Details about Walt Pohl

Access statistics for papers by Walt Pohl.

Last updated 2020-10-03. Update your information in the RePEc Author Service.

Short-id: ppo622

Working Papers

2016

1. Higher-Order Effects in Asset-Pricing Models with Long-Run Risks
   2016 Meeting Papers, Society for Economic Dynamics View citations (5)
   See also Journal Article Higher Order Effects in Asset Pricing Models with Long‐Run Risks, Journal of Finance, American Finance Association (2018) View citations (59) (2018)

2015

2. Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)

2014

3. Asset Prices with Temporary Shocks to Consumption
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2013

4. Long-Run UIP Holds Even in the Short Run
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
5. The Perils of Performance Measurement in the German Mutual-Fund Industry
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2012

6. Optimal and Naive Diversification in Currency Markets
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)
   See also Journal Article Optimal and Naive Diversification in Currency Markets, Management Science, INFORMS (2017) View citations (13) (2017)

Journal Articles

2018

1. Higher Order Effects in Asset Pricing Models with Long‐Run Risks
   Journal of Finance, 2018, 73, (3), 1061-1111 View citations (59)
   See also Working Paper Higher-Order Effects in Asset-Pricing Models with Long-Run Risks, 2016 Meeting Papers (2016) View citations (5) (2016)

2017

2. Optimal and Naive Diversification in Currency Markets
   Management Science, 2017, 63, (10), 3347-3360 View citations (13)
   See also Working Paper Optimal and Naive Diversification in Currency Markets, Swiss Finance Institute Research Paper Series (2012) View citations (4) (2012)

2016

3. Asset prices with non-permanent shocks to consumption
   Journal of Economic Dynamics and Control, 2016, 69, (C), 152-178
4. External habit: Anything goes
   Economics Letters, 2016, 146, (C), 140-142