Paul Karehnke

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8721-2190

Department of Finance, ESCP Business School, 75017 Paris, France

Publications

• First-Order Prudence and Its Implications for Precautionary Savings and the Risk-Free Rate — Operations Research 2025
• Crowding and Tail Risk in Momentum Returns — Journal of Financial and Quantitative Analysis 2022
• Time-varying state variable risk premia in the ICAPM — Journal of Financial Economics 2021
• Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds — Management Science 2020
• A Simple Skewed Distribution with Asset Pricing Applications — Review of Finance 2017
• Addendum: A Simple Skewed Distribution with Asset Pricing Applications — Review of Finance 2017
• On Portfolio Choice with Savoring and Disappointment — Management Science 2014