Cordes, H., Decke, P., Nolte, S., Schneider, J.C. (2024): Effects of price path shapes and decision frames on emotions and investment decisions: Experimental evidence,  Journal of Behavioral Finance More info

Schwab, B., Schneider, J.C. (2024): Advancing Loss Reserving: A Hybrid Neural Network Approach for Individual Claim Development Prediction,  Journal of Risk and Insurance (forthcoming) More info

Bose, D., Cordes, H., Nolte, S., Schneider, J.C., Camerer, C.F. (2022): Decision Weights for Experimental Asset Prices Based on Visual Salience,  The 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 emotions,  Journal of Banking & Finance p. 106711 More info

Mohrschladt, H., Schneider, J.C. (2021): Option-implied skewness: Insights from ITM-options,  Journal of Economic Dynamics and Control, 131 More info

Mohrschladt, H., Schneider, J.C. (2021): Idiosyncratic volatility, option-based measures of informed trading, and investor attention,  Review of Derivatives Research 24(1)

Thomas Kruse, Judith C. Schneider, Nikolaus Schweizer (2021): A toolkit for robust risk assessment using F-divergences,  Management 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 sets,  Operations Research, 67(2), 428-435 More info

Sven Nolte, Judith C. Schneider (2018): How price path characteristics shape investment behavior,  Journal 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 surrender,  Journal of Banking and Finance, 79, 12-27 More info

Mahayni, A., Schneider, J.C. (2016): Minimum return guarantees, investment caps, and investment flexibility,  Review of Derivatives Research, 19, 85-111, 2016 More info

Schneider, J. C., Schweizer, N. (2015): Robust Measurement of Heavy-Tailed Risks: Theory and Implementation,  Journal 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 Risks,  Journal 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 certificates,  Review of Managerial Science, 5, 309-336 More info

Branger, N., Mahayni, A., Schneider, J.C. (2010): On the Optimal Design of Insurance Contracts with Guarantees,  Insurance: Mathematics and Economics, 4, 485-492 More info