Walt Pohl

University of Zurich

Postdoctorate

Moussonstrasse 15

Zürich, 8044

Switzerland

NHH Norwegian School of Economics

Helleveien 30

N-5045 Bergen

Norway

SCHOLARLY PAPERS

8

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2,456

SSRN CITATIONS
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Top 27,826

in Total Papers Citations

27

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

Optimal and Naive Diversification in Currency Markets

Swiss Finance Institute Research Paper No. 12-36
Number of pages: 36 Posted: 11 Dec 2012 Last Revised: 04 Feb 2016
Fabian Ackermann, Walt Pohl, Walt Pohl and Karl Schmedders
Zurcher Kantonalbank, NHH Norwegian School of EconomicsUniversity of Zurich and IMD Lausanne
Downloads 997 (32,772)
Citation 8

Abstract:

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Carry trade, currency, mean-variance analysis, portfolio optimization.

2.

Asset Pricing with Heterogeneous Agents and Long-Run Risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 09 Nov 2017 Last Revised: 05 Nov 2020
Walt Pohl, Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of EconomicsUniversity of Zurich, IMD Lausanne and University of Hamburg
Downloads 487 (83,969)
Citation 7

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

3.

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

Journal of Finance, 73(3), 1061-1111, 2018.
Number of pages: 60 Posted: 20 Dec 2014 Last Revised: 05 Nov 2020
Walt Pohl, Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of EconomicsUniversity of Zurich, IMD Lausanne and University of Hamburg
Downloads 341 (126,407)
Citation 21

Abstract:

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

4.

Asset Prices with Non-Permanent Shocks to Consumption

Journal of Economic Dynamics and Control, Vol. 69, 2016
Number of pages: 44 Posted: 15 Jun 2014 Last Revised: 05 Nov 2020
Walt Pohl, Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of EconomicsUniversity of Zurich, IMD Lausanne and University of Hamburg
Downloads 190 (224,484)

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

5.

Long-Run UIP Holds Even in the Short Run

Swiss Finance Institute Research Paper No. 13-31
Number of pages: 27 Posted: 30 May 2013 Last Revised: 01 Jul 2013
Fabian Ackermann, Walt Pohl, Walt Pohl and Karl Schmedders
Zurcher Kantonalbank, NHH Norwegian School of EconomicsUniversity of Zurich and IMD Lausanne
Downloads 163 (255,827)

Abstract:

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currencies, long-term interest rates, uncovered interest parity

6.

The Perils of Performance Measurement in the German Mutual-Fund Industry

Swiss Finance Institute Research Paper No. 13-30
Number of pages: 42 Posted: 27 May 2013
Philip Böhme, Walt Pohl, Walt Pohl and Karl Schmedders
Allianz Global Investors Europe, NHH Norwegian School of EconomicsUniversity of Zurich and IMD Lausanne
Downloads 125 (315,162)

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CAPM regression, Dimson correction, mutual funds, net asset values, performance measurement

7.

Existence Conditions for Asset Pricing Models with Recursive Utility

Number of pages: 54 Posted: 08 Aug 2019 Last Revised: 15 Feb 2022
Walt Pohl, Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of EconomicsUniversity of Zurich, IMD Lausanne and University of Hamburg
Downloads 108 (349,339)

Abstract:

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

8.

An Example of Overly Revealing Rational Expectations

Number of pages: 4 Posted: 11 Oct 2012
Walt Pohl and Walt Pohl
NHH Norwegian School of EconomicsUniversity of Zurich
Downloads 45 (555,699)

Abstract:

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general equilibrium, rational expectations, asymmetric information