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Paul Schneider is Professor of Quantitative Methods at the Università della Svizzera italiana. Professor Schneider is a regular speaker at leading academic conferences on finance and his papers have been published in top finance journals.

Expertise

Professor Schneider investigates how uncertainty about the market affects trading strategies. In related work, he is studying how to represent complex economic markets with a small number of scenarios with the least possible information loss, and how to assess the probability of events conditional on certain key market variables.

Expertise Fields

  • Financial Markets
    • Financial Crises
    • Financial Forecasting
    • Information and Market Efficiency
  • Portfolio Management and Asset Classes
    • Asset Pricing
    • Behavioral Finance and Neurofinance
    • Commodities
    • Equities
    • Fixed Income
    • Foreign Exchange
    • Options and Other Derivatives
    • Portfolio Management
  • Frontier Topics
    • Big Data and Fintech
    • Operations Research and Decision Theory
    • Sustainable Finance

Current Publications:

N°24-60: Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels

Optimal Investment and Equilibrium Pricing Under Ambiguity

N°24-50: Adaptive Joint Distribution Learning

N°24-42: Fundamental Properties of Linear Factor Models

Nº 21-78: Optimal Investment and Equilibrium Pricing under Ambiguity

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