.6.3, International workshop on Mathematical Finance and Insurance, Lijiang, China.
2007.12.12 - 2007.12.14, 20th Australasian Finance and Banking Conference, Sydney, Australia.
报告题目: “Dynamic Portfolio Selection with Stochastic Investment Horizon”.
2008.7.15 - 2008.7.19, Bachelier Finance Society Fifth World Congress, London, UK.
报告题目: “No-shorting Constrained Optimal Portfolio Selection”.
Courses Instructed:
Advance Corporate Finance. 2009-2010
International Finance. 2009-2010
教学
高级财务管理
国际金融