Faculty and ResearchExpert Guide

Joel R. Barber

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

(305) 348-2027


  • 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

Refereed Journal Articles

Barber, J. R.


Duration gap with multiple liabilities for nonparallel shifts.

European Actuarial Journal



Barber, J. R.


Power Law Bond Price and Yield Approximation.

Journal of Risk Finance

, 23(1)


Barber, J. R.


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.


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). View Article

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).

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