David Schreindorfer

Arizona State University

Assistant Professor of Finance

Farmer Building 440G PO Box 872011

Tempe, AZ 85287

United States

http://www.davidschreindorfer.com

SCHOLARLY PAPERS

4

DOWNLOADS

324

SSRN CITATIONS
Rank 48,324

SSRN RANKINGS

Top 48,324

in Total Papers Citations

1

CROSSREF CITATIONS

9

Scholarly Papers (4)

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 136 (216,741)
Citation 7

Abstract:

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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 97 (276,873)
Citation 3

Abstract:

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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 61 (362,275)

Abstract:

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Stochastic volatility, portfolio choice, life-cycle investing

4.

On Sources of Risk Premia in Representative Agent Models

Number of pages: 40 Posted: 13 Sep 2019 Last Revised: 11 Dec 2019
Tyler Beason and David Schreindorfer
Arizona State University (ASU) - Finance Department and Arizona State University
Downloads 30 (478,515)
Citation 3

Abstract:

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