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Michael R. Gibbons

econometrics asset pricing portfolio theory

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Michael R. Gibbons is a Professor of Investment Banking at the University of Pennsylvania's Wharton School, Department of Finance. His research focuses on asset pricing, econometrics, and portfolio theory. He holds the I.W. Burnham II Professor of Investment Banking title and is affiliated with the Finance Department. Gibbons' work includes empirical tests of financial models and contributions to the understanding of market efficiency. He teaches courses such as Financial Derivatives and Independent Study in Finance. His research has been published in journals like the Review of Financial Studies and the Journal of Finance.

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