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
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Top 27,424

in Total Papers Downloads

2,207

SSRN CITATIONS
Rank 29,573

SSRN RANKINGS

Top 29,573

in Total Papers Citations

25

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 IMD Lausanne
Downloads 962 (29,287)
Citation 7

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, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD Lausanne and Tilburg University - Tilburg University School of Economics and Management
Downloads 381 (96,180)
Citation 7

Abstract:

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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, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD Lausanne and Tilburg University - Tilburg University School of Economics and Management
Downloads 319 (117,234)
Citation 20

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, Karl Schmedders and Ole Wilms
NHH Norwegian School of Economics, IMD Lausanne and Tilburg University - Tilburg University School of Economics and Management
Downloads 180 (204,969)

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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
Zurcher Kantonalbank, NHH Norwegian School of Economics and IMD Lausanne
Downloads 140 (252,914)

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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 IMD Lausanne
Downloads 116 (291,072)

Abstract:

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

7.

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, IMD Lausanne and Tilburg University - Tilburg University School of Economics and Management
Downloads 69 (401,852)

Abstract:

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

8.

An Example of Overly Revealing Rational Expectations

Number of pages: 4 Posted: 11 Oct 2012
Walt Pohl
NHH Norwegian School of Economics
Downloads 40 (512,446)

Abstract:

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general equilibrium, rational expectations, asymmetric information