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Paul Karehnke is an Associate Professor at ESCP Europe. His research is in asset pricing and investments, and his work has been published in Management Science and the Review of Finance among others.

He holds a joint PhD from Université Paris-Dauphine and Tilburg University, and was previously a Senior Lecturer in the School of Banking and Finance at the University of New South Wales in Sydney, Australia.

 

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6 publications

Academic Articles

2021

KAREHNKE, P., G., P. BARROSO, R. EDELEN

Crowding and Tail Risk in Momentum Returns

JFQA JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

Academic Articles

2020

KAREHNKE, P., G., F.DE ROON

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

MANAGEMENT SCIENCE

Academic Articles

2020

BARROSO, P., M. BOONS, P. , G. KAREHNKE

Time-varying state variable risk premia in the ICAPM

JOURNAL OF FINANCIAL ECONOMICS

Academic Articles

2018

JOUINI, E., P., G.KAREHNKE, C.NAPP

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

JOURNAL OF ECONOMIC BEHAVIOR AND ORGANIZATION, 148, 34-45

Academic Articles

2017

DE ROON, F., P., G.KAREHNKE

A Simple Skewed Distribution with Asset Pricing Applications

REVIEW OF FINANCE, 21(6), 2169-2197

Academic Articles

2014

JOUINI, E., P., G.KAREHNKE, C.NAPP

On Portfolio Choice with Savoring and Disappointment

MANAGEMENT SCIENCE, 60(3), 796-804

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