Walt Pohl

Helleveien 30, NO-5045 Bergen | +47 55 95 94 24 | walt@waltpohl.org

I have a keen interest in finance and its intersections with climate change and machine learning. Understanding how finance can address environmental challenges and drive sustainable investments intrigues me. Moreover, the integration of machine learning in finance offers exciting opportunities for data-driven insights and informed decision-making. My passion lies in exploring these connections and contributing to a more sustainable and efficient financial landscape.



University of Texas at Dallas

Ph.D. (Finance)
2005 - 2009

University of Washington

Ph.D. Candidate (Mathematics)
1995 - 1998

Drexel University

M.S. (Mathematics)
1992 - 1995

Haverford College

B.A. (Mathematics)
1987 - 1990

Working Papers

  • Asset Pricing with Heterogenous Agents and Long-Run Risks, with Karl Schmedders and Ole Wilms
  • Revise-and-resubmit to Journal of Financial Economics
    • Presented at the Norwegian School of Economics, 2016
    • Presented at the Multinational Finance Society Annual Conference, 2016
    • Presented at Stanford Institute for Theoretical Economics, 2016 (by co-author).
    • Presented at the World Finance Conference, 2016
    • Presented at the Econometric Society European Meetings, 2016 (by co-author).
  • Can Machines Learn Stock Returns?
  • Relative Existence and Recursive Utility, with Karl Schmedders and Ole Wilms Presented at Stanford Institute for Theoretical Economics, 2018.
  • Pseudo-market timing: A test
  • Structured Products: Performance, Costs, and Investments, with Dietmar Maringer and Paolo Vanini
    • Swiss Finance Institute White Paper
    • Widely covered in the Swiss media as the first comprehensive study of the Swiss structured product market.
  • Long-run UIP Holds Even in the Short Run, with Fabian Ackermann and Karl Schmedders
    • Swiss Finance Institute Research Paper #13-31.
    • Presented at the Midwest Finance Association, 2014.
    • Presented at the Southwestern Finance Association, 2014.
    • Presented at Multinational Finance Conference, 2014 (by co-author).
  • The Perils of Performance Measurement in the German Mutual-Fund Industry, with Phillip Bohme and Karl Schmedders
    • Swiss Finance Institute Research Paper #13-30
    • Presented at the Midwest Finance Association, 2012.
  • Solving Asset Pricing Models: A Statistical Approach
    • Presented at the Hoover Institution, 2013
    • Presented the Multinational Finance Conference, 2013
    • Presented at the International Network on Expectational Coordination, 2013
    • Presented at the Southern Finance Association, 2012
  • An Example of Overly Revealing Rational Expectations

Professional Service

  • Southern Finance Association program committee -- 2011, 2013
  • European Winter Finance Summit program committee -- 2014
  • Referee for:
    • Financial Review
    • Quantitative Economics
    • Journal of Computational Finance
    • Journal of Computational Economics
    • Journal of Mathematical Economics
    • Journal of Economic Dynamics and Control
    • Decisions in Economics and Finance
    • Mathematical Methods of Operations Research
    • Economics Letters
  • Member of Ph.D. committee for Fabian Ackermann and Ole Wilms

Computing Skills

  • Python and R
  • Matlab, Maple, SAS
  • C, C++
  • Java, Common Lisp
  • Perl, PHP
  • LaTeX and Linux