Stereotypes, underconfidence and decision-making with an application to gender and math E Jouini, P Karehnke, C Napp Journal of Economic Behavior & Organization 148, 34-45, 2018 | 37 | 2018 |
A simple skewed distribution with asset pricing applications F de Roon, P Karehnke Review of Finance 21 (6), 2169-2197, 2017 | 34 | 2017 |
Skewness preferences in choice under risk S Ebert, P Karehnke Available at SSRN 3903202, 2021 | 28 | 2021 |
Time-varying state variable risk premia in the ICAPM P Barroso, M Boons, P Karehnke Journal of Financial Economics 139 (2), 428-451, 2021 | 24 | 2021 |
Crowding and tail risk in momentum returns P Barroso, RM Edelen, P Karehnke Journal of Financial and Quantitative Analysis 57 (4), 1313-1342, 2022 | 20 | 2022 |
On portfolio choice with savoring and disappointment E Jouini, P Karehnke, C Napp Management Science 60 (3), 796-804, 2014 | 15 | 2014 |
Institutional crowding and the moments of momentum P Barroso, RM Edelen, P Karehnke Social Science Research Network, 2017 | 11* | 2017 |
Spanning tests for assets with option-like payoffs: The case of hedge funds P Karehnke, F de Roon Management Science 66 (12), 5969-5989, 2020 | 10 | 2020 |
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds F de Roon, P Karehnke | 7 | 2017 |
Two skewed risks A Beddock, P Karehnke Available at SSRN 3548183, 2020 | 6 | 2020 |
Time-varying predictability of consumption growth, macro-uncertainty, and risk premiums P Barroso, M Boons, P Karehnke Available at SSRN, 2017 | 3 | 2017 |
Systematic Skewness and Stock Returns P Karehnke Review of Asset Pricing Studies, raae010, 2024 | 1 | 2024 |
Portfolio choice and asset pricing with endogenous beliefs and skewness preference P Karehnke | 1 | 2014 |
Beta Horizons P Karehnke, F de Roon Available at SSRN, 2024 | | 2024 |
First-Order Prudence and its Implications for Precautionary Savings and the Risk-Free Rate S Ebert, P Karehnke Available at SSRN 4339507, 2023 | | 2023 |
Residual Co-Skewness and Expected Returns P Karehnke | | 2015 |
A Note on Portfolio Choice with Savoring and Disappointment E Jouini, P Karehnke, C Napp | | 2013 |
Sind reale Wechselkurse stationär?: eine empirische Analyse mit Unit Root Tests P Karehnke | | 2008 |
Better Kept in the Dark? Portfolio Disclosure and Agency Problems in S Gogineni, SC Linn, PK Yadav, NM Boyson, L Ma, RM Mooradian, ... | | |
Online Appendix to “Time-varying state variable risk premia in the ICAPM” P Barroso, M Boons, P Karehnke | | |