David Rapach

Visiting Professor of Finance

David Rapach

David Rapach

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.

Area of Expertise

Asset Pricing, Financial Economics, International Finance

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

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 Matthew Ringgenberg, Guofu Zhou, 2016
  • "Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?", Journal of Portfolio Management, Issue 4, 16-27, with Himanshu Almadi, Anil Suri, 2014
  • "Forecasting the Equity Risk Premium: The Role of Technical Indicators", Management Science, Issue 7, 1772-1791, with Christopher Neely, Jun Tu, Guofu Zhou, 2014
  • "International Stock Return Predictability: What is the Role of the United States?", Journal of Finance, Issue 4, 1633-1662, with Jack Strauss, Guofu Zhou, 2013
  • "Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to Real Economy", Review of Financial Studies, Issue 2, 821-862, with Jack Strauss, Guofu Zhou, 2010

Contact

David Rapach