"Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter."

Braxton, J. Carter, Kyle Herkenhoff, Jonathan Rothbaum, and Lawrence D.W. Schmidt, MIT Sloan Working Paper 6547-21. Cambridge, MA: MIT Sloan School of Management, July 2021.

"Investor Information Acquisition and Money Market Fund Risk Rebalancing during the 2011–2012 Eurozone Crisis."

Gallagher, Emily A. Lawrence D W Schmidt, Allan Timmermann, Russ Wermers. The Review of Financial Studies Vol. 33, No. 4 (2020): 1445-1483.

"Real Risk or Paper Risk: Mis-measured Factors, Granular Measurement Errors, and Empirical Asset Pricing Tests."

Byun, Sung Je and Lawrence D.W. Schmidt, MIT Sloan Working Paper 5712-19. Cambridge, MA: MIT Sloan School of Management, February 2020.

"An Empirical Test of Pricing Kernel Monotonicity."

Beare, Brendan K., and Lawrence D. W. Schmidt. Journal of Applied Econometrics Vol. 31, No. 2 (2016): 338-356. Supplement.

"On the Dimensionality of Bounds Generated by the Shapley–Folkman Theorem."

Schmidt, Lawrence D.W. Journal of Mathematical Economics Vol. 48, No. 1 (2012): 59-63.