Paul Schneider

1.4k total citations
48 papers, 719 citations indexed

About

Paul Schneider is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Paul Schneider has authored 48 papers receiving a total of 719 indexed citations (citations by other indexed papers that have themselves been cited), including 43 papers in Finance, 13 papers in Economics and Econometrics and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Paul Schneider's work include Stochastic processes and financial applications (31 papers), Financial Markets and Investment Strategies (21 papers) and Financial Risk and Volatility Modeling (17 papers). Paul Schneider is often cited by papers focused on Stochastic processes and financial applications (31 papers), Financial Markets and Investment Strategies (21 papers) and Financial Risk and Volatility Modeling (17 papers). Paul Schneider collaborates with scholars based in Switzerland, Austria and United Kingdom. Paul Schneider's co-authors include Roman Kozhan, Anthony Neuberger, Christian Wagner, Fabio Trojani, Eberhard Mayerhofer, Josef Zechner, Leopold Sögner, Lucio Sarno, Clive Gaunt and Gregor Dorfleitner and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Paul Schneider

45 papers receiving 687 citations

Peers

Paul Schneider
Suzanne S. Lee United States
Tie Su United States
Nina Boyarchenko United States
Jean‐Guy Simonato Canada
Chayawat Ornthanalai Canada
H. Gifford Fong United States
Serge Darolles France
Jialin Yu United States
Luitgard Anna Maria Veraart United Kingdom
Bruno Feunou Canada
Suzanne S. Lee United States
Paul Schneider
Citations per year, relative to Paul Schneider Paul Schneider (= 1×) peers Suzanne S. Lee

Countries citing papers authored by Paul Schneider

Since Specialization
Citations

This map shows the geographic impact of Paul Schneider's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Paul Schneider with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Paul Schneider more than expected).

Fields of papers citing papers by Paul Schneider

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Paul Schneider. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Paul Schneider. The network helps show where Paul Schneider may publish in the future.

Co-authorship network of co-authors of Paul Schneider

This figure shows the co-authorship network connecting the top 25 collaborators of Paul Schneider. A scholar is included among the top collaborators of Paul Schneider based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Paul Schneider. Paul Schneider is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Schneider, Paul, et al.. (2024). Fast empirical scenarios. 12. 100099–100099. 1 indexed citations
2.
Schneider, Paul, et al.. (2024). Dispersion of Beliefs Bounds: Sentimental Recovery. Management Science. 70(12). 8284–8300. 1 indexed citations
3.
Schneider, Paul, et al.. (2019). On the Nature of Jump Risk Premia. RePEc: Research Papers in Economics. 1 indexed citations
4.
Schneider, Paul & Fabio Trojani. (2018). Divergence and the Price of Uncertainty*. Journal of Financial Econometrics. 17(3). 341–396. 20 indexed citations
5.
Mayerhofer, Eberhard & Paul Schneider. (2016). Density Approximations for Multivariate Affine Jump-Diffusion Processes. 57 indexed citations
6.
Schneider, Paul, et al.. (2015). Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework. WU Research. 1 indexed citations
7.
Schneider, Paul. (2015). Generalized risk premia. Journal of Financial Economics. 116(3). 487–504. 29 indexed citations
8.
Schneider, Paul & Fabio Trojani. (2015). (Almost) Model-Free Recovery. SSRN Electronic Journal. 8 indexed citations
9.
Schneider, Paul, Christian Wagner, & Josef Zechner. (2015). Low Risk Anomalies?. SSRN Electronic Journal. 14 indexed citations
10.
Kozhan, Roman, Anthony Neuberger, & Paul Schneider. (2013). The Skew Risk Premium in the Equity Index Market. Review of Financial Studies. 26(9). 2174–2203. 144 indexed citations
11.
Schneider, Paul. (2012). Fear Trading. SSRN Electronic Journal. 2 indexed citations
12.
Kozhan, Roman, Anthony Neuberger, & Paul Schneider. (2011). The Skew Risk Premium in Index Option Prices. SSRN Electronic Journal. 22 indexed citations
13.
Schneider, Paul, et al.. (2010). The Economic Role of Jumps and Recovery Rates \nin the Market for Corporate Default Risk. ePubWU Institutional Repository (Vienna University of Economics and Business). 46 indexed citations
14.
Dorfleitner, Gregor, et al.. (2008). Pricing options with Green's functions when volatility, interest rate and barriers depend on time. Quantitative Finance. 8(2). 119–133. 16 indexed citations
15.
Trolle, Anders B., Peter Feldhütter, & Paul Schneider. (2008). Jumps in Interest Rates and Pricing of Jump Risk - Evidence from the Eurodollar Market. SSRN Electronic Journal. 2 indexed citations
16.
Schneider, Paul, et al.. (2007). Jumps and Recovery Rates Inferred from Corporate CDS Premia. 5 indexed citations
17.
Schneider, Paul, et al.. (2007). Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework. Multinational Finance Journal. 11(3/4). 157–178. 2 indexed citations
18.
Schneider, Paul, et al.. (2006). The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market. SSRN Electronic Journal. 1 indexed citations
19.
Schneider, Paul, et al.. (2005). Modelling International Bond Markets with Affine Term Structure Models. SSRN Electronic Journal. 9 indexed citations
20.
Schneider, Paul, et al.. (2005). Bayesian versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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