Walt Pohl

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

I specialize in asset pricing and machine learning, but I am interested in all areas of finance.


Publications


Education

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

  • R, Matlab, Maple, SAS
  • C, C++
  • Java, Common Lisp
  • Perl, PHP