Rajna GIBSON BRANDON
Professeure ordinaire
Geneva Finance Research Institute
Ph.D., Université de Genève
Uni Pignon - 407
+41 22 379 89 83
Courriel
Brève biographie
In addition to being Deputy Director (Education & External Affairs) at the Geneva Finance Research Institute, Rajna Gibson holds a Swiss Finance Research Institute Senior Chair and is Professor of Finance at the University of Geneva. Rajna Gibson Brandon was Managing Director of the Geneva Finance Research Institute from April 2009 to September 2017, and she was Head of Research at the Swiss Finance Institute from 2007 until 2014 and Director of the National Centre of Competence in Research FINRISK from 2001 until 2009. She holds a PhD in Economic and Social Sciences (Specialization in Finance) from the University of Geneva. She is a Board Member at Swiss Re since 2000 and she is a former Member of the Swiss Federal Banking Commission (1997-2004). Her research interests are in Experimental Finance, Asset Pricing, Alternative Investments and Corporate Governance. She currently teaches the courses “Advanced Asset Pricing” and “Hedge Funds* in the Master in Wealth Management.
Recherche & publications
Rajna Gibson Brandon with Azade Seid-Fatemi, Yosuke Morishima, Felix Heise, Carmen Tanner, Alexander F. Wagner and Philippe N. Tobler: "Prefrontal connections express individual differences in intrinsic resistance to trading off honesty values against economic benefits", Scientific Report, 20 September 2016.
Supplementary Information for "Prefrontal connections express individual differences in intrinsic resistance to trading off honesty values against economic benefits"
Rajna Gibson Brandon with Michel A. Habib and Alexandre Ziegler , “Reinsurance or Securitization: The Case of Natural Catastrophe Risk" , Journal of Mathematical Economics, Volume 53, August 2014, Pages 79–100, 2014.
Rajna Gibson Brandon is Professor of Finance at the University of Geneva since September 2008 and Deputy Director of the Geneva Finance Research Institute. She was the founder and the Director of the Geneva Finance Research Institute (GFRI) at the University of Geneva between 2009 and 2016, and is the Chairwomen and Managing Director of the Geneva Institute of Wealth Management (GIWM) since 2016. From 2007 until 2015, she was Head of Research at the Swiss Finance Institute. She was the Director of the National Centre of Competence in Research Finrisk from 2001 to 2009. She was previously Professor of Finance at the University of Zurich, at the University of Lausanne and she was Assistant – Professor in Finance at HEC, Paris and a visiting scholar at the University of California at Los Angeles and at New York University.. She holds a Ph.D in Economic Sciences from the University of Geneva.
She was also Member of the Board of Directors of Swiss Re from June 2000 to April 2018 and from November 2018, to September 2023 she was a Member of the Board of Directors of Group BNP, France and since May 2022,she is a Member of the Board of Directors of the Swiss National Bank (SNB). She is also a Member of the Surveillance Board of Sustainable Finance Geneva, a Member of the Academic Advisory Board of RepRisk and has been a Member of the Swiss Federal Banking Commission (currently FINMA) from 1997 to 2004.
Her research interests cover asset pricing, experimental finance and sustainable finance. She has published papers in particular in the Journal of Finance, the American Economic Review, Review of Finance, Scientific Reports, the Journal of Financial and Quantitative Analysis, the Journal of Banking and Finance and in Mathematical Finance
Sélection de publications
Article
Sooter, N., Gibson Brandon, R. N., & Ugazio, G. (2024). Honesty is predicted by moral values and economic incentives but is unaffected by acute stress. Journal of Behavioral and Experimental Finance, 41, 100899. https://doi.org/10.1016/j.jbef.2024.100899.
Lombard, E., & Gibson Brandon, R. N. (2023). Do Wealth Managers Understand Codes of Conduct and Their Ethical Dilemmas? Lessons from an Online Survey. Journal of Business Ethics. https://doi.org/10.1007/s10551-023-05372-6.
Gibson Brandon, R. N., Sohn, M., Tanner, C., & Wagner, A. F. (2023). Earnings Management and the Role of Moral Values in Investing. The European Accounting Review, 1-31. https://doi.org/10.1080/09638180.2023.2291408.
Gibson Brandon, R. N., Hoesli, M. E. R., & Shan, J. (2022). The Valuation of Illiquid Assets: A Focus on Private Equity and Real Estate. The Journal of Alternative Investments, 25 (1), 111-128.
Krueger, P., Gibson Brandon, R. N., & Schmidt, P. (2021). ESG Rating Disagreement and Stock Returns. Financial Analysts Journal, 77 (4), 104 - 127.
Chaieb, I., Errunza, V. R., & Gibson Brandon, R. N. (2020). Measuring Sovereign Bond Market Integration. The Review of Financial Studies, 33 (8), 3446–3491. https://doi.org/10.1093/rfs/hhz107.
Gibson Brandon, R. N., & Wang, S. (2020). Earnings Belief risk and the cross section of stock returns. Review of Finance, 24 (5), 1107-1158. https://doi.org/10.1093/rof/rfaa001.
Gibson Brandon, R. N., Dogan, A., Morishima, Y., Heise, F., Tanner, C., Wagner, A. F., & Tobler, P. N. (2016). Prefrontal connections express individual differences in intrinsic resistance to trading off honesty values against economic benefits. Scientific Reports, 6 (1). https://doi.org/10.1038/srep33263.
