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David Schreindorfer

Assistant Professor
Faculty, TEMPE Campus, Mailcode 3906
Biography: 

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.

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
Research Interests: 
  • Asset pricing (macro-finance, derivatives)
  • 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, 2022
Research Activity: 
  • “Persistent Crises and Levered Asset Prices,” with Lars-Alexander Kuehn and Florian Schulz
  • "Volatility and the Pricing Kernel", with Tobias Sichert
  • “Misallocation Cycles,” with Cedric Ehouarne and Lars-Alexander Kuehn
  • “Tails, Fears, and Equilibrium Option Prices”
  • "Optimal Volatility Timing: A Life-Cycle Perspective,” with Jan Schneemeier
Spring 2022
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
Spring 2021
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
Spring 2020
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
Spring 2019
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
Spring 2018
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
Honors / Awards: 
  • William Larimer Mellon Fellowship, Carnegie Mellon University, 2008-2011
Editorships: 

Referee

  • Econometrica
  • Journal of Banking and Finance
  • Journal of Finance
  • Journal of Financial and Quantitative Analysis
  • Review of Finance
  • Review of Financial Studies
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, 2016, 2017, 2018)
  • Program Committee, European Finance Association Annual Meetings (2015, 2016)
  • 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)