Photo of Michael R. Gibbons

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.
  • Michael R. Gibbons (1989), Empirical Tests of the Consumption-Oriented CAPM, Journal of Finance, 44.  Abstract