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David Schreindorfer

Finance Faculty
Department: Finance
Office:
Eppley Center
667 N Shaw Ln Rm E303
East Lansing, MI 48824
Phone: (517) 353-1745
Areas of Expertise
  • Biography
    David Schreindorfer is an Assistant Professor of Finance at the Broad College of Business at Michigan State University. Prior to this, he served in a similar role at Arizona State University. He received his MBA and MS in Statistics from the University of Iowa and his PhD in Finance from Carnegie Mellon University. His research focuses on asset pricing, including macro finance, derivatives, and computational methods, and has been published in leading economics and finance journals, including the Journal of Political Economy and the Review of Financial Studies.
  • Education
    PhD Finance 2014, Carnegie Mellon University
    MS Statistics 2008, University of Iowa
    MBA Finance 2006, University of Iowa
  • Publications
    Article
    David Schreindorfer, Macroeconomic Tail Risks and Asset Prices, The Review of Financial Studies, Volume 33, Issue 8, August 2020, Pages 3541–3582, https://doi.org/10.1093/rfs/hhz105
    Article
    Tyler Beason and David Schreindorfer, Dissecting the Equity Premium, Journal of Political Economy, Volume 130, Issue 8, August 2022, Pages 2203--2222, https://www.journals.uchicago.edu/doi/epdf/10.1086/720396
    Article
    Lars-Alexander Kuehn, David Schreindorfer, Florian Schulz, Persistent Crises and Levered Asset Prices, The Review of Financial Studies, Volume 36, Issue 6, June 2023, Pages 2571–2616, https://doi.org/10.1093/rfs/hhac081
  • Courses
    • 10494 FI852: Financial Derivatives I
    • 10472 FI478: Investment Strategies and Speculative Markets
    • 10473 FI478: Investment Strategies and Speculative Markets
  • Awards
    • SIX Best Paper Award 2023
      For the best paper presented at the annual meeting of the Swiss Society for Financial Management Research, "Volatility and the Pricing Kernel"
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