Daniel Harenberg

ETH Zurich Department of Management, Technology, and Economics [email protected] Z¨urichbergstrasse 18 Office phone: +41 44 632 9711 8092 Z¨urich, Switzerland http://sites.google.com/site/danharenberghome/

Current Positions and Affiliations Since 09/2012 Post-Doctoral Researcher, Chair of Integrative Risk Management and Economics, ETH Zurich Since 10/2015 Junior Fellow at the Research Center “Sustainable Architecture for Finance in Europe” (SAFE), Goethe University Frankfurt

Education 10/2004 – 06/2012 Ph.D. in Economics (Dr. rer. pol., with distinction), University of Mannheim, Center for Doctoral Studies in Economics Dissertation Committee: Tom Krebs (chair), Felix Kubler 09/2006 – 08/2008 Visiting scholar, University of Pennsylvania 11/2002 – 10/2004 Ph.D. student, Chair for Asset Management, European Business School, and studies of economics, University of Mannheim 09/1998 – 11/2002 Diplom (master equivalent) with distinction, Business Administration, European Business School, Oestrich-Winkel 02/2001 – 06/2001 Visiting student, Business Administration, Libero Istituto Universi- tario Cattaneo, Castellanza, Italy 07/2000 – 12/2000 Visiting student, Business Administration, University of Queensland, Brisbane, Australia

Previous Employment 09/2008 – 08/2012 Research assistant for Prof. Tom Krebs, University of Mannheim 11/2002 – 09/2003 Research assistant for Prof. Lutz Johanning, European Business School, Oestrich-Winkel 07/2001 – 09/2001 Summer analyst internship at Deutsche Bank, Investment and Corpo- rate Banking, Global Equities Division, London

Research Fields Macroeconomics, Computational Economics, Financial Economics, Economic Demography

Peer-Reviewed Publications “Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk”(with A. Ludwig), International Tax and Public Finance, 22(4), 579–603, August 2015

Other Publications “Web Service Providing – Pricing Strategies for Application Service Providers”(with Susanne Strahringer), in: Krivulin, N. (ed.), New Models of Business: Managerial Aspects and Enabling Technologies, Proceedings of the 2nd International Workshop, St. Petersburg, 2002: 8-21. Daniel Harenberg

Working Papers “Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security”(with A. Ludwig, submitted) “Asset Pricing in OLG Economies With Borrowing Constraints and Idiosyncratic Income Risk” “The Effect of Information Events on Trading Volume”(in German)

Work In Progress “Uncertainty Quantification in Economics”(with V. Winschel) “Life-Cycle Asset Allocation with Recursive Preferences”(with A. Bommier and F. LeGrand) “Is Social Security Beneficial When the Correlation of Wages and Returns is Low?”(with A. Ludwig and J. Maus) “Saving Policies When Consumers Can Default on Their Unsecured Loans ” “Asset Prices and Social Security with Stochastic Demographic Change”

Teaching Experience spring 2014–15 Computational Economics, PhD, ETH Zurich fall 2012 Managerial Economics, undergraduate, ETH Zurich spring 2009–12 Macroeconomics A, undergraduate, Uni Mannheim fall 2005 Advanced Macroeconomics (TA), PhD, Uni Mannheim spring 2003 Introduction to Financial Theory (TA), MBA, European Business School

Conference Presentations 2015 11th World Congress of the Econometric Society, Montreal SSES Annual Meeting, Basel 2014 SED Annual Meeting, Toronto IIPF Annual Congress, Lugano 4th SEEK Conference, Mannheim Conference of the German Economists Abroad, Kiel 2013 Quantitative Society for Pensions and Saving Workshop, Utah State University Netspar International Pension Workshop, Amsterdam 2012 3rd Joint French Macro Workshop, Banque de France, Paris Financial Market Imperfections and Macroeconomic Performance, Mannheim Spring Meeting of Young Economists, ZEW Mannheim Frankfurt-Mannheim Macro Workshop, Mannheim (discussant) 2011 XXXVI Symposium of the Spanish Economic Association SAEe, Malaga XVI Workshop on Dynamic Macroeconomics, Vigo Cologne Workshop on Macroeconomics, Cologne Jahrestagung des Vereins f¨urSocialpolitik, Frankfurt International Conference on Operations Research, Zurich 2008 5. Weihnachtstreffen deutscher Okonomen¨ im Ausland, Bonn

Invited Seminars University of Konstanz (June 2014), University of Zurich (Oct 2013, Nov 2013), ETH Zurich (Nov 2013), Karlsruhe Institue of Technology (July 2013), Bank of Spain (Jan 2012), Univer- sit´eCatholique de Louvain (Jan 2012), ETH Zurich (Dec 2011), Copenhagen Business School (Nov 2011), Toulouse School of Economics (Oct 2011), University of Mannheim (Sept 2011), University of Cologne (Sept 2010) Daniel Harenberg

Professional Activities Refereeing The Review of Economic Studies, Journal of Economic Dynamics and Control, Journal of Economic Theory, International Tax and Public Finance, Journal of Pension Economics and Finance Other Service Graduate student representative (Uni Mannheim, 2009-2011), Hiring committee student member (Uni Mannheim, 2004), Assistant organi- zation Global Finance Conference (Frankfurt, 2003)

Honors, Awards, Fellowships 09/2006 – 08/2008 Dissertation grant of the German National Science Foundation (DFG) 10/2004 – 09/2005 Dissertation grant of the German National Science Foundation (DFG) fall 2002 Research Excellence Award: Best Diploma Thesis, EBS

Language and Software Skills Languages German (native), English (fluent), Italian (fluent), French (intermediate) Software Fortran 2003, Matlab, Stata, Mathematica, OpenMP, Linux, Shell

November 24, 2015