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
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Working Papers
2014
- Portfolio choice and asset pricing with endogenous beliefs and skewness preference
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
See also Book Portfolio choice and asset pricing with endogenous beliefs and skewness preference, Economics Thesis from University Paris Dauphine, Paris Dauphine University (2014) View citations (1) (2014)
2013
- 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
- Systematic Skewness and Stock Returns
The Review of Asset Pricing Studies, 2024, 14, (4), 578-612
2022
- Crowding and Tail Risk in Momentum Returns
Journal of Financial and Quantitative Analysis, 2022, 57, (4), 1313-1342 View citations (1)
2021
- Time-varying state variable risk premia in the ICAPM
Journal of Financial Economics, 2021, 139, (2), 428-451 View citations (7)
2020
- Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
Management Science, 2020, 66, (12), 5969-5989 View citations (6)
2018
- 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
- A Simple Skewed Distribution with Asset Pricing Applications
Review of Finance, 2017, 21, (6), 2169-2197 View citations (12)
- Addendum: A Simple Skewed Distribution with Asset Pricing Applications
Review of Finance, 2017, 21, (6), 2401-2401 View citations (12)
2014
- 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
- Portfolio choice and asset pricing with endogenous beliefs and skewness preference
Economics Thesis from University Paris Dauphine, Paris Dauphine University View citations (1)
See also Working Paper Portfolio choice and asset pricing with endogenous beliefs and skewness preference, Other publications TiSEM, Tilburg University, School of Economics and Management (2014) View citations (1) (2014)
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