Nikolaus Schweizer

Tilburg School of Economics and Management

PO Box 90153

Tilburg, 5000 LE Ti

Netherlands

SCHOLARLY PAPERS

16

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2,670

SSRN CITATIONS
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Top 27,583

in Total Papers Citations

34

CROSSREF CITATIONS

8

Scholarly Papers (16)

1.

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 318 (178,072)
Citation 3

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

2.

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 287 (198,358)
Citation 4

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

3.
Downloads 283 (200,495)
Citation 3

Information Nudges and Self Control

Number of pages: 40 Posted: 01 May 2018
Thomas Mariotti, Nikolaus Schweizer and Nora Szech
University of Toulouse I, Tilburg School of Economics and Management and Karlsruhe Institute of Technology
Downloads 175 (316,670)
Citation 1

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Information Design, Information Nudge, Present-Biased Preferences, Self Control

Information Nudges and Self-Control

CESifo Working Paper No. 7346
Number of pages: 64 Posted: 21 Feb 2019
University of Toulouse I, Tilburg School of Economics and Management, Karlsruhe Institute of Technology and Free University of Berlin (FUB)University of Bonn - Department of Economics
Downloads 108 (467,071)
Citation 3

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information design, information nudges, present-biased preferences, self-control

Institutions, Shared Guilt, and Moral Transgression

CESifo Working Paper Series No. 5525
Number of pages: 50 Posted: 19 Oct 2015
Dominik Rothenhäusler, Nikolaus Schweizer and Nora Szech
University of Bonn, Tilburg School of Economics and Management and Karlsruhe Institute of Technology
Downloads 143 (375,816)

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moral decision making, division of labor, shared guilt, diffusion of responsibility, institutions and morals, committee decisions, moral transgression

Institutions, Shared Guilt, and Moral Transgression

Number of pages: 37 Posted: 05 Jul 2013
Dominik Rothenhäusler, Nikolaus Schweizer and Nora Szech
University of Bonn, Tilburg School of Economics and Management and Karlsruhe Institute of Technology
Downloads 131 (403,095)

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Moral Decision Making, Shared Guilt, Group Absolution, Di ffused Responsibility, Institutional Design, Committee Decisions, Moral Transgression

5.

Estimating Residual Hedging Risk with Least-Squares Monte Carlo

Number of pages: 30 Posted: 30 Oct 2012 Last Revised: 06 Mar 2013
Stefan Ankirchner, Christian Pigorsch and Nikolaus Schweizer
University of Bonn, Ludwig Maximilian University of Munich (LMU) - Department of Statistics and Tilburg School of Economics and Management
Downloads 255 (223,399)
Citation 3

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basis risk, cross-hedging, hedging error, incomplete markets, least-squares Monte Carlo

6.

Time-Consistency of Optimal Investment under Smooth Ambiguity

Number of pages: 35 Posted: 22 Sep 2017 Last Revised: 28 Feb 2019
Anne Balter, Antje Brigitte Mahayni and Nikolaus Schweizer
Tilburg University, Mercator School of Management and Tilburg School of Economics and Management
Downloads 198 (283,920)
Citation 1

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Optimal Investment, Smooth Ambiguity, Ambiguity Aversion, Time-Consistency, Pre-Commitment

7.

The Quantitative View of Myerson Regularity

CESifo Working Paper Series No. 5712
Number of pages: 36 Posted: 23 Feb 2016
Nikolaus Schweizer and Nora Szech
Tilburg School of Economics and Management and Karlsruhe Institute of Technology
Downloads 172 (321,731)

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λ-regularity, Myerson regularity, monotone hazard rate, auctions, mechanism design, approximation

8.

Robust Decisions for Heterogeneous Agents via Certainty Equivalents

Number of pages: 35 Posted: 08 Jul 2021
Anne Balter and Nikolaus Schweizer
Tilburg University and Tilburg School of Economics and Management
Downloads 132 (399,608)
Citation 3

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9.

Solving Maxmin Optimization Problems via Population Games

Number of pages: 39 Posted: 15 Nov 2022 Last Revised: 21 Feb 2024
Anne Balter, Johannes M. Schumacher and Nikolaus Schweizer
Tilburg University, University of Amsterdam - Department of Quantitative Economics (KE) and Tilburg School of Economics and Management
Downloads 120 (429,503)

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Maxmin, multicriteria optimization, collective decision, population games, Nash equilibrium.

10.

Limited Attention and Dynamically Distorted Beliefs

Number of pages: 50 Posted: 09 Aug 2022
Nikolaus Schweizer and Martijn de Vries
Tilburg School of Economics and Management and Vrije Universiteit Amsterdam
Downloads 108 (464,354)

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Limited Attention, Inattentive Learning, Distorted Beliefs, Prospect Theory

11.

Precautionary Saving and Insurance Under Generalized Mean-Variance Preferences

Number of pages: 31 Posted: 30 Mar 2017
University of Münster - Finance Center Muenster, Mercator School of Management, Tilburg School of Economics and Management and University of Duisburg-Essen - Mercator School of Management
Downloads 102 (483,651)

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Precautionary saving, insurance, mean variance preferences

12.

Comparative Risk Aversion vs. Threshold Choice in the Omega Ratio

Number of pages: 44 Posted: 06 Jan 2023 Last Revised: 07 Sep 2023
Anne Balter, Ki Wai Chau and Nikolaus Schweizer
Tilburg University, University of Groningen - Faculty of Economics and Business and Tilburg School of Economics and Management
Downloads 95 (506,993)

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Omega Ratio, Risk Preferences, Decision Criteria

13.

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 (513,985)
Citation 1

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F-Divergences, Model Risk, Robustness

14.

Optimal Revelation of Life-Changing Information

CESifo Working Paper Series No. 5941
Number of pages: 39 Posted: 07 Jul 2016
Nikolaus Schweizer and Nora Szech
Tilburg School of Economics and Management and Karlsruhe Institute of Technology
Downloads 89 (528,334)
Citation 4

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test design, revelation of information, design of beliefs, medical tests, anticipatory utility, Huntington’s Disease

15.

Revenues and Welfare in Auctions with Information Release

CESifo Working Paper Series No. 5501
Number of pages: 37 Posted: 06 Oct 2015
Nikolaus Schweizer and Nora Szech
Tilburg School of Economics and Management and Karlsruhe Institute of Technology
Downloads 84 (547,401)
Citation 1

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auctions, information release, information partitions, order statistics, stochastic orders, dispersion, dispersive order, excess wealth order

16.

Dynamic Stability of Nash Equilibria in Tester Games

Number of pages: 30 Posted: 15 Nov 2022 Last Revised: 27 Mar 2023
Anne Balter, Johannes M. Schumacher and Nikolaus Schweizer
Tilburg University, University of Amsterdam - Department of Quantitative Economics (KE) and Tilburg School of Economics and Management
Downloads 60 (657,601)

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Maxmin optimization, population games, collective decision, Nash equilibrium, local stability