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babatunde o. odusami, associate professor, school of business administration

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Babatunde O. Odusami PhD, CFA

Associate Professor

  • PhD Financial Economics 2006

    University of New Orleans (LA)

  • MS Financial Economics 2005

    University of New Orleans (LA)

  • MBA Management Information System 2002

    University of New Orleans (LA)

  • FIN 604 Securities Analysis and Investment Management

  • FP 600 Overview of Financial Planning in the Information Age

  • FIN 303 Financial Management

My research interests are risk modeling, portfolio optimization, and asset pricing. I am particularly interested in developing quantitative models which can explain how the values of financial assets and portfolios evolve over time. These include linear and non-linear models such as threshold, vector autoregression, cointegration, stochastic volatility, GARCH, Jump diffusion, and skewed-distributions models.

Selected Awards

  • Faculty Development Grant, Pedagogical Training, Widener University, 2014

  • Provost Grant, Research Funding, Widener University, 2014

  • Summer Research Grant, Widener University

Selected Publications

  • Elyasiani, E., Mansur, I., & Odusami, B. (2013). Sectoral stock return sensitivity to oil prices: A double threshold FIGARCH model. Quantitative Finance, 13 (4), 593612.

  • Cochran, S.J., Mansur, I., & Odusami, B. (2012). Volatility persistence in metal returns: A FIGARCH approach. Journal of Economics and Business, 64 (4), 287305.

  • Elyasiani, E., Mansur, I., & Odusami, B. (2011). Oil price shocks and industry stock returns. Energy Economics, 33 (5), 966974.

CFA Institute, SAP University Alliance