Staff profile - Bob Li
Dr Bob Li
|Faculty or Division:||Faculty of Business & Law|
|Department:||Department of Finance|
|Campus:||Melbourne Burwood Campus|
|Phone:||+61 3 92517412 +61 3 92517412|
- PhD in Finance, Monash University,
- Graduate Certificate of Higher Education, Deakin University, 2011
Equity Investment, Portfolio Management, Derivatives Trading.
Subjects and units currently teaching
MAF307, MAF308, MAF302, MAF702, MAF704, etc.
- Default Risk
- Risk/return Relations
- Behaviour Finance
- “Going Negative: What to Do with Negative Book Equity Stocks”, with S. Brown, P. Lajbcygier, Journal of Portfolio Management, Vol. 35, No. 1, pp. 95-102, 2008.
- “Effect of Negative Book Equity on the Fama French HML”, with P. Lajbcygier, The Icfai Journal of Applied Finance, Vol. 13, No. 11, pp. 37-47, 2007.
- “Can Default Risk Explain Stock Return?”, with P. Lajbcygier, S.Y. Guo and X.Y. Chen, 57th Midwest Finance Association Annual Meeting, 2008, San Antonio, USA.
- “Effect of Negative Book Equity Stocks on the Value Factor”, B. Li, Paul Lajbcygier, SY Guo, 56th Midwest Finance Association Annual Meeting, 2007, Minneapolis, USA.
Dr Bob Li
Faculty of Business & Law
Work+61 3 92517412
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