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David Schröder

Teaching

PhD in Finance

  • I currently accept new PhD students in Finance, preferably full-time students with an interest in one of my areas of research. Candidates are invited to send me a research proposal and a CV before officially applying to the MPhil/PhD programme in Economics and Finance.

Research Interests

  • Empirical Finance: Empirical Asset Pricing, Implied Cost of Capital, Equity Duration, Hedge Funds, Firm Profitability
  • Decision Theory: Choice, Learning, and Decision Making under Ambiguity

Working Papers

Articles

Book Chapters

  • Hedge Fund Reporting (2012), in: Research Handbook on Hedge Funds, Private Equity and Alternative Investments, Edward Elgar Publishing (joint work with Felix Goltz).

Data Library

  • Equity duration for U.S. firms (1992-2010), in CSV format
    equity_duration.zip (data version: March 2013)
    For the estimation method, please refer to section 2 of the paper A new measure of equity duration - The duration-based explanation of the value premium revisited above. .

Contact details

Phone: +44 (0) 20 7631 6408
Email: d.schroeder@bbk.ac.uk
Room: 733
Office Hours: Monday, 5-6pm or email for appointment