David Schreindorfer

Assistant Professor
Faculty
TEMPE Campus
Mailcode
3906
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 Activity

  • "Macroeconomic Tail Risks and Asset Prices"
  • “Credit and Option Risk Premia,” with Lars-Alexander Kuehn and Florian Schulz
  • “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

Courses

Spring 2018
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
Spring 2017
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
Spring 2016
Course NumberCourse Title
FIN 421Security Analys Portfolio Mgmt
Spring 2015
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

<ul> <li class="textbox">American Economic Association</li> <li class="textbox">American Finance Association</li> <li class="textbox">Econometric Society</li> <li class="textbox">European</li> <li class="textbox">Finance Association</li> <li class="textbox">Macro Finance Society (invited member)</li> <li class="textbox">Society for Financial Studies</li> <li class="textbox">Western Finance Association</li> </ul>

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)