College of Business
Florida International University
Modesto A. Maidique Campus
11200 S.W. 8th St, RB 210
Miami, FL 33199
Phone: (305) 348-2027
Email: barberj@fiu.edu
Joel R. Barber
Associate Professor, Department of Finance
College of Business
Florida International University
Modesto A. Maidique Campus
11200 S.W. 8th St, RB 210
Miami, FL 33199
Phone: (305) 348-2027
Email: barberj@fiu.edu
Education
Ph.D. in Business Administration
University of Arizona, Tucson , Arizona
Master of Business Administration
University of Texas, Dallas, Texas
Bachelor of Science in Electrical Engineering
University of Michigan, Ann Arbor, Michigan
Courses Taught
- Advanced Investments
- Corporate Finance
- Financial Futures and Fixed Income Investments
- Financial Management
- Financial Markets and Institutions
- Financial Planning and Statement Analysis
- Financial Risk Management-Financial Engineering
- Financial Theory II
- Ph.D. Dissertation
- Portfolio Management
- Securities Analysis
- Seminar in Portfolio Theory
Publications
Barber J. R.
(2023).
Empirical Test of Multiple-Liability Immunization Conditions.
Journal of Fixed Income
, 33(2)
.
Barber J. R.
(2022).
Duration gap with multiple liabilities for nonparallel shifts.
European Actuarial Journal
, 13()
.
Barber, J. R.
(2022).
Power Law Bond Price and Yield Approximation.
Journal of Risk Finance
, 23(1)
.
Barber, J. R.
(2021).
How Well Does Duration Measure Interest Rate Risk and Does the Convexity Adjustment Matter?
Quarterly Journal of Finance and Accounting
, 59(1&2)
.
Barber, J. R.
(2021).
Asset Allocation and Downside Risk.
International Journal of Portfolio Analysis and Management
, 2(3)
.
- Barber, J. R. (2021). Empirical Analysis of Term Structure Shifts. Journal of Economics and Finance, 45(2).
- Barber, J. R., & Dandapani, K. (2017). Interest Rate Risk in a Negative Yielding World. Frontiers in Finance and Economics, 14(2).
- Barber, J. R. (2017). Risk-Adjusted Performance Based on a Multi-Index Benchmark. International Journal of Finance, 27(4).
- Barber, J. R., Dandapani, K., & March, S. (2015). The Sub-prime Crisis of 2008: An Examination. International Journal of Finance.
- Barber, J. R., Pavlova, I., Hilbert, A. M., & Dandapani, K. (2015). Credit Spreads and Regime Shifts. Journal of Fixed Income, 25(1).
- Barber, J. R. (2013). Immunization and convex interest rate shifts. Control and Cybernetics.
- Barber, J. R., & Copper, M. L. (2012). Principal component analysis of yield curve movements. Journal of Economics and Finance, 36.
- Hibbert, A. M., Pavlova, I., Barber, J. R., & Dandapani, K. (2011). Credit spread changes and equity volatility: Evidence from daily data. Financial Review, 46(3).
- Anderson, G. A., & Barber, J. R. (2010). Taxes and the present value assessment of economic loss in personal injury litigation. Journal of Legal Economics, 17(1).
- Anderson, G. A., Barber, J. R., Keys, J., & Prakash, A. (2010). A simple rule for conflict resolution for mutually exclusive projects. International Journal of Finance, 22(3).
- Barber, J. R. (2010). A general relationship between prices of bonds and their yields. Quarterly Journal of Business & Economics, 49(3 and 4).
- Barber, J. R. (2010). Risk and performance attribution. Investment Management and Financial Innovations, 3.
- Barber, J. R. (2010). The measurement and control of interest rate risk. Insurance Markets and Companies: Analyses and Actuarial Computations, (2).
- Barber, J. R., & Anderson, G. A. (2010). Measuring the investment performance of in-between portfolios. Journal of Emerging Markets, 2(1).
- Barber, J. R., & Copper, M. L. (2006). Arbitrage Opportunities and Immunization. Journal of Economics and Finance, 30(1).
- Barber, J. R. (2005). Bond Option Valuation for Non-Markovian Interest Rate Processes. Financial Review, 40(4).
- Barber, J. R. (2004). Cost of Capital with Flotation Costs. Quarterly Journal of Business & Economics, 43(3 & 4).
- Barber, J. R. (1999). Bond Immunization for Affine Term Structure Model. Financial Review, 34(2).