Walt Pohl

NHH Norwegian School of Economics

Helleveien 30

N-5045 Bergen

Norway

University of Zurich

Postdoctorate

Moussonstrasse 15

Zürich, 8044

Switzerland

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 25,843

SSRN RANKINGS

Top 25,843

in Total Papers Downloads

1,819

SSRN CITATIONS
Rank 42,600

SSRN RANKINGS

Top 42,600

in Total Papers Citations

7

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
Zurcher Kantonalbank, NHH Norwegian School of Economics and University of Zurich
Downloads 929 (24,306)
Citation 3

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

2.

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 271 (113,369)
Citation 7

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

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, University of Zurich and Tilburg School of Economics and Management
Downloads 168 (179,231)

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

4.

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 149 (198,231)
Citation 3

Abstract:

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

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
Zurcher Kantonalbank, NHH Norwegian School of Economics and University of Zurich
Downloads 128 (223,958)

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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
Allianz Global Investors Europe, NHH Norwegian School of Economics and University of Zurich
Downloads 110 (250,392)

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

7.

An Example of Overly Revealing Rational Expectations

Number of pages: 4 Posted: 11 Oct 2012
Walt Pohl
NHH Norwegian School of Economics
Downloads 35 (448,837)

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general equilibrium, rational expectations, asymmetric information

8.

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 29 (476,416)

Abstract:

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