Professor of Finance
Department of Financial Economics
Norwegian School of Management
Elias Smiths vei 15, PO Box 580
1302 Sandvika
Norway
Tel: +47 67 55 71 05
Fax: +47 67 55 76 75
Email: bruno.gerard@bi.no
Research Interests:
Empirical Asset Pricing, International
Portfolio Management, Currency Risk, Manipulation and Equity issues
My Curriculum Vitae: Vita PDF
Employment:
Norwegian School of Management, Department
of Finance, Professor, 2001- .
Visiting Professor of Finance, University
of Michigan Business School, Ann Arbor, MI, Jan-Feb 2002
Visiting Assistant Professor of Finance,
University of Michigan Business School, Ann Arbor, MI, 2000-2001
Visiting Assistant Professor of Finance,
The Anderson School at UCLA, Los Angeles, CA, 1995-96 and 1999-2000
Assistant Professor of Finance, Marshall
School of Business, University of Southern California, Los Angeles, CA,
1991-99.
Lecturer in Finance, Marshall School of
Business, University of Southern California, Los Angeles, CA, 1989-91.
Instructor, Operations Management, College
of Business, Louisiana State University 1/1984 to 8/1984
Lawyer, member of the bar of Brussels,
Taquet and Associates, Banking and Corporate law practice,
August 1981 to June 1982 and July 83 to
January 1984
Education
Ph.D.in Finance, The Anderson School at
UCLA, Los Angeles, CA, USA, August 1991.
M.B.A., Lousiana State University,
Baton Rouge, USA, June 1983.
Licence en Droit, Free University of Brussels,
Belgium, July 1981.
Candidate in Economics, Free University
of Brussels, Brussels, Belgium, August 1978.
Some of my Published Papers
International Asset Pricing and Portfolio Diversification with Time-Varying Risk
with Giorgio de Santis, The Journal of Finance, Vol. 52, No. 5. (Dec., 1997),
pp. 1881-1912.
Trading and Manipulation Around Seasoned Equity Offerings
with Vikram Nanda, The Journal of Finance, Vol. 48, No. 1. (Mar., 1993), pp. 213-245.
How Big is the Premium For Currency Risk with Giorgio de Santis, Journal of Financial Economics, 1998, Vol 49, pp. 375-412
The Relevance of Currency Risk in the EMU with G. DeSantis and P. Hillion, Journal of Economics and Business, 2003, Vol 55, pp. 427-462
Are East Asian Markets Integrated: Evidence from the ICAPM with K. Thanyalakpark and J. Batten, Journal of Economics and Business, 2003, Vol 55, pp. 585-607
Working Papers
How Important is Intertemporal Risk for Asset Allocation with G. Wu
International Portfolio Diversification: Industry, Country and Currency Effects Revisited with P. Hillion and F. de Roon
Generalized Numeraire Portfolios with G. De Santis and F. Ortu
Work in Progress
Teaching
Finans 2: Corporate Finance Spring 2003
Syllabus (public)
Course Homepage (access restricted to students enrolled in class)
GRA6531 Portfolio Management Fall 2002
Syllabus (public)
Tentative Schedule (public)
Course Homepage (restriced access to students enrolled in class)
GRA6538 Applied Valuation (Spring 03)
Syllabus (public)
Tentative Schedule (public)
Course Homepage (restriced access to students enrolled in class)
HRS6005 Topics in Corporate Finance (Fall 02)
Syllabus
GT end of chapter problems: Suggested problems
RWJ end of chapter problems: Suggested problems
Seminar series, Department of Financial Economics
Deparment of Finance, Norwegian School of Management - BI