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Paul Karehnke is an Associate Professor of Finance at ESCP Business School. He received a joint PhD from Université Paris-Dauphine and Tilburg University in 2014. Prior to joining ESCP in 2018, he was a Lecturer and then a Senior Lecturer at the University of New South Wales in Sydney (Australia).

His research interests include asset pricing, investments, behavioral finance, and choice under risk. His work has been published in journals such as the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Management Science, and Review of Finance. He has also served as a referee for top-tier finance and economics journals, and he is currently an associate editor at the Journal of Empirical Finance.

He teaches Corporate Finance and Financial Economics & Investments courses at ESCP.

Personal web page: https://sites.google.com/site/paulkarehnke/  

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6 publications

Academic Articles

2021

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

Time-varying state variable risk premia in the ICAPM

JOURNAL OF FINANCIAL ECONOMICS, 139(2), 428-451

Academic Articles

2021

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

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, 66(12), 5969-5989

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