Babatunde O. Odusami

Babatunde O. Odusami, PhD, CFA

  • Associate Professor
  • SBA Assessment Coordinator
Media Expertise:
  • 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