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.
Areas of research
Behavioral Finance, Portfolio Management
Statistical machine learning
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