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Publications

by alumni of

University of Texas-Dallas → Naveen Jindal School of Management

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2016

  1. Ole Wilms & Karl Schmedders & Walt Pohl, 2016, "Higher-Order Effects in Asset-Pricing Models with Long-Run Risks," 2016 Meeting Papers, Society for Economic Dynamics, number 306.

2014

  1. Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014, "Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-68, Dec, revised Nov 2015.
  2. Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014, "Asset Prices with Temporary Shocks to Consumption," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-41, Aug.

2013

  1. Fabian Ackermann & Walt Pohl & Karl Schmedders, 2013, "Long-Run UIP Holds Even in the Short Run," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-31, May.
  2. Philip Böhme & Walt Pohl & Karl Schmedders, 2013, "The Perils of Performance Measurement in the German Mutual-Fund Industry," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-30, May.

2012

  1. Fabian Ackermann & Walt Pohl & Karl Schmedders, 2012, "Optimal and Naive Diversification in Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-36, Nov.

Journal articles

2018

  1. Walter Pohl & Karl Schmedders & Ole Wilms, 2018, "Higher Order Effects in Asset Pricing Models with Long‐Run Risks," Journal of Finance, American Finance Association, volume 73, issue 3, pages 1061-1111, June, DOI: 10.1111/jofi.12615.

2017

  1. Fabian Ackermann & Walt Pohl & Karl Schmedders, 2017, "Optimal and Naive Diversification in Currency Markets," Management Science, INFORMS, volume 63, issue 10, pages 3347-3360, October, DOI: 10.1287/mnsc.2016.2497.

2016

  1. Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2016, "Asset prices with non-permanent shocks to consumption," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 152-178, DOI: 10.1016/j.jedc.2016.05.010.
  2. Pohl, Walt, 2016, "External habit: Anything goes," Economics Letters, Elsevier, volume 146, issue C, pages 140-142, DOI: 10.1016/j.econlet.2016.07.019.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.