Publications at the FCM:
Kruse, T., Schneider, J. C., & Schweizer, N. (2020). A toolkit for robust risk assessment using F-divergences. Management Science, forthcoming.
Kruse, T., Schneider, J. C., & Schweizer, N. (2019). The joint impact of F-divergences and reference models on the contents of uncertainty sets. Operations Research, 67(2), 428-435.
Nolte, S., & Schneider, J. C. (2018). How price path characteristics shape investment behavior. Journal of Economic Behavior & Organization, 154, 33-59.
Nolte, S., & Schneider, J. C. (2017). Don’t lapse into temptation: A behavioral explanation for policy surrender. Journal of Banking & Finance, 79, 12-27.
Mahayni, A., & Schneider, J. C. (2016). Minimum return guarantees, investment caps, and investment flexibility. Review of Derivatives Research, 19(2), 85-111.
Schneider, J. C., & Schweizer, N. (2015). Robust measurement of (heavy-tailed) risks: Theory and implementation. Journal of Economic Dynamics and Control, 61, 183-203.
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.
Mahayni, A., & Schneider, J. C. (2012). Variable annuities and the option to seek risk: Why should you diversify?. Journal of Banking & Finance, 36(9), 2417-2428.

Following positions:
Leuphana Universität in Lüneburg, Professorin für Betriebswirtschaftslehre, insbes. Corporate Finance
Leibniz Universität Hannover, Institute for Risk and Insurance, Professor of Business Management

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