David Schreindorfer

Assistant Professor, Department of Finance

Mail code: 3906

Campus: Tempe
‌

Long Bio

David Schreindorfer is an assistant professor in the Department of Finance at the W. P. Carey School of Business at Arizona State University. He received his doctorate in financial economics from Carnegie Mellon University, and also holds Masters degrees in Finance and Statistics from the University of Iowa. Professor Schreindorfer's research focuses on the intersection of finance and macroeconomics and has been published in leading journals, including the Journal of Political Economy and the Review of Financial Studies.

Education

Ph.D. Financial Economics, Carnegie Mellon University 2014
M.S. Financial Economics, Carnegie Mellon University 2010
M.S. Statistics, University of Iowa 2008
M.B.A. University of Iowa 2006
Vordiplom in Business Administration, Goethe University, Frankfurt, Germany 2004

Curriculum Vitae

Research Website URL

https://www.davidschreindorfer.com

Research Interests

Asset pricing (macro-finance, derivatives, empirical asset pricing)
Macroeconomics (business cycles, firm investment)
Computational methods

Publications

"Macroeconomic Tail Risks and Asset Prices", Review of Financial Studies 33, 2020, 3541–3582
"Dissecting the Equity Premium", Journal of Political Economy, forthcoming
“Persistent Crises and Levered Asset Prices,” with Lars-Alexander Kuehn and Florian Schulz, Review of Financial Studies, forthcoming

Research Activity

"Volatility and the Pricing Kernel", with Tobias Sichert
“Misallocation Cycles,” with Cedric Ehouarne and Lars-Alexander Kuehn
“Tails, Fears, and Equilibrium Option Prices”

Courses

2024 Spring

Course Number	Course Title
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt

2023 Spring

Course Number	Course Title
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt
FIN 791	Seminar

2022 Spring

Course Number	Course Title
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt

2021 Spring

Course Number	Course Title
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt

2020 Spring

Course Number	Course Title
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt

2019 Spring

Course Number	Course Title
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt
FIN 421	Security Analys Portfolio Mgmt

Honors / Awards

William Larimer Mellon Fellowship, Carnegie Mellon University, 2008-2011

Editorships

Referee

Econometrica
Journal of Finance
Review of Financial Studies
Journal of Financial Economics
Journal of Financial and Quantitative Analysis
and others

Professional Associations

American Economic Association
American Finance Association
Econometric Society
European
Finance Association
Macro Finance Society (invited member)
Society for Financial Studies
Western Finance Association

Service

Program Committee, ASU Sonoran Winter Finance Conference (2015-)
Program Committee, European Finance Association Annual Meetings (2015, 2016)
Program Committee, Midwest Finance Association Annual Meetings (2023)
Co-Organizer: Arizona Junior Finance Conference (2016-)
W. P. Carey Finance Department Undergraduate Programs Committee (2014-)
W. P. Carey Finance Department Seminar Coordinator (2015-2016)

Expertise Areas

Asset Pricing

Computational Modeling

Macroeconomics

Portfolio Management