Gallagher, Emily A. Lawrence D W Schmidt, Allan Timmermann, Russ Wermers. The Review of Financial Studies Vol. 33, No. 4 (2020): 1445-1483.
Byun, Sung Je and Lawrence D.W. Schmidt, MIT Sloan Working Paper 5712-19. Cambridge, MA: MIT Sloan School of Management, February 2020.
Beare, Brendan K., and Lawrence D. W. Schmidt. Journal of Applied Econometrics Vol. 31, No. 2 (2016): 338-356. Supplement.
Schmidt, Lawrence D.W. Journal of Mathematical Economics Vol. 48, No. 1 (2012): 59-63.