Paul Schneider
Associate Professor
Finance
University of Lugano
Switzerland
Biography
Paul Schneider is Associate Professor of Finance at the Università della Svizzera italiana and has held an SFI Junior Chair since 2015. He obtained his PhD in Finance from the Vienna University of Economics and Business. Prof. Schneider is a regular speaker at leading academic conferences in finance and his papers have been published in top finance journals.
Research Interest
In recent research, Prof. Schneider and his coauthors study information conveyed in asset prices regarding market expectations. Prof. Schneider also investigates the decomposition of portfolio returns relative to different risk attitudes. Without even using a model he identifies downside risk aversion as the main driver of these returns.
Publications
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Generalized Risk Premia, P. Schneider, Journal of Financial Economics, Vol. 116 (3), pp 487-504, 2015.
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N°15-60: Divergence and the Price of Uncertainty, P. Schneider and F. Trojani, 2015.
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N°15-61: An Anatomy of the Equity Premium, P. Schneider, 2015.
