Bruno Gerard

BI Norwegian Business School - Department of Finance

Professor

Nydalsveien 37

Oslo, N-0484

Norway

SCHOLARLY PAPERS

14

DOWNLOADS
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6,175

CITATIONS
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in Total Papers Citations

68

Scholarly Papers (14)

1.

International Portfolio Diversification: Currency, Industry and Country Effects Revisited

EFA 2002 Berlin
Number of pages: 44 Posted: 31 Mar 2002 Last Revised: 07 Jan 2010
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, INSEAD - Finance and BI Norwegian Business School - Department of Finance
Downloads 1,735 (8,926)
Citation 17

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International financial markets, currency risk, mean-variance efficiency, conditioning information

2.

Euro-Zone Equity Returns: Country Versus Industry Effects

EFA 2004 Maastricht Meetings Paper No. 3454, AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 08 Nov 2005 Last Revised: 07 Jan 2010
Esther Eiling, Bruno Gerard and Frans de Roon
University of Amsterdam - Amsterdam Business School, BI Norwegian Business School - Department of Finance and Tilburg University - Department of Finance
Downloads 692 (35,529)
Citation 1

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International financial markets, style analysis, EMU, currency risk, financial market integration

3.

Emerging Equity Market Comovements: Trends and Macro-Economic Fundamentals

Forthcoming in the Review of Finance
Number of pages: 57 Posted: 15 Mar 2006 Last Revised: 11 Jul 2014
Esther Eiling and Bruno Gerard
University of Amsterdam - Amsterdam Business School and BI Norwegian Business School - Department of Finance
Downloads 690 (35,684)

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time-varying correlation, market integration, emerging markets, trends, macro-economic channels

4.

Measuring Comovements by Regression Quantiles

ECB Working Paper No. 501
Number of pages: 50 Posted: 28 Jul 2005
European Central Bank (ECB), European Central Bank (ECB) and BI Norwegian Business School - Department of Finance
Downloads 583 (44,658)
Citation 9

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codependence, semi-parametric, conditional quantiles

5.

Currency Risk Hedging: No Free Lunch

Number of pages: 55 Posted: 16 Feb 2009 Last Revised: 29 Oct 2012
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, BI Norwegian Business School - Department of Finance and INSEAD - Finance
Downloads 462 (59,945)

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Currency risk, Currency risk hedging

6.

Financial Integration, International Portfolio Choice and the European Monetary Union

ECB Working Paper No. 626, EFA 2006 Zurich Meetings
Number of pages: 52 Posted: 16 Mar 2006
Roberto A. De Santis and Bruno Gerard
European Central Bank (ECB) - Directorate General Economics and BI Norwegian Business School - Department of Finance
Downloads 435 (64,464)
Citation 23

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Home bias, risk diversification, international portfolio weights, EMU

7.

Financial Integration of New EU Member States

ECB Working Paper No. 683
Number of pages: 74 Posted: 09 Nov 2006
European Central Bank (ECB), European Central Bank (ECB), BI Norwegian Business School - Department of Finance and European Central Bank (ECB)
Downloads 342 (85,579)
Citation 8

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Integration, new EU member states, regression quantile

8.

Investment Irreversibility, Real Activity and the Value Premium

EFA 2005 Moscow Meetings Paper
Number of pages: 30 Posted: 20 Jul 2005
Ilan Cooper, Guojun Wu and Bruno Gerard
BI Norwegian Business School, University of Houston and BI Norwegian Business School - Department of Finance
Downloads 321 (91,844)
Citation 2

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Irreversible investment, capacity utilization, value premium

9.

Conditional Asset Allocation, Hedging and Intertemporal Asset Pricing

Number of pages: 34 Posted: 22 Mar 2002
Guojun Wu and Bruno Gerard
University of Houston and BI Norwegian Business School - Department of Finance
Downloads 302 (98,203)
Citation 1

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Asset Pricing, GARCH, Portfolio Choice

10.

How Important is Intertemporal Risk for Asset Allocation?

EFA 2003 Annual Conference Paper No. 220
Number of pages: 48 Posted: 23 Jul 2003
Guojun Wu and Bruno Gerard
University of Houston and BI Norwegian Business School - Department of Finance
Downloads 253 (118,502)
Citation 5

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11.

ESG and Socially Responsible Investment: A Critical Review

Number of pages: 30 Posted: 14 Jan 2019
Bruno Gerard
BI Norwegian Business School - Department of Finance
Downloads 222 (135,013)

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Fixed Income, Bonds, Green Bonds, SRI, CSR, ESG

12.

International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios - Appendix Containing Auxiliary Results

Number of pages: 41 Posted: 13 Sep 2005
Frans de Roon, Esther Eiling and Bruno Gerard
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School and BI Norwegian Business School - Department of Finance
Downloads 138 (205,283)
Citation 2

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International Financial Markets, Mean-variance Efficiency, Style analysis, EMU

13.

Investment Irreversibility, Real Activity and Asset Return Dynamics

Posted: 19 Jun 2013
BI Norwegian Business School, BI Norwegian Business School - Department of Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Houston

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Real Investment, Capital Utilization, Expected Returns

14.

International Asset Pricing and Portfolio Diversification with Time-Varying Risk

Journal of Finance, Vol. 52, No. 4, December 1997
Posted: 06 Mar 1998
Giorgio De Santis and Bruno Gerard
Goldman Sachs Group, Inc. - Quantitative Strategy Group and BI Norwegian Business School - Department of Finance

Abstract:

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Other Papers (1)

Total Downloads: 3    Citations: 8
1.

Financial Integration of New EU Member States

Number of pages: 46 Posted: 15 Mar 2006
European Central Bank (ECB), European Central Bank (ECB), BI Norwegian Business School - Department of Finance and European Central Bank (ECB)
Downloads 3
Citation 8

Abstract:

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Integration, new EU member states, regression quantile, variance decomposition