Judith C. Schneider

Prof. Dr.

Contact

Prof. Dr. Judith C. Schneider

  1. 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

  2. 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

  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. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

Previous 1 2 Next

Recently viewed

Publications

  1. The magnitude of correlation between deadlift 1RM and jumping performance is sports dependent
  2. Drivers of above-ground understorey biomass and nutrient stocks in temperate deciduous forests
  3. Industrial Application Study and Development of a Control Strategy for an Ice Clamping Device
  4. Coping with distance learning during COVID-19 and its impact on students' emotional experiences
  5. Prediction of the tool change point in a polishing process using a modular software framework
  6. Sozial-ökologische Transformation braucht Kritik an den gesellschaftlichen Naturverhältnissen
  7. Bottom-up effects of plant diversity on multitrophic interactions in a biodiversity experiment
  8. Farmers' perceptions of climate change and adaptation strategies in South Africa's Western Cape
  9. Die Geschlechterperspektive in der Naturgestaltung – Was bringt sie für das Handlungsfeld Wald?
  10. Ein anatytisches Verfahren zur Auswertung von monotonen Gleichungen mit unsicheren Parametern
  11. Repositioning Destinations between Mass Market Requirements and High Quality Offers in Germany
  12. Erratum to: Stress, burnout, and job dissatisfaction in mental health workers (vol 266, pg 381, 2016)
  13. Learner pragmatics at the discourse level: Staying “on topic” in a telecollaborative eTandem task
  14. Lukewarm or Hot? Comparing Investor Tie Formation of Entrepreneurs in Silicon Valley and Berlin
  15. Covid-19 lockdown and the behavior change on physical exercise, pain and psychological well-being
  16. Nachhaltige Förderung der Gesundheit von Berufsschullehrkräften durch Organisationsentwicklung
  17. Influence of Long-Lasting Static Stretching on Maximal Strength, Muscle Thickness and Flexibility
  18. Prädiktoren des Kompetenzzuwachses im Bereich Deutsch als Zweitsprache bei Lehramtsstudierenden
  19. Gesund im Beruf-Center für betriebliches Gesundheitsmanagement als Chance für die Arbeitsmedizin.
  20. Limited knowledge flow among stakeholders of critically endangered renosterveld in South Africa
  21. Dealing with availability and response expectations: Are older employees at an advantage and why?
  22. Finanzierung von Bürgerbeteiligung für Erneuerbare Energien als Aufgabe für kommunale Sparkassen
  23. Online-Trainings zur Stressbewältigung - eine neue Chance zur Gesundheitsförderung im Lehrerberuf?
  24. Analyis of a Potential Single and Combined Business Model for Stationary Battery Storage Systems
  25. Parental Smoking in the Vicinity of Children and Tobacco Control Policies in the European Region
  26. Combined pharmacotherapy and psychotherapy in the treatment of mild to moderate major depression?
  27. Ant seed predation, pesticide applications and farmers income from tropical multi-cropping gardens
  28. Challenges and solutions to establishing and sustaining citizen science projects in South Africa
  29. Changes in the Complexity of Limb Movements during the First Year of Life across Different Tasks
  30. Inductance Estimation Using an EKF for the Robust Control of PMSMs in the Presence of Saturation
  31. The age of the hominin fossils from Jebel Irhoud, Morocco, and the origins of the Middle Stone Age
  32. Application of Adaptive Element-Free Galerkin Method to Simulate Friction Stir Welding of Aluminum