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 | 121 | 2018 |
Optimal and naive diversification in currency markets F Ackermann, W Pohl, K Schmedders Management Science 63 (10), 3347-3360, 2017 | 51 | 2017 |
Asset pricing with heterogeneous agents and long-run risk W Pohl, K Schmedders, O Wilms Journal of Financial Economics 140 (3), 941-964, 2021 | 33 | 2021 |
Asset pricing with disagreement about climate risks T Lontzek, W Pohl, K Schmedders, M Thalhammer, O Wilms Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting, 2023 | 6 | 2023 |
Relative existence for recursive utility W Pohl, K Schmedders, O Wilms Working Paper, 2019 | 6* | 2019 |
On the risk and return of the carry trade F Ackermann, W Pohl, K Schmedders University of Geneva, 2012 | 5 | 2012 |
Asset prices with non-permanent shocks to consumption W Pohl, K Schmedders, O Wilms Journal of Economic Dynamics and Control 69, 152-178, 2016 | 4 | 2016 |
Structured products: Performance, costs and investments D Maringer, W Pohl, P Vanini Costs and Investments (July 17, 2016), 2016 | 4 | 2016 |
Solving Asset Pricing Models with Recursive Preferences W Pohl, K Schmedders, O Wilms Working Paper, 2014 | 4 | 2014 |
Existence of the wealth-consumption ratio in asset pricing models with recursive preferences W Pohl, K Schmedders, O Wilms The Review of Financial Studies 37 (3), 989-1028, 2024 | 3 | 2024 |
Higher-order dynamics in asset-pricing models with recursive preferences W Pohl, K Schmedders, O Wilms Swiss Finance Institute, 2014 | 3 | 2014 |
Asset Prices with Temporary Shocks to Consumption W Pohl, K Schmedders, O Wilms Swiss Finance Inst., 2014 | 2 | 2014 |
The perils of performance measurement in the German mutual-fund industry P Böhme, W Pohl, K Schmedders Swiss Finance Institute Research Paper, 2013 | 2 | 2013 |
Financial markets and climate models: An empirical study on corn futures A Miftakhova, W Pohl Available at SSRN 3330535, 2019 | 1 | 2019 |
External habit: Anything goes W Pohl Economics Letters 146, 140-142, 2016 | 1 | 2016 |
The Price Level in Consumption-based Asset Pricing C Dave, W Pohl Working Paper, 2010 | 1 | 2010 |
Disintermediated Finance C Bienz, N Gerasimova, W Pohl Magma 22 (8), 71-79, 2019 | | 2019 |
Closing Time J Hilario, M Meusel, W Pohl, K Schmedders Kellogg School of Management Cases, 1-6, 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 |