Author

Paul Karehnke

Observed name: Karehnke, Paul

Institutions: ESCP Business School, ESCP Business School, ESCP Business School, ESCP Business School

Observed institutions: University of Arizona, Reichman University, Tilburg University, Universidade Católica Portuguesa, Université Paris Sciences et Lettres, UNSW Sydney, ESCP Business School, INSEAD, ESCP Business School, INSEAD, ESCP Business School, Université Paris Dauphine-PSL, Virginia Tech, ESCP Business School

ORCID: 0000-0002-8721-2190

Observed ORCID: 0000-0002-8721-2190

OpenAlex ID: A5000279384

Time-varying state variable risk premia in the ICAPM

2020 · Pedro Barroso, Martijn Boons, et al. · Journal of Financial Economics · 41

Stereotypes, underconfidence and decision-making with an application to gender and math

2018 · Elyès Jouini, Paul Karehnke, et al. · Journal of Economic Behavior & Organization · 39

Crowding and Tail Risk in Momentum Returns

2021 · Pedro Barroso, Roger M. Edelen, et al. · Journal of Financial and Quantitative Analysis · 26

A Simple Skewed Distribution with Asset Pricing Applications

2016 · Frans de Roon, Paul Karehnke · European Finance Review · 20

Skewness Preferences in Choice under Risk

2019 · Sebastian Ebert, Paul Karehnke · SSRN Electronic Journal · 18

On Portfolio Choice with Savoring and Disappointment

2013 · Elyès Jouini, Paul Karehnke, et al. · Management Science · 15

Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds

2020 · Paul Karehnke, Frans de Roon · Management Science · 12

Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds

2018 · Frans de Roon, Paul Karehnke · SSRN Electronic Journal · 11

Addendum: A Simple Skewed Distribution with Asset Pricing Applications

2017 · Frans de Roon, Paul Karehnke · European Finance Review · 10

PDF

Systematic Skewness and Stock Returns

2024 · Paul Karehnke · The Review of Asset Pricing Studies · 6

Institutional Crowding and the Moments of Momentum

2017 · Pedro Barroso, Roger M. Edelen, et al. · SSRN Electronic Journal · 5

Online Appendix: Skewness Preferences in Choice under Risk

2021 · Sebastian Ebert, Paul Karehnke · SSRN Electronic Journal · 3

First-Order Prudence and Its Implications for Precautionary Savings and the Risk-Free Rate

2024 · Sebastian Ebert, Paul Karehnke · Operations Research · 2

Two Skewed Risks

2020 · Arthur Beddock, Paul Karehnke · SSRN Electronic Journal · 2

Time-Varying State Variable Risk Premia in an ICAPM

2017 · Pedro Barroso, Martijn Boons, et al. · SSRN Electronic Journal · 2

Beta Horizons

2024 · Paul Karehnke, Frans A. de Roon · SSRN Electronic Journal · 1

Portfolio choice and asset pricing with endogenous beliefs and skewness preference

2014 · Paul Karehnke · 1

Belief Skewness in the Stock Market

2025 · Arthur Beddock, Paul Karehnke · SSRN Electronic Journal

Evaluating Hedge Fund Performance with Prudent Investors

2016 · Frans de Roon, Paul Karehnke · SSRN Electronic Journal

Choix de portefeuille et évaluation d'actifs avec des croyances endogènes et de la préférence pour le skewness

2014 · Karehnke, Paul · theses.fr (ABES)

Works count: 22

Citation count: 214

H-index: 9

I10-index: 9