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Ole Wilms
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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
1332018
Where is the Carbon Premium? Global Performance of Green and Brown Stocks
MD Bauer, D Huber, GD Rudebusch, O Wilms
Journal of Climate Finance, 2023
522023
Asset pricing with heterogeneous agents and long-run risk
W Pohl, K Schmedders, O Wilms
Journal of Financial Economics 140 (3), 941-964, 2021
342021
Stochastic integrated assessment of ecosystem tipping risk
TS Lontzek, D Narita, O Wilms
Environmental and Resource Economics 65, 573-598, 2016
132016
Existence of the wealth-consumption ratio in asset pricing models with recursive preferences
W Pohl, K Schmedders, O Wilms
The Review of Financial Studies, 2023
9*2023
Horizon effects in the pricing kernel: How investors price short-term versus long-term risks
J Driessen, J Koëter, O Wilms
Available on SSRN: 3462415, 2022
7*2022
Asset prices with non-permanent shocks to consumption
W Pohl, K Schmedders, O Wilms
Journal of Economic Dynamics and Control 69, 152-178, 2016
6*2016
Asset Pricing with Disagreement about Climate Risks
T Lontzek, W Pohl, K Schmedders, M Thalhammer, O Wilms
Available at SSRN 4473164, 2023
52023
Adaptive Grids for the Estimation of Dynamic Models
A Lanz, G Reich, O Wilms
Quantitative Marketing and Economics, 179–238, 2020
32020
'Small Data': Efficient Inference with Occasionally Observed States
A Lanz, P Müller, G Reich, O Wilms
Available at SSRN 3638618, 2020
12020
Asset pricing with time preference shocks: Existence and uniqueness
J Stachurski, O Wilms, J Zhang
Journal of Economic Theory, 105781, 2023
2023
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