Walt Pohl
Walt Pohl
Verified email at business.uzh.ch
Title
Cited by
Cited by
Year
Higher order effects in asset pricing models with long‐run risks
W Pohl, K Schmedders, O Wilms
The Journal of Finance 73 (3), 1061-1111, 2018
622018
Optimal and naive diversification in currency markets
F Ackermann, W Pohl, K Schmedders
Management Science 63 (10), 3347-3360, 2017
332017
Asset pricing with heterogeneous agents and long-run risk
W Pohl, K Schmedders, O Wilms
Journal of Financial Economics 140 (3), 941-964, 2021
112021
On the risk and return of the carry trade
F Ackermann, W Pohl, K Schmedders
University of Geneva, 2012
52012
Structured Products: Performance, Costs and Investments
D Maringer, W Pohl, P Vanini
Costs and Investments (July 17, 2016), 2016
42016
Solving Asset-Pricing Models with Recursive Preferences
W Pohl, K Schmedders, O Wilms
Working Paper, 2014
42014
Relative Existence for Recursive Utility
W Pohl, K Schmedders, O Wilms
Available at SSRN 3432469, 2019
32019
Asset prices with non-permanent shocks to consumption
W Pohl, K Schmedders, O Wilms
Journal of Economic Dynamics and Control 69, 152-178, 2016
32016
Asset Prices with Temporary Shocks to Consumption
W Pohl, K Schmedders, O Wilms
Swiss Finance Inst., 2014
22014
The perils of performance measurement in the German mutual-fund industry
P Böhme, W Pohl, K Schmedders
Swiss Finance Institute Research Paper, 2013
22013
Financial Markets and Climate Models: An Empirical Study on Corn Futures
A Miftakhova, W Pohl
Available at SSRN 3330535, 2019
12019
External habit: Anything goes
W Pohl
Economics Letters 146, 140-142, 2016
12016
Higher-order dynamics in asset-pricing models with recursive preferences
W Pohl, K Schmedders, O Wilms
Swiss Finance Institute, 2014
12014
The Price Level in Consumption-based Asset Pricing
C Dave, W Pohl
Working Paper, 2010
12010
Closing Time
J Hilario, M Meusel, W Pohl, K Schmedders
Kellogg School of Management Cases, 2017
2017
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks
O Wilms, K Schmedders, W Pohl
2016 Meeting Papers, 2016
2016
SFI White Papers
W Pohl, P Vanini, Z Kantonalbank
2015
Long-run UIP Holds even in the Short Run
F Ackermann, W Pohl, K Schmedders
Swiss Finance Institute Research Paper, 2013
2013
Pseudo-market timing: A test
W Pohl
2013
An Example of Overly Revealing Rational Expectations
W Pohl
Available at SSRN 2159810, 2012
2012
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Articles 1–20