Judith C. Schneider

University of Muenster - Finance Center Muenster

Universitatsstr. 14-16

Muenster, 48143

Germany

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 24,094

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Top 24,094

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1,968

SSRN CITATIONS
Rank 34,625

SSRN RANKINGS

Top 34,625

in Total Papers Citations

7

CROSSREF CITATIONS

10

Scholarly Papers (13)

1.

Structured Life Insurance Products: A Survey

Number of pages: 19 Posted: 12 Sep 2012
Judith C. Schneider
University of Muenster - Finance Center Muenster
Downloads 317 (95,744)
Citation 3

Abstract:

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variable annuities, ratchet, reset, surrender, risk management

2.

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
University of Muenster - Finance Center Muenster and Tilburg School of Economics and Management
Downloads 275 (111,676)

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

3.

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 University of Muenster - Finance Center Muenster
Downloads 257 (119,810)

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Demand-Based Option Pricing, Idiosyncratic Volatility, Investor Attention

4.

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, University of Muenster - Finance Center Muenster and Tilburg School of Economics and Management
Downloads 235 (131,271)
Citation 1

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

5.

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 University of Muenster - Finance Center Muenster
Downloads 164 (182,847)
Citation 2

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

6.

Dynamics of risk aversion: Stock Market Developments and Emotions

Number of pages: 56 Posted: 16 Feb 2017 Last Revised: 27 Oct 2018
Henning Cordes, Sven Nolte and Judith C. Schneider
University of Muenster - Finance Center, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 158 (188,782)
Citation 1

Abstract:

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Countercyclical risk aversion, stability of preferences, emotions.

7.

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
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 129 (222,633)
Citation 2

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

8.

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 University of Muenster - Finance Center Muenster
Downloads 127 (225,221)
Citation 2

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

9.

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
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 105 (258,623)
Citation 3

Abstract:

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

10.

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 Muenster - Finance Center Muenster, Mercator School of Management and University of Muenster - Finance Center Muenster
Downloads 102 (263,859)

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

11.

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 Muenster - Finance Center Muenster, Mercator School of Management and University of Muenster - Finance Center Muenster
Downloads 42 (420,346)

Abstract:

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Certificates, Barrier Option, Price Bounds

12.

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
University of Duisburg-Essen, University of Muenster - Finance Center Muenster and Tilburg School of Economics and Management
Downloads 40 (428,003)

Abstract:

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F-Divergences, Model Risk, Robustness

13.

The Information Content of ITM-Options for Risk-Neutral Skewness and Informed Trading

Number of pages: 51 Posted: 22 Aug 2019
Hannes Mohrschladt and Judith C. Schneider
University of Muenster - Finance Center and University of Muenster - Finance Center Muenster
Downloads 17 (544,231)

Abstract:

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