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Paul Karehnke
Paul Karehnke
ESCP Business School
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A simple skewed distribution with asset pricing applications
F de Roon, P Karehnke
Review of Finance 21 (6), 2169-2197, 2017
342017
Stereotypes, underconfidence and decision-making with an application to gender and math
E Jouini, P Karehnke, C Napp
Journal of Economic Behavior & Organization 148, 34-45, 2018
312018
Skewness preferences in choice under risk
S Ebert, P Karehnke
Available at SSRN 3903202, 2021
252021
Time-varying state variable risk premia in the ICAPM
P Barroso, M Boons, P Karehnke
Journal of Financial Economics 139 (2), 428-451, 2021
242021
Crowding and tail risk in momentum returns
P Barroso, RM Edelen, P Karehnke
Journal of Financial and Quantitative Analysis 57 (4), 1313-1342, 2022
162022
On portfolio choice with savoring and disappointment
E Jouini, P Karehnke, C Napp
Management Science 60 (3), 796-804, 2014
152014
Institutional crowding and the moments of momentum
P Barroso, RM Edelen, P Karehnke
Social Science Research Network, 2017
11*2017
Spanning tests for assets with option-like payoffs: The case of hedge funds
P Karehnke, F de Roon
Management Science 66 (12), 5969-5989, 2020
102020
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
F de Roon, P Karehnke
72017
Two skewed risks
A Beddock, P Karehnke
Available at SSRN 3548183, 2020
52020
Time-varying predictability of consumption growth, macro-uncertainty, and risk premiums
P Barroso, M Boons, P Karehnke
Available at SSRN, 2017
32017
Portfolio choice and asset pricing with endogenous beliefs and skewness preference
P Karehnke
Unpublished doctoral dissertation, Université Paris-Dauphine and Tilburg …, 2014
12014
Beta Horizons
P Karehnke, F de Roon
Available at SSRN, 2024
2024
First-Order Prudence and its Implications for Precautionary Savings and the Risk-Free Rate
S Ebert, P Karehnke
Available at SSRN 4339507, 2023
2023
Systematic Skewness and Stock Returns
P Karehnke
Available at SSRN 3720746, 2020
2020
Residual Co-Skewness and Expected Returns
P Karehnke
2015
A Note on Portfolio Choice with Savoring and Disappointment
E Jouini, P Karehnke, C Napp
2013
Sind reale Wechselkurse stationär?: eine empirische Analyse mit Unit Root Tests
P Karehnke
2008
Better Kept in the Dark? Portfolio Disclosure and Agency Problems in
S Gogineni, SC Linn, PK Yadav, NM Boyson, L Ma, RM Mooradian, ...
Online Appendix to “Time-varying state variable risk premia in the ICAPM”
P Barroso, M Boons, P Karehnke
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