发布时间：2021-09-26
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2013.9 - 2016.7：中国地质大学（北京），应用数学专业，理学硕士学位
2016.9 - 2021.7：北京航空航天大学，金融工程专业，管理学博士学位
[1] Han, Y., Li, J. (2023). The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. International Review of Financial Analysis, 86, 102476.
[2] Han, Y., Li, J. (2022). Should investors include green bonds in their portfolios? Evidence for the USA and Europe. International Review of Financial Analysis, 80, 101998.
[3] Li, J., Li, P. (2021). Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks. Energy Economics, 93, 104299.
[4] Li, J., Huang, L., Li, P. (2021). Are Chinese crude oil futures good hedging tools?. Finance Research Letters, 38, 101514.
[5] 李平, 李杰, 韩颖薇. (2021). 动态copula模型及在金融中的应用[J]. 中国科学:数学, 51(11): 1769-1790.
[6] Li, P., Li, J., Zhang, Z. (2021). The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. Journal of Systems Science and Information, 9(5), 469-497.
[7] Li, J., Li, P. (2021). Dynamic Copula Analysis of the Effect of COVID-19 Pandemic on Global Banking Systemic Risk. In Intelligent Computing and Block Chain: First BenchCouncil International Federated Conferences, FICC 2020, Qingdao, China, October 30–November 3, 2020, Revised Selected Papers 1 (pp. 449-460). Springer Singapore.
[8] Han, Y., Li, P., Li, J., Wu, S. (2020). Robust portfolio selection based on copula change analysis. Emerging Markets Finance and Trade, 56(15), 3635-3645.