Youwei Li

      Dr Youwei Li

      Senior Lecturer

      Phone: +44 (0)28 9097 4826

      For media contact email
      or call +44(0)2890 973091.

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      Research Interests

      Asset pricing; Heterogeneous agent models of financial markets; Longevity risk; Market microstructure; Quantitative finance

      Papers on RePEc

      Papers on SSRN

      Google Scholar Citation Page


      Mathematics for finance; Research methods in finance; Options, futures, and other derivatives; Stochastic processes in finance


      Research Grants


      1. Asset pricing with adaptive learning and global games based on heterogeneous agent models (with Min Zheng and Xuezhong He), National Natural Science Foundation of China (No. 71571197), 2016-2020.
      2. The Efficiency of Futures Markets. The project “The Efficiency of Futures Markets” is a joint cooperation program between Ghent University, Belgium, Queen’s University Belfast, UK, the University of Warwick, Coventry, UK, and the alternative investment specialist RPM Risk & Portfolio Management AB from Stockholm, Sweden. The program is funded by the European Commission’s Marie Curie Actions Industry-Academia Partnerships and Pathways (IAPP). May 2013 --- May 2017, EUR 830,000.
      3. Australia Research Council, Discovery Projects DP130103210. Total ASD 211,000.00, 2013-2015, with Professor Xuezhong (Tony) He; Dr Lei Shi; University of Technology, Sydney.


      Visiting Positions


      1. Honorary visiting fellow at UTS Business School, University of Technology Sydney.
      2. Visiting fellow at RPM Risk & Portfolio Management AB, Stockholm.
      3. Visiting fellow at CentER, Tilburg University, the Netherlands.

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      Contribution to conference papers, events and activities

      ID: 29343