Dave Berger

Assistant Professor

Department: Finance
Office: Bexell 418D
Phone: 541-737-2636
Email: dave.berger@bus.oregonstate.edu


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Education

Ph.D Washington State University (2008)

B.S. Washington State University (2003)

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Service

Oregon State Finance Club- Co-advisor Fall 2009-Fall 2010

Oregon State Finance Club- Advisor Winter-2011-Present

Faculty Recognition and Awards Committee 2009-Present

Faculty Senate 2011-Present

Panelist for Finance Club and Women’s Center ‘Got Debt?’ presentation

Dean’s leadership scholarship interviewer- 2009, 2010

Ad-hoc reviewer- including the Journal of International Business, Applied Financial Economics and Financial Review

Reviewer for Financial Management Association and Midwestern Finance Association annual conferences

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Publications

Journal Articles

Berger, D., K. Pukthuanthong, and J. Yang, "Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds", Journal of Portfolio Management, 2013 In Press.
Berger, D., and H. Turtle, "Cross-sectional performance and investor sentiment in a multiple risk factor model", Journal of Banking & Finance, vol. 36, issue 4, pp. 1107-1121, 2012. Abstract
Berger, D., and K. Pukthuanthong, "Market fragility and international market crashes", Journal of Financial Economics, vol. 105, issue 3, pp. 565-580, 2012. Abstract
Berger, D., "Testing the CAPM across observed and fundamental returns", Applied Financial Economics, vol. 21, issue 9, pp. 625-636, 2011. Abstract
Berger, D., and H. Turtle, "Emerging market crises and US equity market returns", Global Finance Journal, vol. 22, issue 1, 2011. Abstract
Berger, D., K. Pukthuanthong, and J. Yang, "International diversification with frontier markets", Journal of Financial Economics, vol. 101, issue 1, pp. 227-242, 2011. Abstract
Berger, D., and H. Turtle, "The Diversification Benefits of International Equities: A water-soluble umbrella", International Review of Applied Financial Issues and Economics, vol. 3, issue 1, 2011. Abstract
Berger, D., "Investor perceptions and volatility within the risk-return tradeoff", Applied Financial Economics, vol. 20, issue 13, 2010. Abstract
Berger, D., and H. Turtle, "Time variability in market risk aversion", Journal of Financial Research, vol. 32, issue 3, pp. 285-307, 2009. Abstract
Berger, D., and H. Turtle, "Financial Research on Main Street: Productivity within Land Grant Institutions", Journal of Financial Education, vol. 32, issue Summer 2006, pp. 20-44, 2006. Abstract

Presentations

Berger, D., J. Yang, and K. Pukthuanthong, "International Diversification with Frontier Markets", Financial Management Association, New York, New York, 2010.
Berger, D., K. Pukthuanthong, and J. Yang, "International diversification with frontier markets", NTU Seminar, Taipei, 2010.
Berger, D., and H. Turtle, "Emerging Market Contagion", Midwest Finance Association, Chicago, 2009.
Berger, D., "Time Variability in Market Risk Aversion", Midwest Finance Association Annual Meeting, 2008.
Berger, D., "Time variability in market risk aversion", Financial Management Association Doctoral Consortium, 2007.

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Courses Taught

Financial Risk Management (BA 444)

Advanced Financial Management (BA 342)

Intro to Financial Management (BA 360)

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Additional Information

Research Interests:

International capital markets-integration, contagion, diversification benefits.

Asset pricing-expectations, volatility, conditioning information.

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