Gonzalo Rubio

MSc in Finance

Gonzalo Rubio is a professor at the Universidad del País Vasco and visiting professor at the Universitat Pompeu Fabra.

Asset pricing derivatives, financial econometrics, pricing anomalies, investment funds

- "Estimation and Empirical Performance of Heston's Stochastic Volatility Model: The Case of a Thinly Traded Market" (with G. Fiorentini and A. León), Journal of Empirical Finance, Vol. 9, 2002, 225-255.
- "Asset Pricing and Systematic Liquidity Risk: An Empirical Investigation of the Spanish Stock Market" (with M. Martínez, B. Nieto and M. Tapia), International Review of Economics and Finance, Vol. 14, 2005, 81-103.
- "The Relationship between Risk and Expected Return in Europe" (with A. León and J. Nave), Journal of Banking and Finance, Vol. 31, 2007, pp. 495-512.