Personal profile
Research interests
I am an assistant Professor of Finance at Tilburg University. I received a PhD in Management and Economics from the University of Zurich and my research focus lies on investor heterogeneity in asset pricing models as well as computational methods for finance.
Please visit my personal website for more information.
Current courses
Click here for my courses.
External positions
Professor (Hamburg University)
1 Oct 2021 → 30 Nov 2036
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 8 Decent Work and Economic Growth -
SDG 11 Sustainable Cities and Communities -
SDG 12 Responsible Consumption and Production -
SDG 13 Climate Action -
SDG 15 Life on Land
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Collaborations and top research areas from the last five years
Research output
- 11 Article
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Horizon effects in the pricing kernel: How investors price short-term versus long-term risks
Driessen, J., Koëter, J. & Wilms, O., Dec 2025, In: Journal of Financial and Quantitative Analysis. 60, 8, p. 3791-3825 35 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile191 Downloads (Pure) -
"Small data": Inference with occasionally observed states
Gilch, A., Lanz, A., Müller, P., Reich, G. & Wilms, O., Sept 2025, (E-pub ahead of print) In: Management Science.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile1 Downloads (Pure) -
Unique solutions to power-transformed affine systems
Stachurski, J., Wilms, O. & Zhang, J., 1 Oct 2025, In: Journal of Mathematical Analysis and Applications. 550, 1, 129515.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile1 Downloads (Pure) -
Asset pricing with time preference shocks: Existence and uniqueness
Stachurski, J., Wilms, O. & Zhang, J., Mar 2024, In: Journal of Economic Theory. 216, 105781.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile200 Downloads (Pure) -
Existence of the wealth-consumption ratio in asset pricing models with recursive preferences
Pohl, W., Schmedders, K. & Wilms, O., Mar 2024, In: Review of Financial Studies. 37, 3, p. 989-1028Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
Datasets
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Replication package for "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences"
Wilms, O. (Creator), Pohl, W. (Creator) & Schmedders, K. (Creator), DataverseNL, 20 Nov 2024
DOI: 10.34894/czyipd, https://dataverse.nl/citation?persistentId=doi:10.34894/CZYIPD
Dataset