Barbara Ostdiek, associate professor of finance and statistics, has been named associate dean for programs at the Jesse H. Jones Graduate School of Business. She assumed official responsibilities July 1.
“We are extremely happy that Barbara has accepted this leadership role at the Jones Graduate School of Business,” said Bill Glick, dean and the H. Joe Nelson III Professor of Management. “This newly created position reflects an expansion and splitting of the senior associate dean role that Jeff Fleming recently passed to K. Ramesh. Upcoming strategic initiatives have expanded these responsibilities beyond a single role. Going forward, we need a faculty associate dean focused on innovation in our degree programs targeting distinct student and employer groups for each program.”
A member of the Jones School faculty since 1994, Ostdiek is highly regarded by staff, students and faculty as a great contributor in the classroom, in research and to the school as a whole, Glick said. “I am confident she will lead our programs on a path of excellence,” he said.
Ostdiek is committed to having an even greater impact. “I look forward to working with the talented faculty and staff of the Jones School as we continue to enhance and refine our academic programs,” she said. “A faculty at the forefront of business research and education, a staff dedicated to crafting the highest-quality student experience, and a strong base of alumni and corporate support combine to put us in an excellent position to take advantage of the opportunities afforded by the changing nature of the MBA markets.”
In addition to her new role as associate dean of programs, Ostdiek will continue her research and teaching as a member of the Jones School faculty. She received the Jones Graduate School Excellence in Teaching Award in 2001, 2004 and 2009. Her research, which focuses on investments and asset pricing, has been published in the top academic journals that address optimal portfolio formation, information flow and volatility within and across markets, and volatility modeling.