基本情况

李仲飞,南方科技大学讲席教授、商学院副院长,国务院学位委员会学科评议组成员,国家杰青,全国模范教师,国务院政府特殊津贴专家,全国百篇优秀博士学位论文获得者,新中国成立70周年观礼嘉宾。

 

研究领域

科技金融,绿色金融,养老金融,数字金融,金融科技,金融工程与风险管理,金融市场与投资,金融经济学,保险与精算

 

教育背景

1997/09-2000/07,中国科学院数学与系统科学研究院,管理科学与工程专业,管理学博士

1988/03-1990/07,中国科学院系统科学研究所, 运筹管理专业, 理学硕士

1987/08-1990/06,内蒙古大学,应用数学专业,理学硕士

1981/09-1985/07,兰州大学,数学专业,理学学士

 

工作经历

2021/05-  南方科技大学商学院金融系,讲席教授、博导

2016/02-2021/05, 中山大学管理学院财务与投资系,教授、博导

2011/03-2016/01,中山大学管理学院,执行院长、教授、博导

2007/07-2012/12,中山大学社科处处长

2000/09-2013/08,中山大学岭南学院,教授、博导

1990/07-2000/09,内蒙古大学,助教、讲师、副教授、教授

1985/07-1987/08,内蒙古大学,助教

 

科研项目

  1. 国家自然科学基金重点项目,数智技术驱动的投融资决策与风险管控研究,2025/01-2029/12
  2. 深圳市软科学重点项目,“双碳”战略背景下深圳新兴产业发展策略研究,2022/11-2023/11
  3. 国家自然科学基金重大项目,微观大数据计量建模研究,2020/01-2024/12
  4. 国家自然科学基金创新研究群体项目,金融创新、资源配置与风险管理,2018/01-2023/12
  5. 广东省自然科学基金研究团队项目,长寿风险背景下的养老基金投资管理研究,2015/01-2020/01

 

专著

  1. 周骐,李仲飞,金融市场行业风险传染与资产配置,北京:中国社会科学出版社,2024.
  2. 姚海祥,李仲飞,马庆华,基于均值和风险的投资组合选择,北京:科学出版社,2017
  3. 李仲飞等著,创新型城市建设的理论与实践,北京:科学出版社,2014
  4. 李仲飞等著,珠三角自主创新能力研究,广州:广东人民出版社,2014
  5. 樊婷婷,李仲飞,组合信用风险管理研究---因子模型及其应用,广州:中山大学出版社,2011
  6. 李仲翔,李仲飞,汪寿阳,以风险为基础的基金监管现代化,北京:清华大学出版社,2002
  7. 李仲飞,汪寿阳,投资组合优化与无套利分析,北京:科学出版社,2001

 

论文发表

  1. K. H., *X. Y. Li, Z. F. Li, Effect of ESG rating disagreement on stock price informativeness: Empirical evidence from China's capital market, International Review of Financial Analysis, 2024, 96, 103651.
  2. W. J. Tang, *H. Bu, Y. Q. Ji, *Z. F. Li, Market uncertainty and information content in complex seasonality of prices, Pacific-Basin Finance Journal, 2024, 86.  
  3. S. K. Wang, S. S. Zhu, Y. Huang, *Z. F. Li, Estimation of expected return integrating real-time asset prices implied information and historical data, Journal of Economic Dynamics and Control, 2024, 167, 1-29.  
  4. M. Chen, *Z. F. Li, Z. LiuSubstantive response or strategic response? The induced green innovation effects of carbon prices, International Review of Financial Analysis, 2024, 93, 103139.
  5. R. N. Li, *Z. F. Li, K. X. Hu, K. Gan, The Spillover Effects of Green Bond Issuance: A Study Based on Chinese firms' Stock Price Synchronicity, Economic Change and Restructuring, 2024, 57(12), 1-41.    
  6. T. Zhou, Z. F. Li, H. R. Bai, Z. D. Du, J. B. Huang, Z. C. Ding, Does unconventional monetary policy improve credit support for the industry chain? Based on the perspective of trade credit mechanism, International Review of Economics and Finance, 2024, 91, 180-192.   
  7. Y. J. Liu, *Z. F. Li, Ramzi Nekhili, Jahangir Sultan, Forecasting Cryptocurrency Returns with Machine Learning, Research in International Business and Finance2023, 64, 1-21.    
  8. Z. F. Li, K. Gan, *S. L. Sun, S. Y. Wang, A New AdaBoost-Ensemble System with Deep Learning Approach for PM2.5 Concentration Forecasting, Journal of Forecasting, 2023, 42, 154-175.   
  9. Z. L. Kang, H. X. Yao, X. Y. Li, *Z. F. Li, Robust enhanced index tracking problem with mixture of distributions, Expert Systems with Applications, 2022, 201. 
  10. C. Ma, Y. K. Dai, *Z. F. Li, Financing Format Selection for Electronic Business Platforms with a Capital-Constrained E-tailer, Transportation Research Part E, 2022, 162. 
  11. X. Y. Yuan, *Z. F. Li, J. H. Xu, L. X. Shang, ESG disclosure and corporate financial irregularities--evidence from Chinese listed firms, Journal of Cleaner Production, 2022, 332, 1-11. 
  12. Y. Li, T. S. Liu, Y. Z. Song, Z. F. Li, X. Guo, Could carbon emission control firms achieve an effective financing in the carbon market? A case study of China’s emission trading scheme, Journal of Cleaner Production, 2021, 314, 1-12.  
  13. Q. W. Guo, *Y. S. Sun, P. Schonfeld, Z. F. Li, Time-dependent Transit Fare Optimization with Elastic and Spatially Distributed Demand, Transportation Research Part A, 2021, 148, 353-378. 
  14. T. Tian, J. W. Zhang, S. Y. Lin, Y. K. Jiang, J. B. Tan, Z. F. Li, *X. Q. Wang, Data-driven analysis of the simulations of the spread of COVID-19 under different interventions of China, Journal of Applied Statistics, 2021, online 
  15. Z. F. Li, Q. Zhou, M. Chen, *Q. Liu, The Impact of COVID-19 on Industry-Related Characteristics and Risk Contagion, Finance Research Letters, 2021, 39, 101931  
  16. L. H. Bian, *Z. F. Li, H. X. Yao, Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate, Journal of Industrial and Management Optimization, 2021, 17 (3), 1383-1410.
  17. P. Wang , *Z. F. Li, J. Y. Sun, Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity, Optimization, 2021, 70 (1), 191-224.   
  18. T. Tian, J. W. Zhang, L. Y. Hu, Y. K. Jiang, C. Y. Duan, Z. F. Li, *X. Q. Wang, *H. P. Zhang, Risk factors associated with mortality of COVID-19 in 3125 counties of the United States, Infectious Diseases of Poverty, 2021, 10 (3), 1-8.