David Rapach
Visiting Professor of Finance
Area of Expertise:
Asset Pricing, Financial Economics, International Finance
Research Interests:
Asset Pricing, Return Predictability, Dynamic Asset Allocation, Business Cycles, Machine Learning
Selected Publications:
- "Short Interest and Aggregate Stock Returns", Journal of Financial Economics, Issue 1, 46-65, with M. Ringgenberg, G. Zhou, 2016
- "Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?", Journal of Portfolio Management, Issue 4, 16-27, with H. Almadi, A. Suri, 2014
- "Forecasting the Equity Risk Premium: The Role of Technical Indicators", Management Science, Issue 7, 1772-1791, with C. Neely, J. Tu, G. Zhou, 2014
- "International Stock Return Predictability: What is the Role of the United States?", Journal of Finance, Issue 4, 1633-1662, with J. Strauss, G. Zhou, 2013
- "Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to Real Economy", Review of Financial Studies, Issue 2, 821-862, with J. Strauss, G. Zhou, 2010
Academic/Professional Activities:
- Editor, Associate Editor, International Journal of Forecasting
Awards/Honors:
- Best Paper Prize (Spring 2019 Residential Joint Conference), INQUIRE UK & Europe, 2019
- ASX Best Paper in Quantitative Finance and Derivatives (28th Australasian Finance and Banking Conference), 28th Australasian Finance and Banking Conference, 2015
- The Chinese Finance Association Best Paper Award in Investment, 2010
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Dr. David E. Rapach is an internationally renowned researcher in the area of asset return forecasting. His research is highly cited and published in leading scholarly and practitioner journals in Finance and Economics. Dr. Rapach is a Professor of Economics and holds the John Simon Endowed Chair in Economics at the Saint Louis University Chaifetz School of Business. He is currently taking a leave of absence to serve as a Visiting Professor of Finance at the Washington University in St. Louis Olin Business School.
David Rapach's Home Page
Email: david.rapach@wustl.edu
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