4
H index
2
i10 index
40
Citations
Paul Karehnke : Citation Profile
ESCP Europe | RESEARCH PRODUCTION: 6 Articles 2 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2013 - 2021). 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:
| Cites to:
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Main data
Where Paul Karehnke has published?
| Journals with more than one article published | # docs |
|---|---|
| Review of Finance | 2 |
Recent works citing Paul Karehnke (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Exploring 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 |
| 2023 | Estimating 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. Full description at Econpapers || Download paper |
| 2023 | Forecasting 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. Full description at Econpapers || Download paper |
| 2023 | Skewness 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. Full description at Econpapers || Download paper |
| 2023 | Managing the Market Portfolio. (2023). Prokopczuk, Marcel ; Hollstein, Fabian. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3675-3696. Full description at Econpapers || Download paper |
Works by Paul Karehnke:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Portfolio choice and asset pricing with endogenous beliefs and skewness preference In: Economics Thesis from University Paris Dauphine. [Citation analysis] | book | 0 |
| 2014 | Portfolio 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 | |
| 2018 | Stereotypes, underconfidence and decision-making with an application to gender and math In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
| 2021 | Time-varying state variable risk premia in the ICAPM In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2013 | On Portfolio Choice with Savoring and Disappointment In: Post-Print. [Full Text][Citation analysis] | paper | 4 |
| 2014 | On Portfolio Choice with Savoring and Disappointment.(2014) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds In: Management Science. [Full Text][Citation analysis] | article | 5 |
| 2017 | A Simple Skewed Distribution with Asset Pricing Applications In: Review of Finance. [Full Text][Citation analysis] | article | 14 |
| 2017 | Addendum: A Simple Skewed Distribution with Asset Pricing Applications In: Review of Finance. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team