Walt Pohl

NHH Norwegian School of Economics

Helleveien 30

N-5045 Bergen

Norway

  • NHH Norwegian School of Economics

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 27,765

SSRN RANKINGS

Top 27,765

in Total Papers Downloads

3,996

TOTAL CITATIONS
Rank 20,464

SSRN RANKINGS

Top 20,464

in Total Papers Citations

69

Scholarly Papers (10)

Actions:
Email selected abstracts
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 and Karl Schmedders
Zurcher Kantonalbank, NHH Norwegian School of Economics and IMD
Downloads 1,146 (41,096)
Citation 13

Abstract:

Loading...

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

2.

Asset Pricing with Disagreement about Climate Risks

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 51 Posted: 08 Jun 2023 Last Revised: 25 Nov 2024
Thomas Lontzek, Walt Pohl, Karl Schmedders, Marco Thalhammer and Ole Wilms
RWTH-Aachen University, NHH Norwegian School of Economics, IMD, RWTH Aachen University and University of Hamburg
Downloads 725 (77,100)
Citation 3

Abstract:

Loading...

Asset pricing, carbon premium, climate news, climate risk, heterogeneous beliefs, long-run risk, risk sharing

3.

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, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD and University of Hamburg
Downloads 701 (80,464)
Citation 7

Abstract:

Loading...

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

4.

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, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD and University of Hamburg
Downloads 486 (127,501)
Citation 43

Abstract:

Loading...

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

5.

Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences

Number of pages: 75 Posted: 08 Aug 2019 Last Revised: 28 Mar 2023
Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD and University of Hamburg
Downloads 230 (287,563)
Citation 2

Abstract:

Loading...

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

6.

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, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD and University of Hamburg
Downloads 229 (288,760)
Citation 1

Abstract:

Loading...

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

7.

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 and Karl Schmedders
Zurcher Kantonalbank, NHH Norwegian School of Economics and IMD
Downloads 224 (294,942)

Abstract:

Loading...

currencies, long-term interest rates, uncovered interest parity

8.

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 and Karl Schmedders
Allianz Global Investors Europe, NHH Norwegian School of Economics and IMD
Downloads 171 (378,600)

Abstract:

Loading...

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

9.

An Example of Overly Revealing Rational Expectations

Number of pages: 4 Posted: 11 Oct 2012
Walt Pohl
NHH Norwegian School of Economics
Downloads 64 (752,176)

Abstract:

Loading...

general equilibrium, rational expectations, asymmetric information

10.

Word Embeddings Capture a Simple Form of Reasoning

Number of pages: 13 Posted: 13 Jan 2025
Walt Pohl
NHH Norwegian School of Economics
Downloads 20 (1,161,324)

Abstract:

Loading...