Judith C. Schneider

Leibniz Universität Hannover - Faculty of Economics and Management

Königsworther Platz 1

Hannover, 30167

Germany

SCHOLARLY PAPERS

22

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4,524

SSRN CITATIONS
Rank 23,387

SSRN RANKINGS

Top 23,387

in Total Papers Citations

44

CROSSREF CITATIONS

11

Scholarly Papers (22)

1.

Positivity and Nature: How Images Increase Investment

Number of pages: 44 Posted: 03 Nov 2021 Last Revised: 01 Dec 2021
Koen van Boxel, Philipp Decke, Sven Nolte and Judith C. Schneider
Institute for Risk and Insurance, Leibniz University Hannover, Institute for Risk and Insurance, Leibniz University Hannover, Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 696 (71,750)

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Sustainability Images, Risk Taking, Emotional Arousal, Valence, Experimental Finance

2.

Decision Weights for Experimental Asset Prices Based on Visual Salience

Number of pages: 114 Posted: 19 Aug 2020
California Institute of Technology, University of Muenster - Finance Center, Radboud University, Leibniz Universität Hannover - Faculty of Economics and Management and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads 494 (110,148)
Citation 15

Abstract:

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Decision Weights, Eye-Tracking, Machine-Learning Algorithm, Visual Salience

3.

Structured Life Insurance Products: A Survey

Number of pages: 19 Posted: 12 Sep 2012
Judith C. Schneider
Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 410 (137,072)
Citation 3

Abstract:

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variable annuities, ratchet, reset, surrender, risk management

4.

The Idiosyncratic Volatility Puzzle and its Interplay with Sophisticated and Private Investors

Number of pages: 50 Posted: 28 Feb 2018 Last Revised: 27 Jul 2018
Hannes Mohrschladt and Judith C. Schneider
University of Muenster - Finance Center and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 334 (173,117)

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Demand-Based Option Pricing, Idiosyncratic Volatility, Investor Attention

5.

Robust Measurement of (Heavy-Tailed) Risks: Theory and Implementation

Number of pages: 37 Posted: 14 Oct 2013 Last Revised: 23 Mar 2015
Judith C. Schneider and Nikolaus Schweizer
Leibniz Universität Hannover - Faculty of Economics and Management and Tilburg School of Economics and Management
Downloads 321 (179,443)
Citation 3

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Robustness, Model Risk, Worst-Case Risk, Risk Management, Kullback-Leibler Divergence, Divergence Estimation, Sequential Monte Carlo

6.

The Visual Shape Score: On its Predictability in the Lab, the Aggregated Stock Market, and the Cross-Section of Stock Returns

Number of pages: 34 Posted: 24 Sep 2021
Henning Cordes, Hannes Mohrschladt, Sven Nolte and Judith C. Schneider
University of Muenster - Finance Center, University of Muenster - Finance Center, Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 298 (194,120)

Abstract:

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Price paths, return expectations, cross-section of stocks

7.

Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk

Number of pages: 36 Posted: 21 Dec 2012 Last Revised: 30 Dec 2013
Stefan Ankirchner, Judith C. Schneider and Nikolaus Schweizer
University of Bonn, Leibniz Universität Hannover - Faculty of Economics and Management and Tilburg School of Economics and Management
Downloads 290 (199,673)
Citation 4

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Basis risk, least-squares Monte Carlo, liquidity risk, margin calls, model risk, periodic premia, variable annuities

8.

How Price Path Characteristics Shape Investment Behavior

Number of pages: 37 Posted: 13 Dec 2016 Last Revised: 22 Sep 2017
Sven Nolte and Judith C. Schneider
Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 246 (235,554)
Citation 7

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experiment, price paths, behavioral investment choice, reference point, attribute framing, loss aversion

9.

Variable Annuities and the Option to Seek Risk - Why Should You Diversify?

Number of pages: 45 Posted: 05 Jul 2010 Last Revised: 24 Apr 2012
Antje Brigitte Mahayni and Judith C. Schneider
Mercator School of Management and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 200 (286,358)
Citation 3

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Guaranteed accumulation benefits, fair contracts, feasible contracts, background risk diversification, utility losses

10.

Dynamics of Stock Market Developments, Financial Behavior, and Emotions

Number of pages: 29 Posted: 13 Jun 2021
Henning Cordes, Sven Nolte and Judith C. Schneider
University of Muenster - Finance Center, Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 193 (295,704)
Citation 2

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11.

Don't Lapse into Temptation: A Behavioral Explanation for Policy Surrender

Number of pages: 36 Posted: 26 Jan 2015 Last Revised: 10 Mar 2017
Sven Nolte and Judith C. Schneider
Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 186 (305,713)
Citation 6

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Life Insurance; Behavioral Insurance; Emergency Fund Hypothesis; Financial Literacy; Financial Advice; Heuristic Decision Making

12.

