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Paul Schneider

Not to be confused with: Paul Peter Schneider

Personal Details

First Name:Paul
Middle Name:
Last Name:Schneider
RePEc Short-ID:psc156


Finance Group
Warwick Business School
University of Warwick

Coventry, United Kingdom
RePEc:edi:afwbsuk (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Paul Schneider, 2018. "Does it Pay to Be an Optimist?," Swiss Finance Institute Research Paper Series 18-02, Swiss Finance Institute, revised Feb 2018.
  2. Schneider, Paul & Wagner, Christian & Zechner, Josef, 2016. "Low risk anomalies?," CFS Working Paper Series 550, Center for Financial Studies (CFS).
  3. Paul Schneider, 2015. "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series 15-61, Swiss Finance Institute.
  4. Paul Schneider & Fabio Trojani, 2015. "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series 15-60, Swiss Finance Institute.
  5. Paul SCHNEIDER, 2014. "Generalized Risk Premia," Swiss Finance Institute Research Paper Series 14-29, Swiss Finance Institute.
  6. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  7. Damir Filipovi'c & Eberhard Mayerhofer & Paul Schneider, 2011. "Density Approximations for Multivariate Affine Jump-Diffusion Processes," Papers 1104.5326,, revised Oct 2011.
  8. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
  9. Aleksandar Mijatovic & Paul Schneider, 2009. "Empirical asset pricing with nonlinear risk premia," Papers 0911.0928,
  10. Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, University Library of Munich, Germany.


  1. Schneider, Paul, 2019. "An anatomy of the market return," Journal of Financial Economics, Elsevier, vol. 132(2), pages 325-350.
  2. Paul Schneider & Fabio Trojani, 2019. "(Almost) Model‐Free Recovery," Journal of Finance, American Finance Association, vol. 74(1), pages 323-370, February.
  3. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016. "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 247-267.
  4. Schneider, Paul, 2015. "Generalized risk premia," Journal of Financial Economics, Elsevier, vol. 116(3), pages 487-504.
  5. Aleksandar Mijatović & Paul Schneider, 2014. "Empirical Asset Pricing with Nonlinear Risk Premia," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(3), pages 479-506.
  6. Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul, 2013. "Density approximations for multivariate affine jump-diffusion processes," Journal of Econometrics, Elsevier, vol. 176(2), pages 93-111.
  7. Roman Kozhan & Anthony Neuberger & Paul Schneider, 2013. "The Skew Risk Premium in the Equity Index Market," Review of Financial Studies, Society for Financial Studies, vol. 26(9), pages 2174-2203.
  8. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
  9. Gregor Dorfleitner & Paul Schneider & Tanja Veža, 2011. "Flexing the default barrier," Quantitative Finance, Taylor & Francis Journals, vol. 11(12), pages 1729-1743.
  10. Manfred Frühwirth & Paul Schneider & Leopold Sögner, 2010. "The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market," European Financial Management, European Financial Management Association, vol. 16(4), pages 658-685, September.
  11. Osnat Stramer & Matthew Bognar & Paul Schneider, 2010. "Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(4), pages 450-480, Fall.
  12. Schneider, Paul & Sögner, Leopold & Veža, Tanja, 2010. "The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1517-1547, December.
  13. Gregor Dorfleitner & Paul Schneider & Kurt Hawlitschek & Arne Buch, 2008. "Pricing options with Green's functions when volatility, interest rate and barriers depend on time," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 119-133.
  14. Manfred Fruhwirth & Paul Schneider & Markus S. Schwaiger, 2007. "Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 157-178, September.

More information

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This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models & Prospect Theory (5) 2010-03-28 2011-08-09 2012-04-17 2016-07-30 2016-07-30. Author is listed
  2. NEP-FMK: Financial Markets (4) 2005-11-09 2016-07-30 2016-07-30 2016-11-06
  3. NEP-IFN: International Finance (4) 2005-11-09 2010-03-28 2011-08-09 2012-04-17
  4. NEP-RMG: Risk Management (4) 2011-05-07 2016-07-30 2016-07-30 2016-11-06
  5. NEP-MAC: Macroeconomics (3) 2005-11-09 2010-03-28 2011-08-09
  6. NEP-MON: Monetary Economics (2) 2011-08-09 2012-04-17
  7. NEP-OPM: Open Economy Macroeconomics (2) 2010-03-28 2011-08-09
  8. NEP-ORE: Operations Research (2) 2016-07-30 2016-07-30
  9. NEP-CBA: Central Banking (1) 2011-08-09


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