Walt Pohl : Citation Profile

Norges Handelshøyskole (NHH)

3

H index

3

i10 index

108

Citations

RESEARCH PRODUCTION:

7

Articles

6

Papers

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 8
   Journals where Walt Pohl has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 1 (0.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo622
   Updated: 2026-10-17    RAS profile: 2026-09-14    
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Relations with other researchers

Works with:

Schmedders, Karl (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Walt Pohl.

Is cited by:

Borovička, Jaroslav (4)

Martin, Ian (3)

Nagel, Stefan (3)

de Groot, Oliver (2)

Hausmann Guil, Guillermo (2)

Throckmorton, Nathaniel (2)

Chernov, Mikhail (2)

Pierri, Damian (2)

Richter, Alexander (2)

Palomino, Francisco (2)

Toda, Alexis Akira (2)

Cites to:

Campbell, John (12)

Shiller, Robert (8)

DeJong, David (7)

Cochrane, John (6)

Whiteman, Charles (5)

Bansal, Ravi (4)

Abel, Andrew (4)

Martin, Ian (4)

Guvenen, Fatih (3)

Tauchen, George (3)

Barro, Robert (3)

Main data

Where Walt Pohl has published?

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5

Recent works citing Walt Pohl (2025 and 2024)

YearTitle of citing document
2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

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2024Present Value of the Future Consumer Goods Multiplier. (2024). Kendiukhov, Ihor. In: Papers. RePEc:arx:papers:2402.01938.

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2025Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies. (2025). Chen, Heming. In: Papers. RePEc:arx:papers:2501.12841.

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2026An Irrelevance Theorem for Risk Aversion and Time-Varying Risk. (2026). Palomino, Francisco ; Chen, Andrew. In: Papers. RePEc:arx:papers:2606.05554.

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2026Deep Learning for Dynamic Programming with Recursive Utility. (2026). Guo, WU ; Peng, Xianhua. In: Papers. RePEc:arx:papers:2607.04278.

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2026Deep Learning for Dynamic Programming with Recursive Utility Using First-order Conditions. (2026). Guo, WU ; Peng, Xianhua ; Zhu, Jianfei ; Wang, Songyan. In: Papers. RePEc:arx:papers:2607.09461.

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2026Faithful Decoding. (2026). Yang, Jingni ; Stachurski, John ; Peng, Nisha. In: Papers. RePEc:arx:papers:2607.17073.

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2025Inflation and the joint bond-FX spanning puzzle. (2025). Mehrotra, Aaron ; Gambacorta, Leonardo ; Sihvonen, Markus ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:1320.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2026Time-varying risk aversion and the equity term structure. (2026). de Vries, Martijn A. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:49:y:2026:i:c:s2214635026000031.

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2026Approximating around the stochastic steady state matters: rethinking uncertainty shocks in small open economies. (2026). Hausmann Guil, Guillermo ; Hausmann-Guil, Guillermo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:184:y:2026:i:c:s0165188926000199.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2025The impact of heterogeneous consumption and productivity expectations on factor risk premia. (2025). Umlandt, Dennis ; Symann, Paul ; Bauer, Christian. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006037.

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2025On the timing premium puzzle. (2025). Choi, Hongseok. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000990.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024The endogenous growth and asset prices nexus revisited with closed-form solution. (2024). Kaszab, Lorant ; Filep-Mosberger, Palma. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s154461232401016x.

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2025An ETF-based measure of stock price fragility. (2025). Lazo Paz, Renato ; Lazo-Paz, Renato ; Gil, Hamilton Galindo. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000648.

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2024The equally weighted portfolio still remains a challenging benchmark. (2024). Uberti, Pierpaolo ; Gelmini, Matteo. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000489.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Wilms, Ole ; Zhang, Junnan ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

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2025Is disagreement beneficial for market efficiency? Evidence from ESG ratings. (2025). Yin, Libo ; Zhu, Xiaoye ; Su, Zhi ; Guo, Hongliang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000579.

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2025Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135.

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2026Asset prices, growth and endogenous wage inertia. (2026). Kaszab, Lorant ; George, Ammu ; Alba, Joseph D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:109:y:2026:i:c:s1059056026005836.

