Details about Paul Karehnke

Access statistics for papers by Paul Karehnke.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pka1063

Working Papers

2013

1. On Portfolio Choice with Savoring and Disappointment
   Post-Print, HAL
   See also Journal Article On Portfolio Choice with Savoring and Disappointment, Management Science, INFORMS (2014) View citations (8) (2014)

Journal Articles

2024

1. Systematic Skewness and Stock Returns
   The Review of Asset Pricing Studies, 2024, 14, (4), 578-612

2022

2. Crowding and Tail Risk in Momentum Returns
   Journal of Financial and Quantitative Analysis, 2022, 57, (4), 1313-1342 View citations (1)

2021

3. Time-varying state variable risk premia in the ICAPM
   Journal of Financial Economics, 2021, 139, (2), 428-451 View citations (7)

2020

4. Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
   Management Science, 2020, 66, (12), 5969-5989 View citations (6)

2018

5. Stereotypes, underconfidence and decision-making with an application to gender and math
   Journal of Economic Behavior & Organization, 2018, 148, (C), 34-45 View citations (3)

2017

6. A Simple Skewed Distribution with Asset Pricing Applications
   Review of Finance, 2017, 21, (6), 2169-2197 View citations (12)
7. Addendum: A Simple Skewed Distribution with Asset Pricing Applications
   Review of Finance, 2017, 21, (6), 2401-2401 View citations (12)

2014

8. On Portfolio Choice with Savoring and Disappointment
   Management Science, 2014, 60, (3), 796-804 View citations (8)
   See also Working Paper On Portfolio Choice with Savoring and Disappointment, Post-Print (2013) (2013)

Books

2014

1. Portfolio choice and asset pricing with endogenous beliefs and skewness preference
   Economics Thesis from University Paris Dauphine, Paris Dauphine University View citations (1)