Paul Karehnke

ESCP Europe - Department of Finance

Paris Campus

79, Avenue de la Republique

Paris, 75011

France

http://https://sites.google.com/site/paulkarehnke/

SCHOLARLY PAPERS

6

DOWNLOADS
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1,028

CITATIONS
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Top 37,779

in Total Papers Citations

9

Scholarly Papers (6)

1.

A Simple Skewed Distribution with Asset Pricing Applications

Review of Finance, Forthcoming, 28th Australasian Finance and Banking Conference
Number of pages: 53 Posted: 18 Aug 2015 Last Revised: 28 Jul 2016
Frans de Roon and Paul Karehnke
Tilburg University - Department of Finance and ESCP Europe - Department of Finance
Downloads 361 (80,857)
Citation 1

Abstract:

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Skewness, Value-at-Risk, Expected Shortfall, Portfolio Choice, Asset Pricing

2.

Time-Varying State Variable Risk Premia in an ICAPM

30th Australasian Finance and Banking Conference 2017, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 84 Posted: 17 Mar 2017 Last Revised: 28 Apr 2019
Pedro Barroso, Martijn Boons and Paul Karehnke
UNSW Australia Business School, School of Banking and Finance, New University of Lisbon - Nova School of Business and Economics and ESCP Europe - Department of Finance
Downloads 213 (141,214)
Citation 2

Abstract:

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Conditional Asset Pricing Models, State Variable Risk Premiums, Intertemporal CAPM, Time-Varying Consumption Predictability

3.

Institutional Crowding and Momentum Tail Risk

Number of pages: 62 Posted: 01 Oct 2017 Last Revised: 12 Jun 2019
Pedro Barroso, Roger M. Edelen and Paul Karehnke
UNSW Australia Business School, School of Banking and Finance, Virginia Tech and ESCP Europe - Department of Finance
Downloads 170 (173,494)
Citation 3

Abstract:

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Momentum, crash risk, institutional investors, crowded trade, destabilize

4.

On Portfolio Choice with Savoring and Disappointment

Management Science, Forthcoming
Number of pages: 25 Posted: 10 Jul 2013
Elyes Jouini, Paul Karehnke and Clotilde Napp
Univ. Paris Dauphine - CEREMADE, ESCP Europe - Department of Finance and CNRS and Université Paris-Dauphine
Downloads 122 (227,134)
Citation 3

Abstract:

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endogenous beliefs, anticipatory feelings, disappointment, optimism, portfolio choice, skewness, under-diversification

5.

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

Number of pages: 55 Posted: 01 Oct 2015 Last Revised: 17 Jun 2019
Paul Karehnke and Frans de Roon
ESCP Europe - Department of Finance and Tilburg University - Department of Finance
Downloads 113 (240,283)
Citation 2

Abstract:

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hedge funds; mutual funds; writing options; performance evaluation; mean-variance-skewness spanning; prudence; portfolio choice

6.

Stereotypes, Underconfidence and Decision-Making with an Application to Gender and Math

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 28 Posted: 21 Feb 2018
Elyes Jouini, Paul Karehnke and Clotilde Napp
Univ. Paris Dauphine - CEREMADE, ESCP Europe - Department of Finance and CNRS and Université Paris-Dauphine
Downloads 49 (386,329)

Abstract:

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stereotype, gender gap, self-confidence, subjective ability