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2025Enhancing stock return prediction in the Chinese market: A GAN-based approach. (2025). Deng, Zhibin ; Li, Jianping ; Wang, Qiao ; Wu, Hongxu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000169.

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2025Decoding investment strategies across agricultural commodities, Islamic equities, and Sukuk markets. (2025). Rabbani, Mustafa Raza ; Shaik, Muneer ; Billah, Mabruk ; Elsayed, Ahmed H. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003538.

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2024Do Consumption-Based Asset Pricing Models Explain the Dynamics of Stock Market Returns?. (2024). LINTON, OLIVER ; Ashby, Michael William. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:71-:d:1337388.

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2024A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models. (2024). Loudis, Johnathan A ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:10:p:6804-6834.

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2025Estimating and Testing Long-Run Risk Models: International Evidence. (2025). Li, Junye ; Liu, Hening ; Yan, Cheng ; Fulop, Andras. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:4:p:3517-3536.

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2024Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach. (2024). Hibiki, Yuta ; Kiriu, Takuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09414-x.

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2024Accuracy in Recursive Minimal State Space Methods. (2024). Pierri, Damian ; Damian, Pierri. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10438-8.

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2024Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression*. (2024). Raftapostolos, Aristeidis ; Kapetanios, George ; Chronopoulos, Ilias. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:3:p:636-669..

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2025The reasons why maximum diversification is better than minimum risk, including in terms of risk. (2025). Uberti, Pierpaolo ; Torrente, Maria-Laura. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:6:d:10.1057_s41260-025-00420-4.

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2024An alternative representation of the C-CAPM with higher-order risks. (2024). Li, Jingyuan ; Dionne, Georges ; Okou, Cedric. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:2:d:10.1057_s10713-023-00085-2.

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2026An Irrelevance Theorem for Risk Aversion and Time-Varying Risk. (2026). Palomino, Francisco ; Chen, Andrew. In: Review of Economic Dynamics. RePEc:red:issued:24-132.

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2025Solving DSGE models with incomplete markets by perturbation. (2025). Hausmann Guil, Guillermo ; Hausmann-Guil, Guillermo. In: Review of Economic Dynamics. RePEc:red:issued:24-34.txt.

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2025Portfolio of Carry Trade Using Indian Rupees. (2025). Barai, Parama ; Ranjana, Jyoti. In: Global Business Review. RePEc:sae:globus:v:26:y:2025:i:2:p:520-537.

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2025Equilibrium asset pricing with short rate risk. (2025). Sbuelz, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00442-4.

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2026Ambiguity-Averse Aggregation under Heterogeneous Beliefs. (2026). , Thomas. In: Economic Theory Bulletin. RePEc:spr:etbull:v:14:y:2026:i:1:d:10.1007_s40505-025-00304-1.

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2025Horizon effects in the pricing kernel: How investors price short-term versus long-term risks. (2025). Driessen, Joost ; Koter, Joren ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:18d19e20-6d30-4828-9a8e-940a54b55924.

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Works by Walt Pohl:

YearTitleTypeCited
2018Higher Order Effects in Asset Pricing Models with Long‐Run Risks In: Journal of Finance.
[Full Text][Citation analysis]		article74
2016Higher-Order Effects in Asset-Pricing Models with Long-Run Risks.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2012Optimal and Naive Diversification in Currency Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper19
2017Optimal and Naive Diversification in Currency Markets.(2017) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2013The Perils of Performance Measurement in the German Mutual-Fund Industry In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2013Long-Run UIP Holds Even in the Short Run In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2014Asset Prices with Temporary Shocks to Consumption In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2015Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2016Asset prices with non-permanent shocks to consumption In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2016External habit: Anything goes In: Economics Letters.
[Full Text][Citation analysis]		article0
2021Asset pricing with heterogeneous agents and long-run risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article10
2025What drives commodity price variation? In: Review of Finance.
[Full Text][Citation analysis]		article1
2024Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences In: The Review of Financial Studies.
[Full Text][Citation analysis]		article2

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