Walt Pohl is an Associate Professor Finance at the Norwegian School of Economics. Prior to joining the Norwegian School of economics he was a postdoc at the University of Zurich. His research fields are asset pricing, and the application of machine learning to finance. Walt has published in Journal of Finance and Management Science, the Journal of Economic Dynamics and Control, and Economics Letters. Walt earned his Ph.D. in finance from the University of Texas at Dallas, and a master’s in mathematics from Drexel University.
|Pohl, Walter; Schmedders, Karl; Wilms, Ole||Asset pricing with heterogeneous agents and long-run risk||Journal of Financial Economics Volume 140 (3); page 941 - 964; 2021|
|Pohl, Walter; Schmedders, Karl; Wilms, Ole||Higher Order Effects in Asset Pricing Models with Long-Run Risks||Journal of Finance Volume 73 (3); page 1061 - 1111; 2018|
Walt Pohl teaches Big Data with Applications to Finance (FIE453) at the master’s level at NHH.
Ackermann, Fabian, Pohl, Walt, Schmedders, Karl: Optimal and Naive Diversification in Currency Markets, Management Science, forthcoming
Pohl, Walt, Schmedders, Karl, Wilms, Ole (2016): Asset Pricing with Non-Permanent Shocks to Consumption, Journal of Economic Dynamics and Control, 169, 152-178.
Pohl, Walt (2016): External habit: Anything goes, Economics Letters, 146, 140-142.