Babatunde O. Odusami, PhD, CFA
- Professor
- Accounting & Taxation
- Economics & Finance
Affiliated Programs
Education
- 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)
About Me
I teach security analysis and investment management, financial planning, and financial management courses in the MBA and Master's in Tax and Financial Planning Program and financial management and quantitative methods courses in our undergraduate program.
I am also a faculty adviser to the university's student-managed Large Cap Equity Fund and the Money Club. I hold a MBA with a concentration in management information systems, as well as a MS and PhD in financial economics. I am also a chartered financial analyst (CFA) and a Microsoft Certified professional.
Research Interests
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.
Publications
- Elyasiani, E., Mansur, I., & Odusami, B. (2013). Sectoral stock return sensitivity to oil prices: A double threshold FIGARCH model. Quantitative Finance, 13 (4), 593–612.
- Cochran, S.J., Mansur, I., & Odusami, B. (2012). Volatility persistence in metal returns: A FIGARCH approach. Journal of Economics and Business, 64 (4), 287–305.
- Elyasiani, E., Mansur, I., & Odusami, B. (2011). Oil price shocks and industry stock returns. Energy Economics, 33 (5), 966–974.
Professional Affiliations & Memberships
CFA Institute, SAP University Alliance
Awards
- Faculty Development Grant, Pedagogical Training, Widener University, 2014
- Provost Grant, Research Funding, Widener University, 2014
- Summer Research Grant, Widener University
News
In the Media
- NBC 10
NBC 10 News at 7 p.m.
- MoneyGeek
Expert Advice on Best Low-Income Loans
- Credit Donkey
Best 5 Year CD Rates for May 2024
Noteworthy
Finance Faculty Member Publishes New Book
Babatunde Odusami, professor of finance in the School of Business Administration, has published a new book titled “Financial Data Science with SAS.”
The book, which is designed for university students and financial professionals, covers of the theory and practical implementation of the various types of analytical techniques and quantitative tools used in the financial services industry and shows readers how to implement strategies such as data visualization, simulation, machine learning models, and more using real-world examples.
The book was published in partnership with SAS, a global leader in artificial intelligence, analytics, and statistical computing.
Share link: https://www.widener.edu/news/noteworthy/finance-faculty-member-publishes-new-book
Business Professor Receives Funding for Collaboration with South African University
A collaborative research project between associate professor Babatunde Odusami and Omokolade Akinsomi from the University of Witwatersrand in South Africa has been chosen to receive funding from The Carnegie African Diaspora Fellowship Program. This grant funds partnership projects between African-born scholars and higher education institutions in Africa.
Odusami and Akinsomi’s project, entitled “Development of Pan African Real Estate Database and Co-Curriculum Development and Mentorship in Machine Learning Competencies for Real Estate Research,” will work to develop real estate knowledge and research capacities in Africa.
Odusami will spend a month during the summer of 2023 in Africa working with Akinsomi and graduate students at the University of Witwatersrand. The two researchers will also be presenting another joint project at the American Real Estate Society Conference in March 2023.