Walt Pohl

University of Zurich

Postdoctorate

Moussonstrasse 15

Zürich, 8044

Switzerland

NHH Norwegian School of Economics

Helleveien 30

N-5045 Bergen

Norway

  • University of Zurich

  • NHH Norwegian School of Economics

SCHOLARLY PAPERS

9

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54

CROSSREF CITATIONS

5

Scholarly Papers (9)

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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 1,055 (36,860)
Citation 10

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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 591 (79,965)
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 410 (124,394)
Citation 37

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

4.

Asset Pricing with Disagreement about Climate Risks

Number of pages: 49 Posted: 08 Jun 2023 Last Revised: 19 Jul 2023
Thomas Lontzek, Walt Pohl, Walt Pohl, Karl Schmedders, Marco Thalhammer and Ole Wilms
RWTH-Aachen University, NHH Norwegian School of EconomicsUniversity of Zurich, IMD Lausanne, RWTH Aachen University and University of Hamburg
Downloads 289 (182,516)
Citation 1

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

5.

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 216 (242,048)
Citation 2

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

6.

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 203 (256,347)

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currencies, long-term interest rates, uncovered interest parity

7.

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, Walt Pohl, Karl Schmedders and Ole Wilms
NHH Norwegian School of EconomicsUniversity of Zurich, IMD Lausanne and University of Hamburg
Downloads 201 (258,599)
Citation 1

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

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, Walt Pohl and Karl Schmedders
Allianz Global Investors Europe, NHH Norwegian School of EconomicsUniversity of Zurich and IMD Lausanne
Downloads 142 (348,096)

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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 and Walt Pohl
NHH Norwegian School of EconomicsUniversity of Zurich
Downloads 56 (625,799)

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general equilibrium, rational expectations, asymmetric information