Li, Sicong（李思聰）
BA (CUFE); MS (Columbia); PhD (LBS)
Assistant Professor
Contact Room 1256, 12/FCheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 5301
sicongli@cuhk.edu.hk
Biography
Professor Sicong Li is an Assistant Professor in the Department of Finance at the Chinese University of Hong Kong (CUHK) Business School. He obtained his PhD from London Business School in 2024. His primary research interests are empirical asset pricing, applied financial econometrics, and machine learning.
Teaching Areas
Investment
Portfolio Management
Research Interests
Asset Pricing
Financial Econometrics
- Publications & Working Papers
- Sicong Li, Victor DeMiguel, and Alberto Martin-Utrera (2024), “Comparing Factor Models with Price-Impact Costs,” Journal of Financial Economics, 162, 1-26.
- Sicong Li, “Low-Frequency Risk Factors and Their Fundamental Drivers,” working paper.
- Svetlana Bryzgalova, Victor DeMiguel, Sicong Li, and Markus Pelger, “Asset-Pricing Factors with Economic Targets,” working paper.
- Awards & Honours
- Cecilia Reyes Award for Research Students, London Business School, 2023
- Winner, 2023 INFORMS Finance Student Paper competition
- Bates-White Best Paper Prize, 2023 SoFiE Annual Meeting
- Semi-finalist, 2021 FMA Best Paper Award in Investment