Ole Wilms

Tilburg University - Tilburg University School of Economics and Management

PO Box 90153

Tilburg, 5000 LE Ti

Netherlands

  • Tilburg University - Tilburg University School of Economics and Management

SCHOLARLY PAPERS

6

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898

SSRN CITATIONS
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14

CROSSREF CITATIONS

5

Scholarly Papers (6)

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1.

Higher-Order Effects in Asset-Pricing Models with Long-Run Risks

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 20 Dec 2014 Last Revised: 19 May 2017
Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD Lausanne and Tilburg University - Tilburg University School of Economics and Management
Downloads 293 (112,764)
Citation 15

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Asset pricing, discretization, log-linearization, nonlinear dynamics, projection methods

2.

Asset Pricing with Heterogeneous Agents and Long-Run Risk

Number of pages: 76 Posted: 09 Nov 2017 Last Revised: 12 May 2020
Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD Lausanne and Tilburg University - Tilburg University School of Economics and Management
Downloads 230 (144,510)
Citation 5

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belief differences, asset pricing, long-run risk, recursive preferences, heterogeneous agents

3.

Asset Prices with Non-Permanent Shocks to Consumption

Swiss Finance Institute Research Paper No. 14-41
Number of pages: 44 Posted: 15 Jun 2014 Last Revised: 07 Dec 2018
Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD Lausanne and Tilburg University - Tilburg University School of Economics and Management
Downloads 175 (186,005)

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Asset prices, equity premium, unit root, non-permanent shocks.

4.

Behavioral in the Short-run and Rational in the Long-run? Evidence from S&P 500 Options

Number of pages: 53 Posted: 17 Oct 2019
Joost Driessen, Joren Koëter and Ole Wilms
Tilburg University - Tilburg University School of Economics and Management, Department of Finance; Tilburg University - Center for Economic Research (CentER) and Tilburg University - Tilburg University School of Economics and Management
Downloads 84 (320,336)

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asset pricing, pricing kernel, stochastic discount factor, pricing kernel puzzle, options

5.

Adaptive Grids for the Estimation of Dynamic Models

Number of pages: 42 Posted: 27 Aug 2015
Gregor Reich and Ole Wilms
Norwegian School of Economics (NHH) - Department of Strategy and Management and Tilburg University - Tilburg University School of Economics and Management
Downloads 69 (358,546)

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Dynamic discrete choice models, Adaptive Grids, Balanced Errors, Equioscillation

6.

Relative Existence for Recursive Utility

Number of pages: 60 Posted: 08 Aug 2019
Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD Lausanne and Tilburg University - Tilburg University School of Economics and Management
Downloads 47 (430,108)

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Asset pricing, long-run risk, recursive utility, relative existence