Παρακολούθηση
Paul Schneider
Paul Schneider
Professor of Quantitative Methods, University of Lugano
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα usi.ch - Αρχική σελίδα
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Παρατίθεται από
Παρατίθεται από
Έτος
The skew risk premium in the equity index market
R Kozhan, A Neuberger, P Schneider
The Review of Financial Studies 26 (9), 2174-2203, 2013
2652013
Low‐risk anomalies?
P Schneider, C Wagner, J Zechner
The Journal of Finance 75 (5), 2673-2718, 2020
1872020
Properties of foreign exchange risk premiums
L Sarno, P Schneider, C Wagner
Journal of Financial Economics 105 (2), 279-310, 2012
1732012
Density approximations for multivariate affine jump-diffusion processes
D Filipović, E Mayerhofer, P Schneider
Journal of Econometrics 176 (2), 93-111, 2013
1522013
The economic role of jumps and recovery rates in the market for corporate default risk
P Schneider, L Sögner, T Veža
Journal of Financial and Quantitative Analysis 45 (6), 1517-1547, 2010
922010
The economic value of predicting bond risk premia
L Sarno, P Schneider, C Wagner
Journal of Empirical Finance 37, 247-267, 2016
862016
Fear trading
P Schneider, F Trojani
Swiss Finance Institute Research Paper, 2015
542015
Divergence and the Price of Uncertainty
P Schneider, F Trojani
Journal of Financial Econometrics 17 (3), 341-396, 2019
482019
(Almost) model‐free recovery
P Schneider, F Trojani
The Journal of Finance 74 (1), 323-370, 2019
442019
Generalized risk premia
P Schneider
Journal of Financial Economics 116 (3), 487-504, 2015
412015
Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions
O Stramer, M Bognar, P Schneider
Journal of Financial Econometrics 8 (4), 450-480, 2010
382010
An anatomy of the market return
P Schneider
Journal of Financial Economics 132 (2), 325-350, 2019
322019
Pricing options with Green's functions when volatility, interest rate and barriers depend on time
G Dorfleitner, P Schneider, K Hawlitschek, A Buch
Quantitative finance 8 (2), 119-133, 2008
202008
The economic value of predicting bond risk premia: Can anything beat the expectations hypothesis
L Sarno, P Schneider, C Wagner
Cass Business School and Centre for Economic Policy Research (CEPR) Working …, 2014
162014
Empirical asset pricing with nonlinear risk premia
A Mijatović, P Schneider
Journal of Financial Econometrics 12 (3), 479-506, 2014
112014
Flexing the default barrier
G Dorfleitner, P Schneider, T Veža
Quantitative Finance 11 (12), 1729-1743, 2011
112011
Globally optimal parameter estimates for nonlinear diffusions
A Mijatović, P Schneider
42010
An Anatomy of the Equity Premium
P Schneider
Swiss Finance Institute, 2016
3*2016
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