Minimum Return Guarantees, Investment Caps, and Investment Flexibility

Number of pages: 31 Posted: 18 Dec 2012 Last Revised: 21 Aug 2015
Antje Brigitte Mahayni and Judith C. Schneider
Mercator School of Management and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 161 (346,945)

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Minimum Return Guarantees, Investment Caps, Investment Flexibility, Pareto efficient Contract Design

13.

On the Optimal Design of Insurance Contracts with Guarantees

Insurance: Mathematics and Economics, Vol. 4, 2010
Number of pages: 25 Posted: 01 Jul 2010 Last Revised: 04 Jul 2010
Nicole Branger, Antje Brigitte Mahayni and Judith C. Schneider
University of Münster - Finance Center Muenster, Mercator School of Management and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 147 (374,079)

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Interest Rate Guarantee, Optimal Portfolio Choice, Utility Loss, Guarantee Scheme, CPPI

14.

A Toolkit for Robust Risk Assessment Using F-Divergences

Number of pages: 46 Posted: 24 Oct 2020
Thomas Kruse, Judith C. Schneider and Nikolaus Schweizer
Justus Liebig University Giessen, Leibniz Universität Hannover - Faculty of Economics and Management and Tilburg University
Downloads 105 (483,037)

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F-Divergence, Model Risk, Risk Management, Robustness

15.

The Joint Impact of F-Divergences and Reference Models on the Contents of Uncertainty Sets

Number of pages: 20 Posted: 02 Aug 2018
Thomas Kruse, Judith C. Schneider and Nikolaus Schweizer
Justus Liebig University Giessen, Leibniz Universität Hannover - Faculty of Economics and Management and Tilburg School of Economics and Management
Downloads 93 (523,933)
Citation 1

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F-Divergences, Model Risk, Robustness

Timing and Skewness of Information Revelation: Evidence on Information Structures and Compound Lotteries

Number of pages: 40 Posted: 19 Oct 2022
Enrico Diecidue, Thomas Langer, Sven Nolte and Judith C. Schneider
INSEAD – Decision Sciences, University of Muenster - Finance Center, Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 66 (649,490)

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Intrinsic Preferences, Gradual Information Revelation, Skewness, Information Structures, Compound Lotteries

Timing and Skewness of Information Revelation: Evidence on Information Structures and Compound Lotteries

Number of pages: 40 Posted: 25 Oct 2022
Enrico Diecidue, Thomas Langer, Sven Nolte and Judith C. Schneider
INSEAD – Decision Sciences, University of Muenster - Finance Center, Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 15 (1,060,041)

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Intrinsic Preferences, Gradual Information Revelation, Skewness, Information Structures, Compound Lotteries

17.

Framing, Investments, and the Valence of Concave Shapes

Number of pages: 19 Posted: 06 Mar 2023 Last Revised: 15 Mar 2024
Henning Cordes, Philipp Decke, Sven Nolte and Judith C. Schneider
University of Muenster - Finance Center, Institute for Risk and Insurance, Leibniz University Hannover, Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 72 (609,786)

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Emotional Valence, Experimental Finance, Behavioral Finance, Decision-making for others, Delegated decisions

18.

Option-implied skewness: Insights from ITM-options

Number of pages: 68 Posted: 22 Aug 2019 Last Revised: 04 Mar 2024
Hannes Mohrschladt and Judith C. Schneider
University of Muenster - Finance Center and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 65 (648,919)
Citation 1

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Option-Implied Moments, Risk-Neutral Density, Demand-Based Option Pricing

19.

Pricing and Upper Price Bounds of Relax Certificates

Review of Managerial Science, Forthcoming
Number of pages: 30 Posted: 05 Jul 2010
Nicole Branger, Antje Brigitte Mahayni and Judith C. Schneider
University of Münster - Finance Center Muenster, Mercator School of Management and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 63 (654,081)

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Certificates, Barrier Option, Price Bounds

20.

Advancing Loss Reserving: A Hybrid Neural Network Approach for Individual Claim Development Prediction

Number of pages: 33 Posted: 15 Apr 2024
Brandon Schwab and Judith C. Schneider
Leibniz Universität Hannover - Institute for Risk and Insurance and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 31 (868,396)

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Loss reserving, RBNS reserves, Neural Networks, Multi-task learning, Deep Learning

21.

Anticipated and Experienced Regret in Annuity Choices: An Experimental Study

Number of pages: 54 Posted: 07 May 2024
Koen van Boxel, Abigail Hurwitz, Sven Nolte and Judith C. Schneider
Institute for Risk and Insurance, Leibniz University Hannover, Hebrew University, Jerusalem Israel, Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 28 (894,790)

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Experienced regret, Anticipated regret, Annuities

22.

The EU Taxonomy in Action: Sustainable Finance Regulation and Investor Preferences

Number of pages: 101 Posted: 17 Jun 2024
Henning Cordes, Philipp Decke and Judith C. Schneider
University of Muenster - Finance Center, Institute for Risk and Insurance, Leibniz University Hannover and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 10 (1,076,276)

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Sustainable Investing, Investor Preferences, Discrete Choice Experiment, Asset Pricing, Portfolio Choice, EU Taxonomy