Gibson Brandon, R. N., Habib, M. A., & Ziegler, A. (2014). Reinsurance or securitization: the case of natural catastrophe risk. Journal of Mathematical Economics, 8 (53), 79-100. https://doi.org/10.1016/j.jmateco.2014.05.007.
Gibson Brandon, R. N., & Murawski, C. (2013). Margining in derivatives markets and the stability of the banking sector. Journal of Banking and Finance, 37 (4), 1119-1306. https://doi.org/10.1016/j.jbankfin.2012.10.005.
Gibson Brandon, R. N., & Wang, S. (2013). Liquidity Risk, Return Predictability, and Hedge Funds' Performance: An Empirical Study. Journal of Financial and Quantitative Analysis, 48 (1), 219-244. https://doi.org/10.1017/S0022109012000634.
Gibson Brandon, R. N., Tanner, C., & Wagner, A. F. (2013). Preferences for Truthfulness: Heterogeneity among and within Individuals. The American Economic Review, 103 (1), 532-548. https://doi.org/10.1257/aer.103.1.532.
Présentation à une conférence académique
Gibson Brandon, R. N. (2023). Presentation of LTI Report titled, “The Role of Institutional Investors”, Paris. CEPR.
Gibson Brandon, R. N. (2022). Do Responsible Investors Invest Responsibly. Paris Dauphine Finance Seminar.
Gibson Brandon, R. N. (2022). The Role of Institutional Investors, Torino, Italy. CEPR.
Gibson Brandon, R. N. (2022). The Quality of Firms’ ESG Reporting: Evidence from a Benchmarking Study, Geneva. Building Bridges.
Gibson Brandon, R. N. (2019). ESG Rating disagreement and stock returns. ECGI and Unversity of Cambridge Conference: Divest or Engage: Strategies for Responsible Investing.
Gibson Brandon, R. N., & Krueger, P. (2017). The sustainability footprint of Institutional Investors. 6th Luxembourg Asset Management Summit.
Présentation en réunion professionnelle
Gibson Brandon, R. N. (2019). ESG Rating disagreement and stock returns. PRI Academic Conference.
Invité dans une conférence académique
Gibson Brandon, R. N. (2023). Keynote Speaker, World Finance Conference., Agder, Norvège.
Gibson Brandon, R. N., & Krueger, P. (2019). The sustainability footprint of institutional investors. Bank of Amercia Global Quant Conference, London, Royaume Uni.
Gibson Brandon, R. N., & Krueger, P. (2019). The sustainability Footprint of Institutional Investors. SVG Basel Lecture, Basel, Suisse.
Gibson Brandon, R. N. (2018). Femmes leaders: le monde après metoo#., Geneva, Suisse.
Gibson Brandon, R. N., & Krueger, P. (2018). The sustainability footprint of institutional investors. SFG/ SFI and GFRI conférence sur la finance durable, son essor et et son impact sur la gestion de patrimoineur la gestion, Geneva, Suisse.
Gibson Brandon, R. N. (2018). Should Institutional Invetors adopt a Sustainable Investment Approach and Why?, Zurich, Suisse.
Gibson Brandon, R. N., & Krueger, P. (2018). The sustainability Footprint of Institutional Investors. SFAA Annual Conference, Luzern, Suisse.
Gibson Brandon, R. N. (2017). The Corporate Social Responsibility of Board of Directors: A Choice or a Necessity?, Geneva, Suisse.
Gibson Brandon, R. N. (2017). Does Stock Market Irrationality in the Media Affect Stock Returns?, Zurich, Suisse.
Etude et rapport de conseil
Krueger, P., & Gibson Brandon, R. N. (2023). The Role of Institutional Investors as Responsible Investors. CEPR Press, London, Royaume Uni.
Cahier de recherche
Bassen, A., Gibson Brandon, R. N., Klausman, J., & Oikonomou, L. (2024). Do ESG Preferences Survive in the Trading Room: En Experimental Study.
Berrada, T. N., Gibson Brandon, R. N., Engelhardt, L., & Krueger, P. (2024). The Economics of Sustainability – Linked Bonds.
Gibson Brandon, R. N., Leousi, M., & Mondragon, C. (2023). Velez, Towards an Impact Performance Measurement Approach for Impact Investing: Results from a Benchmarking Study for Credit Finance.
Gibson Brandon, R. N., Tanner, C., & Wagner, A. (2021). Moral Commitment : Does it Reduce or Enhance the Response to Social Norms? Evidence from an Experiment on Earnings Management. ECGI and SFI Working paper series.
Gibson Brandon, R. N., Krueger, P., & Shema, M. (2020). The Sustainability Footprint of Institutional Investors.
Gibson Brandon, R. N., Krueger, P., Riand, N., & Schmidt, P. (2019). ESG Ratings Disagreement and Stock Returns.
Gibson Brandon, R. N., Glossner, S., Krueger, P., Matos, P., & Steffen, T. (2019). Responsible Investing Around the World.
Gibson Brandon, R. N., & Odabasioglu, A. (2018). The Determinants of Banks' Lobbying Activities before and after the 2007-2009 Financial Crisis.
Gibson Brandon, R. N., Hemmens, C., & Trepanier, M. (2017). Does Market Irrationality in the Media Affect Stock Returns.
Matériel décrivant un nouveau cours ou curriculum
Girardin, M., Berrada, T. N., Chaieb, I., Gibson Brandon, R. N., Hoesli, M. E. R., Krueger, P., ... & Valta, P. (2016). Make Smart Investment Decisions in a Global World. Coursera, Geneva, Suisse.
