David Schreindorfer

Arizona State University

Assistant Professor of Finance

Farmer Building 440G PO Box 872011

Tempe, AZ 85287

United States

http://www.davidschreindorfer.com

  • Arizona State University

SCHOLARLY PAPERS

4

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379

SSRN CITATIONS
Rank 47,382

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Top 47,382

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1

CROSSREF CITATIONS

10

Scholarly Papers (4)

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1.

Tails, Fears, and Equilibrium Option Prices

Number of pages: 60 Posted: 22 Nov 2013 Last Revised: 24 Jul 2014
David Schreindorfer
Arizona State University
Downloads 139 (218,881)
Citation 7

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Generalized Disappointment Aversion, Equity Index Options, Varience Swaps, Return Predictability

2.

Macroeconomic Tail Risks and Asset Prices

The Review of Financial Studies, Forthcoming
Number of pages: 57 Posted: 27 Feb 2018 Last Revised: 25 Sep 2019
David Schreindorfer
Arizona State University
Downloads 127 (234,902)
Citation 4

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macroeconomic tail risk, equity index options, equity premium puzzle, generalized disappointment aversion, risk aversion

3.

Optimal Volatility Timing: A Life-Cycle Perspective

Number of pages: 25 Posted: 22 Nov 2013 Last Revised: 01 Jul 2017
Jan Schneemeier and David Schreindorfer
Indiana University - Kelley School of Business - Department of Finance and Arizona State University
Downloads 62 (368,637)

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Stochastic volatility, portfolio choice, life-cycle investing

4.

On Sources of Risk Premia in Representative Agent Models

Number of pages: 41 Posted: 13 Sep 2019 Last Revised: 02 Jan 2020
Tyler Beason and David Schreindorfer
Arizona State University (ASU) - Finance Department and Arizona State University
Downloads 51 (404,119)
Citation 3

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tail risk, equity premium decomposition, model diagnostic, Arrow-Debreu securities, equity index options