Macroeconomic tail risks and asset prices D Schreindorfer The Review of Financial Studies 33 (8), 3541-3582, 2020 | 61* | 2020 |
Dissecting the Equity Premium T Beason, D Schreindorfer Available at SSRN 3452743, 2021 | 27* | 2021 |
Misallocation cycles C Ehouarne, LA Kuehn, D Schreindorfer Tech. rep., Working Paper, 2016 | 8* | 2016 |
Volatility and the pricing kernel D Schreindorfer, T Sichert Swedish House of Finance Research Paper, 2023 | 7 | 2023 |
Persistent Crises and Levered Asset Prices LA Kuehn, D Schreindorfer, F Schulz The Review of Financial Studies 36 (6), 2571-2616, 2023 | 7* | 2023 |
By Force of Habit and Cyclical Leverage D Schreindorfer By Force of Habit and Cyclical Leverage: Schreindorfer, David, 2023 | 1 | 2023 |
Volatility Dynamics, Return Predictability, and Leverage in the Campbell-Cochrane Model D Schreindorfer Return Predictability, and Leverage in the Campbell-Cochrane Model (August 5 …, 2023 | | 2023 |
Optimal Volatility Timing: A Life-Cycle Perspective J Schneemeier, D Schreindorfer Available at SSRN 2358130, 2013 | | 2013 |
Volatility Estimation with High-frequency Data: A Comparison of Realized Variance Estimators D Schreindorfer University of Iowa, 2008 | | 2008 |
Nonparametric Volatility Estimation: A realized variance implementation in R and VBA D Schreindorfer, J Bawazer | | |