Judith C. Schneider
Prof. Dr.
Contact
Prof. Dr. Judith C. Schneider
- Management studies
Research areas
- 2021
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 contributions › Journal articles › Research › peer-review
- 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 contributions › Journal articles › Research › peer-review
- 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 contributions › Journal articles › Research › peer-review
- 2019
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 contributions › Journal articles › Research › peer-review
- 2018
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 contributions › Journal articles › Research › peer-review
- 2017
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 contributions › Journal articles › Research › peer-review
- 2016
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 contributions › Journal articles › Research › peer-review
- 2015
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 contributions › Journal articles › Research › peer-review
- 2014
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 contributions › Journal articles › Research › peer-review
- 2012
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 contributions › Journal articles › Research › peer-review
- 2011
Pricing and upper price bounds of relax certificates
Branger, N., Mahayni, A. & Schneider, J. C., 01.11.2011, In: Review of Managerial Science. 5, 4, p. 309-336 28 p.Research output: Journal contributions › Journal articles › Research › peer-review
- 2010
On the optimal design of insurance contracts with guarantees
Branger, N., Mahayni, A. & Schneider, J. C., 01.06.2010, In: Insurance: Mathematics and Economics. 46, 3, p. 485-492 8 p.Research output: Journal contributions › Journal articles › Research › peer-review