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Ole Wilms
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Cited by
Year
Higher Order Effects in Asset Pricing Models with Long‐Run Risks
W Pohl, K Schmedders, O Wilms
The Journal of Finance 73 (3), 1061-1111, 2018
1532018
Where is the Carbon Premium? Global Performance of Green and Brown Stocks
MD Bauer, D Huber, GD Rudebusch, O Wilms
Journal of Climate Finance, 2023
1492023
Asset pricing with heterogeneous agents and long-run risk
W Pohl, K Schmedders, O Wilms
Journal of Financial Economics 140 (3), 941-964, 2021
472021
Asset Pricing with Disagreement about Climate Risks
T Lontzek, W Pohl, K Schmedders, M Thalhammer, O Wilms
Available at SSRN 4473164, 2023
202023
Stochastic integrated assessment of ecosystem tipping risk
TS Lontzek, D Narita, O Wilms
Environmental and Resource Economics 65 (3), 573-598, 2016
142016
Horizon effects in the pricing kernel: How investors price short-term versus long-term risks
J Driessen, J Koëter, O Wilms
Available on SSRN: 3462415, 2022
13*2022
Existence of the wealth-consumption ratio in asset pricing models with recursive preferences
W Pohl, K Schmedders, O Wilms
The Review of Financial Studies, 2023
11*2023
Corporate green pledges
M Bauer, D Huber, E Offner, O Wilms
Available at SSRN 5027881, 2025
52025
Asset prices with non-permanent shocks to consumption
W Pohl, K Schmedders, O Wilms
Journal of Economic Dynamics and Control 69, 152-178, 2016
5*2016
"Small Data": Inference with Occasionally Observed States
A Gilch, A Lanz, P Müller, G Reich, O Wilms
3*2024
Adaptive Grids for the Estimation of Dynamic Models
A Lanz, G Reich, O Wilms
Quantitative Marketing and Economics, 179–238, 2020
32020
Unique solutions to power-transformed affine systems
J Stachurski, O Wilms, J Zhang
Journal of Mathematical Analysis and Applications 550 (1), 129515, 2025
22025
Asymptotic properties of the maximum likelihood estimator under occasionally observed states
A Gilch, G Reich, O Wilms
Working paper, 2025
22025
Asset pricing with time preference shocks: Existence and uniqueness
J Stachurski, O Wilms, J Zhang
Journal of Economic Theory, 105781, 2023
22023
Financial Integration and the Equity Term Structure: Insights from 150 Years of UK Data
J Soerlie Kvaerner, J Sandoval, O Wilms
Available at SSRN 5898602, 2025
2025
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Articles 1–15