Lili (Lee) Gao

Tepper School of Business
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213

Office: GSIA 301
Phone: 617-955-0727
Email: lilig@andrew.cmu.edu

Curriculum Vitae
Resume
Github, Bitbucket
Teaching: Applications of Textual Analysis in Social Sciences

Lee Gao

EDUCATION

Ph.D. 2016 (Expected) Economics, Carnegie Mellon University
M.S. 2016 (Expected) Machine Learning, Carnegie Mellon University
M.S. 2013 Economics, Carnegie Mellon University
B.S. 2011 Economics and Finance, Tsinghua University, China
B.S. 2011 Pure and Applied Mathematics, Tsinghua University, China
RESEARCH INTERESTS
  • Empirical Asset Pricing, Market Microstructure, Corporate Finance
  • Machine Learning, Natural Language Processing
WORKING PAPERS
  • Text-implied Risk and the Cross-section of Expected Stock Returns

  • Investment Manager Discussions and Stock Returns

  • Corporate Takeovers and Cash Holdings

  • Market Share, Competition and Cash Holdings

  • Communication-Free Parallel Supervised Topic Models
WORK-IN-PROGRESS
  • Optimal Myopia in Portfolio Delegation

PROJECTS
  • Inference Platform for Marketing Decision Making, with Alan Montgomery, Geoff Gordon, Steven Zhang, Su Zhou. Sponsored by PNC Bank
CONFERENCES AND WORKSHOPS
  • WFA, Seattle, 2015

  • Initiative: Macro, Money and Finance, Princeton University, 2013

  • Econcon, Princeton University, 2012
PROFESSIONAL EXPERIENCE
  • Huarong Rongde Asset Management Co., LTD., Summer Intern, 2010
GRANTS, HONORS AND AWARDS
  • PNC Center for Financial Services Innovation Grant, 2015-2016

  • William Larimer Mellon Fellowship, Carnegie Mellon University, 2011-2015

  • Excellent Graduate Award, Tsinghua University, 2011

  • Academic Excellence Award, Tsinghua University, 2008-2010

  • Morgan Stanley -- Tsinghua Academic Scholarship, Tsinghua University, 2010

  • National University Student Innovation Program Fellowship, Tsinghua University, 2010

  • First Grade Prize of Freshman Scholarship (Rank 1/220,000 in National
    College Entrance Examination in Guizhou Province), Tsinghua University, 2007
TEACHING EXPERIENCE
  • 70-364 Business Law (Undergraduate), 2014-2015

  • 70-332 Business Society and Ethics (Undergraduate), 2014

  • 46-975 Macroeconomics for Computational Finance (Master), 2013-2015

  • 47-722 Finance Seminar II (PhD), 2013

  • 45-913 Emerging Markets (MBA), 2013

  • 45-711 Global Economics (MBA), 2013

  • 73-252 Advanced Microeconomics (Undergraduate), 2013

  • 47-802 Macroeconomics (PhD), 2012
SKILLS
  • Matlab, R, Python, Stata, Latex