Ole Wilms

Tilburg School of Economics and Management

PO Box 90153

Tilburg, 5000 LE Ti

Netherlands

  • Tilburg School of Economics and Management

SCHOLARLY PAPERS

5

DOWNLOADS

644

CITATIONS

7

Scholarly Papers (5)

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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, University of Zurich and Tilburg School of Economics and Management
Downloads 270 (112,056)
Citation 2

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

2.

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, University of Zurich and Tilburg School of Economics and Management
Downloads 168 (176,511)

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

3.

Asset Pricing with Heterogeneous Agents and Long-Run Risk

Number of pages: 67 Posted: 09 Nov 2017 Last Revised: 24 Sep 2018
Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, University of Zurich and Tilburg School of Economics and Management
Downloads 132 (215,438)
Citation 3

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

4.

Adaptive Grids for the Estimation of Dynamic Models

Number of pages: 42 Posted: 27 Aug 2015
Gregor Reich and Ole Wilms
University of Zurich - Department of Business Administration and Tilburg School of Economics and Management
Downloads 65 (340,435)

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

5.

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, University of Zurich and Tilburg School of Economics and Management
Downloads 9 (584,732)

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