Follow
Rajna Gibson
Rajna Gibson
Professor of Finance, University of Geneva
Verified email at unige.ch - Homepage
Title
Cited by
Cited by
Year
Stochastic convenience yield and the pricing of oil contingent claims
R Gibson, ES Schwartz
The Journal of Finance 45 (3), 959-976, 1990
13881990
Preferences for truthfulness: Heterogeneity among and within individuals
R Gibson, C Tanner, AF Wagner
American Economic Review 103 (1), 532-48, 2013
2832013
Financial integration, economic instability and trade structure in emerging markets
A Chambet, R Gibson
Journal of International Money and Finance 27 (4), 654-675, 2008
2202008
The pricing of systematic liquidity risk: Empirical evidence from the US stock market
R Gibson, N Mougeot
Journal of banking & finance 28 (1), 157-178, 2004
1592004
Performance in the hedge funds industry: An analysis of short-and long-term persistence
PA Bares, R Gibson, S Gyger
Journal of Alternative Investments 6, 25-41, 2003
1072003
Modeling the term structure of interest rates: A review of the literature
R Gibson, FS Lhabitant, D Talay
Foundations and Trends« in Finance 5 (1–2), 1-156, 2010
992010
Valuation of long term oil-linked assets
R Gibson
Stochastic models and option values, 1991
991991
A model of sovereign borrowing and sovereign yield spreads
R Gibson, SM Sundaresan
961999
The Sustainability Footprint of Institutional Investors
R Gibson, P Krueger
942018
Option valuation
R Gibson
J Financ, 959-976, 1991
64*1991
ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS1
M Chesney, RJ Elliott, R Gibson
Mathematical Finance 3 (3), 277-294, 1993
621993
Are liquidity and corporate control priced by shareholders? Empirical evidence from Swiss dual class shares
L Gardiol, R Gibson-Asner, NS Tuchschmid
Journal of Corporate Finance 3 (4), 299-323, 1997
611997
The style consistency of hedge funds
R Gibson, S Gyger
European Financial Management 13 (2), 287-308, 2007
582007
Liquidity risk, return predictability, and hedge funds’ performance: An empirical study
RG Brandon, S Wang
Journal of Financial and Quantitative Analysis 48 (1), 219-244, 2013
542013
Model risk for European-style stock index options
R Genšay, R Gibson
IEEE transactions on neural networks 18 (1), 193-202, 2007
532007
Model risk: concepts, calibration and pricing
R Gibson
risk books, 2000
522000
Reducing asset substitution with warrant and convertible debt issue
M Chesney, R Gibson-Asner
The Journal of Derivatives 9 (1), 39-52, 2001
472001
Stock market performance and the term structure of credit spreads
A Demchuk, R Gibson
Journal of Financial and Quantitative Analysis 41 (4), 863-887, 2006
462006
Style consistency and survival probability in the hedge funds industry
PA Bares, R Gibson, S Gyger
422001
Option valuation: analyzing and pricing standardized option contracts
R Gibson
McGraw-Hill, 1991
421991
The system can't perform the operation now. Try again later.
Articles 1–20