Tianjiao (TJ) Li

I am a PhD candidate under the supervision of Dr Pakorn (Beam) Aschakulporn and Professor Jin E. Zhang in the Department of Accountancy & Finance at the University of Otago, Dunedin, New Zealand.

Research

Publications Working papers Conferences

My research interests are in derivatives, asset pricing, volatility forecasting, investment, and quantitative finance.

Publications

• VIX term structure and future realized volatility
  with Pakorn (Beam) Aschakulporn and Professor Jin E. Zhang
  Applied Economics (2025)
  https://doi.org/10.1080/00036846.2025.2601895
• Does short-term momentum exist in China?
  with Tian Yue and Xinfeng Ruan
  Pacific-Basin Finance Journal (2023)
  https://doi.org/10.1016/j.pacfin.2022.101920

Working papers

• VIX Term Structure Managed Portfolios
  with Pakorn (Beam) Aschakulporn and Professor Jin E. Zhang
• Covid-19 tail risk in the Euro-Dollar option market
  with Xinfeng Ruan, Professor Jin E. Zhang, and Pakorn (Beam) Aschakulporn

Conferences

• VIX term structure managed portfolios
  NZ Finance Colloquium · February 2026

CV

Education Work experience Awards Certifications Skills Activities

A short version lives here; happy to send the full PDF on request.

Education

Work experience

Awards & fellowships

• University of Otago Doctoral Scholarship
  University of Otago
• Otago International Excellence Scholarship
  University of Otago
• Masters Student Merit Scholarship
  Henan University of Economics and Law

Certifications

• Chinese Fund Qualification Certificate
  Asset Management Association of China · April 2018
• Chinese Securities Qualification Certificate
  Asian Financial Cooperation Association · June 2017
• First Aid Revalidation Course
  New Zealand Red Cross · June 2026
• New Zealand Certificate in Health and Wellbeing (Level 3)
  Careerforce · April 2025

Skills

Stata, Julia, Python.

Activities

• Basketball, Andy Bay Falcons Basketball Club
  3 years · Most Positive Player award

Contact