Jonathan Yu-Meng Li
RBC Financial Group Professor in Risk Analytics
Associate Professor · Telfer School of Management
University of Ottawa
Ph.D., University of Toronto
Principal Coordinator, Centre for a Responsible Wealth Transition
Coordinator, Risk Intelligence & Resilient Solutions
Research
All papersGenerative AI & Machine Learning
Generating risk scenarios for better decisions.
Risk-aligned generation, generative DRO, and reinforcement learning.
DRO & Optimal Transport
Making reliable decisions when models are imperfect.
Distributionally robust optimization with contextual and heterogeneous data.
Asset Pricing & Portfolio Choice
Understanding what drives returns and investment risk.
Empirical asset pricing, high-dimensional learning, portfolio choice, and hedging.
Risk Measures & Preferences
Measuring risk and learning preferences from decisions.
Risk measures, inverse optimization, preference ambiguity, and tail risk.
We develop analytical foundations for learning risk and making reliable decisions through optimization and machine learning, with applications across finance, operations, health care, and AI.
People, data & code