Gady Jacoby, Ph.D.
Dr. Jacoby came to Seton Hall University as an Associate Professor of Finance in the fall of 2009.
I came to Seton Hall University as an Associate Professor of Finance in the fall of 2009. I previously held a position at the University of Manitobam where I was the Stuart Clark Professor in Financial Management and the chair of the Finance Area Ph.D. Program. I received my Ph.D. in Finance from York University in 1999. I received numerous research grants and merit awards. They include four grants from the Social Science and Humanities Research Council of Canada, two CMA Canada Academic Merit Awards, and several other research and teaching awards.
The focus of my research and consulting work is on fixed-income securities, asset pricing, market microstructure, and behavioral finance. I have taught courses in financial economics, fixed-income securities, security analysis, investments, corporate finance and financial modeling at the undergraduate, MBA, and Ph.D. levels. I have held visiting academic positions at New York University and the University of Melbourne, and I also taught in China, Singapore, Taiwan and Uruguay.
Courses at Seton Hall
- Investment Analysis (BFIN 4227)
- Fixed Income Analysis (BFIN 4250)
- Security Analysis (BFIN 7219)
- Ph.D., York University, Toronto
- M.A., Hebrew University, Jerusalem
- B.A., Hebrew Univeristy, Jerusalem
- Social Sciences and Humanities Research Council of Canada Grant, 2009-2012
- Stuart Clark Professorship in Financial Management, 2007-2009
- Best paper award at the Third International Conference on Asia-Pacific Financial Markets, Seoul, December 2008. paper: “Corporate Bond Pricing and the Effects of Endogenous Default and Call Options” (with Shiller).
- CMA Canada Academic Merit Award, 2006.
- Social Sciences and Humanities Research Council of Canada Grant, 2006-2009.
- The Associates of the Asper School of Business Achievement Award for Research, 2005.
- Social Sciences and Humanities Research Council of Canada Grant, 2003-2006
- Social Sciences and Humanities Research Council of Canada Grant, 2000-2003
- CMA Canada Academic Merit Award, 2002.
- The Associates of the Asper School of Business Achievement Award for Teaching, 2001.
- The University of Manitoba Teaching Services and University of Manitoba Students' Association Award for Teaching Excellence, 2001.
- The University of Manitoba Research Grants Program, 1998-1999.
- Nominated for the York University Best Dissertation Award, 1999.
- Testing for the Elasticity of Corporate Yield Spreads
Journal of Financial and Quantitative Analysis, 44(3), 641 -656,
- Portfolio Selection Subject to Experts' Judgments
International Review of Financial Analysis, 17(5), 1036- 1054,
- Duration and Pricing of TIPS
Journal of Fixed Income, 18(2), 71- 84,
- The Determinants of TIPS Yield Spreads
Journal of Applied Finance 17(2), 72- 81,
- A Subjective Assessment of Approximate Probabilities with a Portfolio Application
Research in International Business and Finance 21(2), 134- 160,