Quick Links

» Publications

Michael R. Gibbons
I.W. Burnham II Professor of Investment Banking; Deputy Dean, The Wharton School


Education

PhD, University of Chicago, 1980; MS, University of Chicago, 1979; BS, Butler University, 1975

Recent Consulting

Consulting ranges from expert testimony (involving valuation of assets) to issues which arise in professional investment management

Career and Recent Professional Awards; Teaching Awards

Batterymarch Fellow, 1983-84; Graduate Division Excellence in Teaching Award, 1996, 2001

Academic Positions Held

Wharton: 1989-present (Deputy Dean, 2007-present; Chairperson, Finance Department,1994-2006; named I.W. Burnham II Professor of Investment Banking, 1989). Previous appointments: Stanford University; University of Chicago. Visiting appointment: University of Chicago

Publications
Michael R. Gibbons (1993), A Test of the Cox, Ingersoll, and Ross Model of the Term Structure, Review of Financial Studies, 6 (1993).
Michael R. Gibbons (1989), Empirical Tests of the Consumption-Oriented CAPM, Journal of Finance, 44 (1989).
Michael R. Gibbons (1989), A Test of the Efficiency of a Given Portfolio, Econometrics, 57 (1989).

top of page

 
 
Gibbons R. Michael
Michael R. Gibbons
2336 Steinberg-Dietrich Hall
Philadelphia, PA 19104
Phone: (215) 898-3681
gibbons@wharton.upenn.edu

Research Interests:
Asset pricing; portfolio theory; econometrics