Yao Li
I am a third-year PhD student in Finance at the Swiss Finance Institute and HEC Lausanne. My research focuses on empirical asset pricing in bond and loan markets, with a particular interest in macro-financial factors, financial intermediaries, and machine learning methods. I also use textual analysis to measure information contained in financial and economic texts.
Email: yao.li@unil.ch
Working Papers
Treasury Bond Excess Return Prediction: Machine Learning Insights (with Michael Rockinger)
Conference: 5th Frontiers of Factor Investing Conference (2026); 18th Annual Society for Financial Econometrics (SoFiE) Conference (2026); 5th Annual Hong Kong Conference on FinTech and AI in Finance (2026); SFI Research Days (2026)
Pricing and Predicting Syndicated Loan Returns
Timing the Term Structure of Government Bond Yields with Neural Networks (with Michael Rockinger)
Master’s Thesis