About
Wei Li is an Assistant Professor at the Zicklin School of Business, Baruch College, CUNY, specializing in the W. Newman Department of Real Estate. He holds dual PhDs in Finance from the University of Maryland, College Park, and in Civil Engineering from Purdue University, West Lafayette.
- PhD, Finance (University of Maryland, College Park, 2008-2014)
- PhD, Civil Engineering (Purdue University, West Lafayette, 2004-2008)
- MS, Statistics (Math Finance track) (Purdue University, 2007-2008)
- MS, Civil Engineering (Tsinghua University, 2001-2004)
- BS, Electronics Engineering (Zhejiang University, 1997-2001)
His research focuses on Real Estate Finance, Mortgage-backed Securities, Market Microstructure, and High Frequency Trading. Recent publications address topics like TBA trading mechanisms, cohort-based trading dynamics in MBS markets, and probabilistic modeling in transportation safety.
His scientific awards include:
- Cubist Systematic Strategies PhD Candidate Award for Outstanding Research (2014)
- NASDAQ OMX Group Educational Foundation Dissertation Grant (2013)
Wei Li currently serves on the Real Estate Tenure-track Faculty Recruiting Committee and Undergraduate Committee on Academic Standing.
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