Regular biography
LI Shaoran is an Assistant Professor in the School of Economics at Peking University. Their research focuses on financial measurement, asset pricing, portfolio management, and machine learning. LI holds a PhD in Economics from the University of Cambridge, where they also earned a Master of Economic Studies. They have published in the Journal of Econometrics and have contributed working papers on topics such as large covariance matrix estimation and news-implied linkages in equity markets. Their work explores dynamic models and statistical methods with applications in financial markets.
Scholar-generated biography
Shaoran Li is an Assistant Professor of Finance at Peking University, specializing in financial econometrics, asset pricing, and portfolio management. His research explores the interplay between news co-mention, market dynamics, and asset pricing models, with a focus on China's equity markets. Li's work includes developing dynamic semiparametric models for portfolio selection and analyzing the impact of news implied linkages on cross-firm predictability. His publications also address the role of textual data in financial markets and the integration of network information in covariance matrix estimation. His research contributes to understanding market efficiency, information processing, and the application of econometric techniques in financial decision-making.