Mingnan Li

Research

Research topic: Cryptocurrencies - Asset pricing - DeFi

Research interests: Due to the difference between cryptocurrency and traditional assets, some factors specific to cryptocurrency accepted by practitioners have not been considered in previous studies, but these factors should also be attention when we want to analyze its value. My research aims to identify factors which affect its intrinsic value. I will make use of the longer time series which is now available to identify the corresponding factors. What is more, I will also focus on how to management and construction of cryptocurrency portfolios using the factor models.

Supervisors: Dr Viktor Manahov, Dr Daniele Bregantini

Profile

Education:

MSc Finance and Investment, University of Leeds, 2019- 2020

BA Business Management and Finance, De Montfort University, 2017- 2019

BA International Finance, Beijing Normal University, Zhuhai China, 2015-2017

ml2669@york.ac.uk

The University of York Management School
University of York
Church Lane Building
York Science Park
Heslington
York YO10 5ZF