Anurag Gupta | Weatherhead School at Case Western Reserve University
Anurag Gupta - Professor, Banking and Finance

Faculty – Anurag Gupta

Faculty Director, MSM-FIN, Shanghai
Professor, Banking and Finance

axg77@case.edu
216.368.2938
Peter B. Lewis Building 361
Office Hours: By Appointment Only

Anurag Gupta, PhD, is Professor of banking and finance. His primary research interests include risk management, banking, financial regulation, risk strategy, credit modeling and technology financing. His research work has been published in top finance journals such as the Journal of Financial Economics, Journal of Finance and the Journal of Monetary Economics. He has presented his research at numerous top institutions and conferences all over the world and is currently working on a large and prestigious research grant from the US Department of Energy for improving access to financing for energy start-up companies.

Dr. Gupta teaches corporate risk management, quantitative risk modeling, derivatives, banking, valuation and corporate finance at the Weatherhead School of Management. He is the Director of the Master of Finance program in Shanghai, China since 2011 - the first master degree in finance offered by a world-class U.S. university in mainland China. In prior years he has served as Department Chair, Banking and Finance, Associate Dean (Global Initiatives), Senior Associate Dean (Graduate Programs), and most recently as Vice Dean for WSOM.

In 2015, Dr. Gupta received the Theodore M. Alfred Distinguished Service Faculty Award, which recognizes the outstanding service contributions of a faculty member to Weatherhead, Case Western Reserve University, and the recipient’s profession.

Dr. Gupta received his PhD from the Stern School of Business, New York University, MBA from the Indian Institute of Management-Calcutta, and BS from the Indian Institute of Technology Delhi. He began his faculty appointment at Case Western Reserve University in 1999.

PhD, New York University, Stern School of Business, 1999
MBA, IIM Calcutta, 1992
BS, IIT Delhi, 1990

Initially Appointed: 1999

Interests and Courses

Research

Financing Technology Startups
Derivatives
Quantitative Risk Modeling
Corporate Risk Strategy
Credit Risk
Banking
Financial Regulation
Securitization and Syndicated Loans
Energy Finance
Private Equity

Teaching

Corporate Risk Management
Quantitative Risk Modeling
Derivatives
Banking & Regulation
Valuation
Corporate Finance
Private Equity

Recent Courses and Syllabi

Course evaluation ratings (login required)

Selected Publications

  • Deuskar, P., Gupta, A., Subrahmanyam, M. G. (2011).
    Liquidity Effect in OTC Option Markets: Premium or Discount?   (vol. 14, pp. 127-160). Journal of Financial Markets.
  • Berndt, A., Gupta, A. (2010). In Robert Kolb (Ed.),
    The Pitfalls of Originate-to-Distribute in Bank Lending   John Wiley & Sons.
  • Berndt, A., Gupta, A., , . (2009).
    Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit   (vol. 56, issue 5, pp. 725-743). Journal of Monetary Economics.
  • Deuskar, P., Gupta, A., Subrahmanyam, M. G. (2008).
    The Economic Determinants of Interest Rate Option Smiles   (vol. 32, issue 5, pp. 714-728). Journal of Banking and Finance.
  • Gupta, A., Singh, A., Zebedee, A. (2008).
    Liquidity in the Pricing of Syndicated Loans   (vol. 11, 2008, pp. 339-376). Journal of Financial Markets.

Presentations

  • Gupta, A. (Presenter & Author)  Innovative Pathways Workshop, "Designing new financial structures to attract private capital to early stage hard technology companies in renewable energy", US DOE - ARPA-E, Denver. (2019).
  • Gupta, A.  ARPA-E Workshop, "Enhancing Capital Flow into Early Stage Energy Technologies", US Department of Energy, Denver, Colorado. (2017).
  • Gupta, A. (Presenter & Author)  Alumni Panel Discussion, "The Pitfalls of Managing Risk at the Corporate Level", Weatherhead School of Management, Cleveland, OH. (2010).
  • Gupta, A. (Presenter Only)  Federal Reserve Conference on Countercyclical Capital, "Paper Discussion", Cleveland Federal Reserve Bank, Cleveland, OH. (2010).
  • Gupta, A. (Presenter & Author)  Tongji University, "The Pitfalls of Managing Risk at the Corporate Level", Tongji University, Shanghai, China. (2010).
  • Gupta, A. (Presenter & Author)  Tongji University GARP Chapter Launch, "Global Risk Issues and Talent Needs in a Post Crisis World", Weatherhead / Tongji University, Shanghai, China. (2010).
  • Gupta, A. (Presenter & Author)  16th Mitsui Finance Symposium, "Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit", University of Michigan, Ann Arbor. (2009).
  • Gupta, A. (Presenter & Author)  Fifth Annual Melbourne Derivatives Research Group Conference, "Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit", University of Melbourne, Melbourne, Australia. (2009).
  • Gupta, A. (Presenter & Author)  The Future of the Originate-to-Distribute Model of Bank Credit, "OTD Model of Bank Credit: Benefits and Pitfalls", IFMR, India, Mumbai, India. (2009).
  • Gupta, A. (Presenter & Author)  University of Massachusetts, Amherst, "Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit", University of Massachusetts, Amherst, Amherst, MA. (2009).
  • Gupta, A. (Presenter & Author)  The Federal Reserve Bank of Cleveland, "Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit", The Federal Reserve Bank of Cleveland, Cleveland. (2009).
  • Gupta, A. (Presenter & Author)  Carnegie-Rochester-JME Conference on Public Policy, "Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit", Carnegie Mellon University, CMU, Pittsburgh. (2008).
  • Gupta, A. (Presenter & Author)  International Conference on Price, Liquidity and Credit Risks, "Liquidity Effect in OTC Option Markets: Premium or Discount?", University of Konstanz, Konstanz, Germany. (2008).

Academic and Professional Activities

  • Administrative Role, Vice Dean, 2018 - 2020
  • Administrative Position, Senior Associate Dean for Graduate Programs, 2017 - 2018
  • Associate Dean, Associate Dean, Global Initiatives, 2013 - 2017
  • Committee Member, International Affairs Advisory Council, 2013 - 2022
  • Director, Director, MSM Finance Program, Shanghai, 2011 - 2022
  • Department Chair, 2011 - 2017
  • Committee Member, Appointments Committee, 2011 - 2015
  • Director, Director, International Finance Programs, 2010 - 2013
  • Committee Member, Weatherhead Mentoring Committee, 2010 - 2011
  • Committee Member, Institutions Developing Excellence in Academic Leadership (IDEAL), 2010 - 2011
  • Committee Member, MSM Finance (Cleveland) Committee, 2007 - 2018
  • Committee Member, Weatherhead Faculty Council, 2004 - 2006
  • Regional Co-Director, Global Association of Risk Professionals, 2003 - 2012

Awards

  • Theodore M. Alfred Distinguished Service Award, Weatherhead School of Management. (2015).