Xiaofei Li
School of Administrative Studies
Associate Professor
Office: Atkinson College, 235A
Phone: 416-736-2100 Ext: 30119
Email: xiaofeil@yorku.ca
Assistant Professor Xiaofei Li joined York in 2003. He received his M.A. (economics) and Ph.D. (finance) from McGill University after his undergraduate study in economics at Nankai University in China. Dr. Li’s research interests include corporate finance and fixed-income securities and markets. Xiaofei has taught courses in corporate finance and derivatives and risk management.
Assistant Professor Xiaofei Li joined York in 2003. He received his M.A. (economics) and Ph.D. (finance) from McGill University after his undergraduate study in economics at Nankai University in China. Dr. Li’s research interests include corporate finance and fixed-income securities and markets. Xiaofei has taught courses in corporate finance and derivatives and risk management.
Degrees
PhD, McGill UniversityMA, McGill University
Research Interests
Current Research Projects
Minor Research Fund
Junior Faculty Fund
Minor Research Fund
“Modeling the Dynamics of Credit Spreads with Stochastic Volatility,” Kris Jacobs and Xiaofei Li, Management Science 54(6), June 2008, pp. 1176–1188.
Upcoming Courses
| Term | Course Number | Section | Title | Type |
|---|---|---|---|---|
| Fall 2021 | AP/ADMS3530 3.0 | A | Finance | REMT |
| Fall 2021 | AP/ADMS4509 3.0 | A | Financial Risk Management | REMT |
| Winter 2022 | AP/ADMS4504 3.0 | M | Fixed Income Securities & Risk Managemen | LECT |
| Winter 2022 | AP/ADMS4504 3.0 | N | Fixed Income Securities & Risk Managemen | LECT |
| Winter 2022 | AP/ADMS4509 3.0 | M | Financial Risk Management | LECT |
Assistant Professor Xiaofei Li joined York in 2003. He received his M.A. (economics) and Ph.D. (finance) from McGill University after his undergraduate study in economics at Nankai University in China. Dr. Li’s research interests include corporate finance and fixed-income securities and markets. Xiaofei has taught courses in corporate finance and derivatives and risk management.
Assistant Professor Xiaofei Li joined York in 2003. He received his M.A. (economics) and Ph.D. (finance) from McGill University after his undergraduate study in economics at Nankai University in China. Dr. Li’s research interests include corporate finance and fixed-income securities and markets. Xiaofei has taught courses in corporate finance and derivatives and risk management.
Degrees
PhD, McGill UniversityMA, McGill University
Research Interests
Current Research Projects
-
Project Type:
Funded
Funders:
Minor Research Fund
-
Project Type:
Funded
Funders:
Junior Faculty Fund
-
Project Type:
Funded
Funders:
Minor Research Fund
All Publications
“Modeling the Dynamics of Credit Spreads with Stochastic Volatility,” Kris Jacobs and Xiaofei Li, Management Science 54(6), June 2008, pp. 1176–1188.
Upcoming Courses
| Term | Course Number | Section | Title | Type |
|---|---|---|---|---|
| Fall 2021 | AP/ADMS3530 3.0 | A | Finance | REMT |
| Fall 2021 | AP/ADMS4509 3.0 | A | Financial Risk Management | REMT |
| Winter 2022 | AP/ADMS4504 3.0 | M | Fixed Income Securities & Risk Managemen | LECT |
| Winter 2022 | AP/ADMS4504 3.0 | N | Fixed Income Securities & Risk Managemen | LECT |
| Winter 2022 | AP/ADMS4509 3.0 | M | Financial Risk Management | LECT |
