Michael R. Gibbons
I.W. Burnham II Professor of Investment Banking
Deputy Dean, The Wharton School
Research Interests: asset pricing, econometrics, portfolio theory
Michael R. Gibbons (1993), A Test of the Cox, Ingersoll, and Ross Model of the Term Structure, Review of Financial Studies, 6. Abstract
Michael R. Gibbons (1989), A Test of the Efficiency of a Given Portfolio, Econometrics, 57.