LI

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LI

Jessica Li, a seasoned finance professional and Senior Lecturer at NEOMA Business School, brings a wealth of expertise in international capital markets and management. She has acquired an expert knowledge of trading and investments through her work at renowned institutions like Morgan Stanley and Canada Mortgage and Housing Corporation. Jessica is an active member of the CFA Institute and remains engaged in the finance industry. As an educator, her teaching expertise encompasses a range of finance subjects such as corporate finance, portfolio management, digital finance, international finance, behavioral finance, and risk management. Through her extensive knowledge and practical insights, Jessica delivers impactful and enlightening instruction and creates an engaging learning environment, empowering her students to thrive and excel in the dynamic world of finance. Jessica has also published in the sociology of finance and is working on statistical machine learning to predict breaks in financial data series.

LLEO, S., W. T. ZIEMBA, J. LI, "Do Factor Models Explain Breaks in the Distribution of Equity Returns?", Journal of Portfolio Management, April 2024, vol. 50, no. 4

10.3905/jpm.2023.1.568

LLEO, S., W. T. ZIEMBA, J. LI, "Exploring Breaks in the Distribution of Stock Returns: Empirical Evidence from Apple Inc." NEOMA Business School Finance Seminar. 2020, Reims - Rouen - Paris, France

LI, J. - "Book Review - Behavioral Finance: What Everyone Needs to Know" - 2020, Quantitative Finance DOI : https://doi.org/10.1080/14697688.2020.1809697

LLEO, S., J.LI, "Finance & Mathématiques : Fusion ou Acquisition?" in Conference “La Finance Responsable” , France Stratégie & Plateforme SRE, 2019

LLEO, S., J.LI, "Finance and Mathematics: Merger or Acquisitions?" in Book Series: Critical Studies on Corporate Responsibility, Governance and Sustainability, Volume 11 - Finance and Economy for Society: Integrating Sustainability., Sharam Alijani, Catherine Karyotis Eds, Emerald Group Publishing Limited, pp. 93 - 121, 2016

LLEO, S., W. T. ZIEMBA, J. LI, "Do Factor Models Explain Breaks in the Distribution of Equity Returns?", Journal of Portfolio Management, April 2024, vol. 50, no. 4 DOI : 10.3905/jpm.2023.1.568