Display:
15 publications

Other Intellectual Contributions

2025

EBERT, S., P. , G. KAREHNKE

First-Order Prudence and its Implications for Precautionary Savings and the Risk-Free Rate

OPERATIONS RESEARCH, 73(6), 3156-3172

Academic Articles

2024

KAREHNKE, P., G.

Systematic Skewness and Stock Returns

REVIEW OF ASSET PRICING STUDIES, 14(4), 578–612

Academic Articles

2022

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

Crowding and Tail Risk in Momentum Returns

JFQA JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 57(4), 1313-1342

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

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

Research and expertise

Field of Expertise
Asset Pricing
Portfolio Choice
Investments
Behavioral Economics and Finance
Decision Theory
Research Centers
ESCP Center for Finance (ECF)
Sustainable Development Goals
/5.Gender%20Equality /13.Climate%20Action

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