Staff profile - Bob Li
Dr Bob Li
|Faculty or Division:||Faculty of Business and Law|
|Department:||BL Deakin Business School|
|Campus:||Melbourne Burwood Campus|
|Phone:||+61 3 925 17412 +61 3 925 17412|
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 and Law
Work+61 3 925 17412
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