David Jobson, PhD, MS, BSc (Hons)

Email

djobson@ualberta.ca

EDUCATION

B.Sc. (Honors) 1963 Mathematics 

 University of Alberta, Edmonton, Alberta

M.S. 1970 Statistics 

 Iowa State University, Ames, Iowa

Ph.D. 1972 Statistics (minor in Economics) 

 Iowa State University, Ames, Iowa

Ph.D. Thesis: "Estimation for Linear Models with Unknown Diagonal Covariance Matrix," September 1972

WORK EXPERIENCE 

1963-66 Economic Analyst, Department of Economics and Statistics, Producing Department, Imperial Oil Limited, Calgary, Alberta.

1966-68 Instructor, Department of Mathematics and Physics, Southern Alberta Institute of Technology, Calgary, Alberta.

1968-71 Teaching Assistant, Department of Statistics, Iowa State University, Ames, Iowa.

1972-73 Assistant Professor, Faculty of Business, University of Alberta, Edmonton, Alberta.

1973-82 Associate Professor, Faculty of Business, University of Alberta, Edmonton, Alberta.

1982-85 Professor and Chairman, Department of Finance and Management Science, Faculty of Business, University of Alberta, Edmonton, Alberta.

1985-92 Professor, Faculty of Business, University of Alberta, Edmonton, Alberta.

1992-1995 Alexander Hamilton Professor of Business, Faculty of Business, University of Alberta, Edmonton, Alberta.

1994-97 Associate Dean, MBA Program, Faculty of Business, University of Alberta, Edmonton, Alberta.

1997- 2000 Professor, Faculty of Business, University of Alberta, Edmonton, Alberta.

2001-2002 Associate Dean, Administration, Faculty of Business, University of Alberta, Edmonton, Alberta.

2002- 2005 Professor, Faculty of Business, University of Alberta, Edmonton, Alberta.

2005- Professor Emeritus, Faculty of Business, University of Alberta, Edmonton, Alberta

2006 Winter Term  Visiting Professor, Grant MacEwan University, Edmonton, Alberta

RESEARCH INTERESTS

1. Application of Statistical Techniques to Research Problems in Business

2. Development of Statistical Inference Techniques for Capital Markets and Financial Portfolios 

BOOKS PUBLISHED

1. Applied Multivariate Data Analysis Volume I: Regression and Experimental Design, Springer-Verlag, New York, 1991. 621 pages.

2. Applied Multivariate Data Analysis Volume II: Categorical and Multivariate Methods, Springer-Verlag, New York, 1992. 731 pages.

ARTICLES PUBLISHD IN JOURNALS

1. Jobson, J.D., "A Coefficient of Equality for Questionnaire Items with Interval Scales," Journal of Education and Psychological Measurement, Summer 1976, pp. 271-274

2. Cullen, D.M., J.D. Jobson and R.E. Schneck, "Anti -Americanism and its Correlates," The Canadian Journal of Sociology, Vol. 3, Spring 1978, pp. 103-120.

3. Cullen, D.M., J.D. Jobson and R.E. Schneck, "Towards the Development of a Canadian- American Scale: A Research Note," The Canadian Journal of Political Science, Vol. 11, June 1978, pp. 439-418.

4. Jobson, J.D. and W.A. Fuller, "Least Squares Estimation When the Covariance Matrix and Parameter Vector are Functionally Related," Journal of the American Statistical Association, Vol. 75, March 1980, pp. 176-181.

5. Janssen, C.T.L. and J.D. Jobson, "On the Choice of Realtor," Decision Sciences, Vol. 11, April 1980, pp. 299-311.

6. Jobson, J.D. and R.M. Korkie, "Estimation for Markowitz Efficient Portfolios," Journal of the American Statistical Association, Vol. 75, September 1980, pp. 544-554.

7. Jobson, J.D. and R.M. Korkie, "Putting Markowitz Theory to Work," Journal of Portfolio Management, Vol. 7, Summer 1981, pp. 70-74.

8. Jobson, J.D. and R.M. Korkie, "Performance Hypothesis Testing with the Sharpe and Treynor Measures," Journal of Finance, Vol. 36, September 1981, pp. 889-908.

9. Jobson, J.D. and R.E. Schneck, "Constituent Views of Organizational Effectiveness: Evidence from Police Organizations," Academy of Management Journal, Vol. 25, No. 1, 1982, pp. 25-46.

10. Jobson, J.D., "A Multivariate Linear Regression Test for the Arbitrage Pricing Theory," Journal of Finance, Vol. 37, September 1982, pp. 1037-1042.

11. Jobson, J.D., "Testing for Zero Intercept in Multivariate Normal Regression Using the Univariate Multiple Regression F Test," The American Statistician, November 1982.

12. Jobson, J.D. and R.M. Korkie, "Potential Performance and Tests of Portfolio Efficiency," Journal of Financial Economics, Vol. 10, No. 4, 1982.

13. Jobson, J.D. and R.M. Korkie, "Potential Performance in Two Parameter Portfolio Theory with Multiple Regression Software," Journal of Financial and Quantitative Analysis, Vol. 18, No. 2, June 1983, pp. 189-195

14. Jobson, J.D. and R.M. Korkie, "A Note on the Jensen Measure and Marginal Improvements in Portfolio Performance," Journal of Finance, Vol. 39, No. 1, March 1984, pp. 245-251.

15. Jobson, J.D. and R.M. Korkie, "Some Tests of Linear Asset Pricing with Multivariate Normality," Canadian Journal of Administrative Sciences, Vol. 2, No. 1, June 1985, pp. 114-138.

16. Jobson, J.D., "Cross Validation and Goodness of Fit for Multifactor Models of Asset Pricing: A Comment on Conway and Reinganum," Journal of Business and Economic Statistics, Vol. 6, No. 1, January 1988, pp. 16-20.

17. Jobson, J.D. and R.M. Korkie, "The Trouble With Performance Measurement: Comment," Journal of Portfolio Management, Vol. 14, Winter 1988, pp. 74-76.

18. Jobson, J.D. and R.M. Korkie, "A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning and Mean-Variance Efficiency." Journal of Financial and Quantitative Analysis, Vol. 24, 1989, pp. 185-204.

19. Jobson, J.D., "Confidence Regions for the Mean-Variance Efficient Set: An Alternative Approach to Estimation Risk." Review of Quantitative Finance and Accounting, Vol. 1, 1991, pp. 235-257.

COURSES TAUGHT

Statistical Analysis For Business Students

Statistical Analysis for MBA Students

Linear Models and Experimental Design For PhD Students

Multivariate Statistical Analysis for PhD Students

Applied Multivariate Statistical Analysis for MBA Students

Introductory Finance for Business Students

Introductory Financial Accounting for Business Students

Financial Information and Capital Markets for Business Students

Financial Information and Capital Markets for MBA Students

TEACHING AWARDS

MBA Students Professor of the Year Award, 1984

Faculty of Business, J. Douglas Muir Award for Distinguished Teaching, 1986.

MBA Students Award for Teaching Excellence, 1987

Labatt's Brewery Distinguished Teaching Award for Graduate Teaching, 1989

Donald and Margaret Mackenzie Teaching Award , MBA Program, 2000.

Donald and Margaret Mackenzie Teaching Award , MBA Program, 2004