Paul Karehnke : Citation Profile

Are you Paul Karehnke?

ESCP Europe

5

H index

2

i10 index

47

Citations

RESEARCH PRODUCTION:

6

Articles

2

Papers

1

Books

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 5
   Journals where Paul Karehnke has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 3 (6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1063
   Updated: 2024-11-08    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Paul Karehnke.

Is cited by:

Savva, Christos (6)

Mutschler, Willi (4)

Delis, Manthos (4)

Noussair, Charles (3)

Hanaki, Nobuyuki (3)

Bottasso, Anna (3)

Tsouknidis, Dimitris (2)

Ñíguez Grau, Trino (2)

Kops, Christopher (1)

Uribe, Jorge (1)

Almeida, Caio (1)

Cites to:

Campbell, John (11)

Brunnermeier, Markus (6)

Gollier, Christian (6)

Parker, Jonathan (5)

Ebert, Sebastian (5)

Cochrane, John (4)

Nagel, Stefan (4)

Fama, Eugene (4)

Niederle, Muriel (4)

French, Kenneth (4)

Buser, Thomas (4)

Main data

Where Paul Karehnke has published?

Journals with more than one article published# docs
Review of Finance2

Recent works citing Paul Karehnke (2024 and 2023)

YearTitle of citing document
2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2023Exploring the performance of US international bond mutual funds. (2023). Littlejohn, Elizabeth ; Fletcher, Jonathan ; Marshall, Andrew. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:765-782.

Full description at Econpapers || Download paper

2023Estimating and testing skewness in a stochastic volatility model. (2023). Ho, Kyu ; Lee, Cheol Woo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:445-467.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2024Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358.

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2024The value of growth: Changes in profitability and future stock returns. (2024). Wang, George Jiaguo ; Sotes-Paladino, Juan ; Lim, Bryan ; Yao, Yaqiong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002273.

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2024Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x.

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2024Managing anticipation and reference-dependent choice. (2024). Kops, Christopher ; Armouti-Hansen, Jesper. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:112:y:2024:i:c:s0304406824000508.

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2023Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189.

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2024Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169.

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2023Managing the Market Portfolio. (2023). Prokopczuk, Marcel ; Hollstein, Fabian. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3675-3696.

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Works by Paul Karehnke:

YearTitleTypeCited
2014Portfolio choice and asset pricing with endogenous beliefs and skewness preference In: Economics Thesis from University Paris Dauphine.
[Citation analysis]		book0
2014Portfolio choice and asset pricing with endogenous beliefs and skewness preference.(2014) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Stereotypes, underconfidence and decision-making with an application to gender and math In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
2021Time-varying state variable risk premia in the ICAPM In: Journal of Financial Economics.
[Full Text][Citation analysis]		article7
2013On Portfolio Choice with Savoring and Disappointment In: Post-Print.
[Full Text][Citation analysis]		paper5
2014On Portfolio Choice with Savoring and Disappointment.(2014) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2020Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds In: Management Science.
[Full Text][Citation analysis]		article6
2017A Simple Skewed Distribution with Asset Pricing Applications In: Review of Finance.
[Full Text][Citation analysis]		article14
2017Addendum: A Simple Skewed Distribution with Asset Pricing Applications In: Review of Finance.
[Full Text][Citation analysis]		article12

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team