Display:
15 publications

Academic Articles

2025

EBERT, S., P. , G. KAREHNKE

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

OPERATIONS RESEARCH, 73 (6), 2867-3452

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

News & events

Events

Financial Institutions and Corporate Finance

04 June 2026 - 05 June 2025
07.00 am - 02.00 pm

READ MORE

Events

Women’s Health as an Economic and Innovation Frontier

26 Mar 2026
05.00 pm - 08.00 pm

READ MORE

Best Young Researcher in Finance and Insurance

2024

The Institut Europlace de Finance (IEF) launched The Best Young Researcher Award in 2005 for promising researchers under the age of 40. The “Best Young Researcher in Finance and Insurance” award has been sponsored by the SCOR Foundation for Science since 2016.

IEF/Fondation SCOR pour la Science Award

ESCP Research Award

2023

ESCP Business School

Young Researcher Award

2021

The Young Researcher Award in economics is awarded to Paul Karehnke by the AMF for all his work, and in particular his research on asset pricing and behavioural finance. The AMF Young Researcher Award recognises and seeks to encourage the work of researchers aged under 35 on economic and financial topics of interest to the securities regulator.

Autorité des Marchés Financiers (AMF)

Prize for PhD thesis

2015

Each year, the chancellerie bestows prizes called the thesis prizes that reward the academic and scientific quality of PhD theses defended during the previous twelve-month period. Journal/Institution: Chancellerie des universités de Paris

Young Researcher Prize

2015

The Prix Jeune Chercheur (Young Researcher Prize) from the Dauphine Foundation is awarded every year to the top PhD graduates at Université Paris-Dauphine-PSL.

Dauphine Foundation

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

News & events

Events

Financial Institutions and Corporate Finance

04 June 2026 - 05 June 2025
07.00 am - 02.00 pm

READ MORE

Events

Women’s Health as an Economic and Innovation Frontier

26 Mar 2026
05.00 pm - 08.00 pm

READ MORE

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