Publications

  • Bose, D., Cordes, H., Nolte, S., Schneider, J.C., Camerer, C.F. (2022): Decision Weights for Experimental Asset Prices Based on Visual SalienceThe Review of Financial Studies, 35 (11), 5094–5126 More info
  • Cordes, H., Nolte, S., Schneider, J.C. (2022): Dynamics of stock market developments, financial behavior, and emotionsJournal of Banking & Finance p. 106711 More info
  • Mohrschladt, H., Schneider, J.C. (2021): Option-implied skewness: Insights from ITM-optionsJournal of Economic Dynamics and Control, 131 More info
  • Mohrschladt, H., Schneider, J.C. (2021): Idiosyncratic volatility, option-based measures of informed trading, and investor attentionReview of Derivatives Research 24(1)
  • Thomas Kruse, Judith C. Schneider, Nikolaus Schweizer (2021): A toolkit for robust risk assessment using F-divergencesManagement Science, 67(10), 6529-6552 More info
  • Thomas Kruse, Judith C. Schneider, Nikolaus Schweizer (2019): Technical Note-The joint impact of F-divergences and reference models on the contents of uncertainty setsOperations Research, 67(2), 428-435 More info
  • Sven Nolte, Judith C. Schneider (2018): How price path characteristics shape investment behaviorJournal of Economic Behavior and Organization, 154, 33-59 More info
  • Sven Nolte, Judith C. Schneider (2017): Don’t lapse into temptation: A behavioral explanation for policy surrenderJournal of Banking and Finance, 79, 12-27 More info
  • Mahayni, A., Schneider, J.C. (2016): Minimum return guarantees, investment caps, and investment flexibilityReview of Derivatives Research, 19, 85-111, 2016 More info
  • Schneider, J. C., Schweizer, N. (2015): Robust Measurement of Heavy-Tailed Risks: Theory and ImplementationJournal of Economic Dynamics and Control, 61, 183-203 More info
  • Ankirchner, S., Schneider, J. C., Schweizer, N. (2014): Cross-Hedging Minimum Return Guarantees: Basis and Liquidity RisksJournal of Economic Dynamics and Control, 41, 93-109 More info
  • Mahayni, A., Schneider, J. C. (2012): Variable annuities and the option to seek risk: Why should you diversify?Journal of Banking and Finance, 36, 2417-2428 More info
  • Branger, N., Mahayni, A., Schneider, J. C. (2011): Pricing and upper price bounds of relax certificatesReview of Managerial Science, 5, 309-336 More info
  • Branger, N., Mahayni, A., Schneider, J.C. (2010): On the Optimal Design of Insurance Contracts with GuaranteesInsurance: Mathematics and Economics, 4, 485-492 More info