Judith C. Schneider

Prof. Dr.

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Prof. Dr. Judith C. Schneider

  1. 2021
  2. Option-implied skewness: Insights from ITM-options

    Mohrschladt, H. & Schneider, J. C., 01.10.2021, In: Journal of Economic Dynamics and Control. 131, 104227.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  3. Published

    A toolkit for robust risk assessment using F-divergences

    Kruse, T., Schneider, J. C. & Schweizer, N., 10.2021, In: Management Science. 67, 10, p. 6529-6552 24 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  4. Published

    Idiosyncratic volatility, option-based measures of informed trading, and investor attention

    Mohrschladt, H. & Schneider, J. C., 10.2021, In: Review of Derivatives Research. 24, 3, p. 197-220 24 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  5. 2019
  6. Technical Note—The Joint Impact of F-Divergences and Reference Models on the Contents of Uncertainty Sets

    Kruse, T., Schneider, J. C. & Schweizer, N., 01.03.2019, In: Operations Research. 67, 2, p. 428-435 8 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  7. 2018
  8. How price path characteristics shape investment behavior

    Nolte, S. & Schneider, J. C., 01.10.2018, In: Journal of Economic Behavior and Organization. 154, p. 33-59 27 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  9. 2017
  10. Don't lapse into temptation: a behavioral explanation for policy surrender

    Nolte, S. & Schneider, J. C., 01.06.2017, In: Journal of Banking and Finance. 79, p. 12-27 16 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  11. 2016
  12. Minimum return guarantees, investment caps, and investment flexibility

    Mahayni, A. & Schneider, J. C., 01.07.2016, In: Review of Derivatives Research. 19, 2, p. 85-111 27 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  13. 2015
  14. Robust measurement of (heavy-tailed) risks: Theory and implementation

    Schneider, J. C. & Schweizer, N., 01.12.2015, In: Journal of Economic Dynamics and Control. 61, p. 183-203 21 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  15. 2014
  16. Cross-hedging minimum return guarantees: Basis and liquidity risks

    Ankirchner, S., Schneider, J. C. & Schweizer, N., 04.2014, In: Journal of Economic Dynamics and Control. 41, p. 93-109 17 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  17. 2012
  18. Variable annuities and the option to seek risk: Why should you diversify?

    Mahayni, A. & Schneider, J. C., 01.09.2012, In: Journal of Banking and Finance. 36, 9, p. 2417-2428 12 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

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