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Rakesh Bharati
Associate Professor
(On Leave 2007-2008)
Member of the Faculty Since: 1989
Ph.D., Indiana
University, 1991
M.B.A., Indiana
University, 1988
P.G.D.M., Indian
Institute of Management, Ahmedabad, 1983
B. Tech., Indian
Institute of Technology, Kanpur, 1980
Courses:
Other:
Recent Publications:
- "Risk-Taking, Agency Problem, and Small Business Loan Guarantee-An
Application of Option Pricing Theory," The
Journal of Entrepreneurial
Finance, 2001, v6, n1, pp 24-43.
- "Predicting Real Estate Returns Using Neural Networks,"
with Vijay Desai and
Manoj Gupta, Journal of Computational Intelligence in Finance,
January/February 1999, v7, n1, pp. 5-15.
- "Are Dividends Smoothed Signals of Earnings Asymmetry?"
with
Prasad Nanisetty and Manoj Gupta, International
Journal of Business, 1998,
v3, n2, pp. 1-18.
- "Excess Volatility and Excess Comovement among US Stocks,"
with Manoj Gupta, American Business Review, June 1998.
- "The Efficacy of Neural Networks in Predicting Returns
on
Stock and Bonds Indices," with Vijay Desai, Decision
Sciences Journal,
Spring 1998, v29, n2, pp. 405-426.
- "A
Comparison of Linear Regression and Neural Networks Methods for
Predicting Excess Returns on Large Stocks," with Vijay
S. Desai, Annals
of Operations Research, 78, 1998, pp. 127-163.
- "The Effect of Time-Varying Covariances on Asset Risk
Premia: A Test of Intertemporal CAPM," with Prasad Nanisetty
and Manoj
Gupta, Review
of Quantitative Finance and Accounting, September 1996,
pp.
205-220.
- "Time-Varying Expected Returns and Asset Allocation,"
Robert
C. Klemkosky, Journal of Portfolio Management, Summer
1995, v21, n4, pp.
80-87.
- "Explaining International Stock Returns: Currency Risk
and
Other Factors," with Manoj Gupta. American Business Review,
January 1995,
pp. 30-38.
- "Asset
Allocation and Predictability of Real Estate
Returns," with Manoj Gupta.
Journal of Real Estate Research, Fall 1992, v7,
n4, pp.469-484.
Prior to joining the SIUE faculty, Dr. Bharati was a management
consultant for S.B. Billimoria & Co. in New Delhi, India. He
also has experience as a systems programmer for ORG Systems in Baroda,
India.
Dr. Bharati has published in Journal of Real Estate Research,
Journal of Portfolio Management, Review of Quantitative Finance
and Accounting, Annals of Operations Research, Decision Sciences,
International Journal of Business, American Business Review, and
Journal of Computational Intelligence in Finance. His current
research topics include market volatility, term structure of interest
rates, market micro-structure, and asset allocation.
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