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Paul Ehling

Personal Details

First Name:Paul
Middle Name:
Last Name:Ehling
Suffix:
RePEc Short-ID:peh20
[This author has chosen not to make the email address public]
http://paulehling.com

Affiliation

Institutt for finansiell økonomi
BI Handelshøyskolen

Oslo, Norway
http://www.bi.edu/research/research-departments/Finance/

: +47 6755 7100
47 6755 7675
Nydalsveien 37, N-0442 Oslo
RePEc:edi:dfebino (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Philipp Illeditsch & Michael Gallmeyer & Christian Heyerdahl-Larsen & Paul Ehling, 2009. "Beliefs about Inflation and the Term Structure of Interest Rates," 2009 Meeting Papers 1223, Society for Economic Dynamics.
  2. Stathis Tompaidis & Sanjay Srivastava & Michael Gallmeyer & Paul Ehling, 2008. "Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses," 2008 Meeting Papers 769, Society for Economic Dynamics.
  3. Daniel Aunon-Nerin & Paul Ehling, 2007. "Why Firms Purchase Property Insurance?," Swiss Finance Institute Research Paper Series 07-16, Swiss Finance Institute.
  4. Paul Ehling, 2004. "Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership," Econometric Society 2004 North American Winter Meetings 311, Econometric Society.
  5. Paul EHLING & Sofia B. RAMOS, 2004. "Geographic Versus Industry Diversification: Contraints Matter," FAME Research Paper Series rp113, International Center for Financial Asset Management and Engineering.
  6. Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.

Articles

  1. Aunon-Nerin, Daniel & Ehling, Paul, 2008. "Why firms purchase property insurance," Journal of Financial Economics, Elsevier, vol. 90(3), pages 298-312, December.
  2. Ehling, Paul & Ramos, Sofia B., 2006. "Geographic versus industry diversification: Constraints matter," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 396-416, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Philipp Illeditsch & Michael Gallmeyer & Christian Heyerdahl-Larsen & Paul Ehling, 2009. "Beliefs about Inflation and the Term Structure of Interest Rates," 2009 Meeting Papers 1223, Society for Economic Dynamics.

    Cited by:

    1. Urban Jermann, 2013. "A Production-Based Model for the Term Structure," NBER Working Papers 18774, National Bureau of Economic Research, Inc.
    2. Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, August.
    3. Jerry Tsai, 2013. "Rare Disasters and the Term Structure of Interest Rates," Economics Series Working Papers 665, University of Oxford, Department of Economics.

  2. Stathis Tompaidis & Sanjay Srivastava & Michael Gallmeyer & Paul Ehling, 2008. "Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses," 2008 Meeting Papers 769, Society for Economic Dynamics.

    Cited by:

    1. Lorenz, Daniela, 2009. "Portfolioauswahl bei Besteuerung realisierter Kursänderungen," Discussion Papers 2009/17, Free University Berlin, School of Business & Economics.

  3. Daniel Aunon-Nerin & Paul Ehling, 2007. "Why Firms Purchase Property Insurance?," Swiss Finance Institute Research Paper Series 07-16, Swiss Finance Institute.

    Cited by:

    1. Caporale, Guglielmo Maria & Cerrato, Mario & Zhang, Xuan, 2017. "Analysing the determinants of insolvency risk for general insurance firms in the UK," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 107-122.
    2. Jiang, Wei & Adams, Mike & Jia-Upreti, Joy, 2012. "Does managerial entrenchment motivate the insurance decision?," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 117-128.
    3. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
    4. Guglielmo Maria Caporale & Mario Cerrato & Xuan Zhang, 2016. "Analysing the Determinants of Credit Risk for General Insurance Firms in the UK," Discussion Papers of DIW Berlin 1591, DIW Berlin, German Institute for Economic Research.
    5. Upreti, Vineet & Adams, Mike, 2015. "The strategic role of reinsurance in the United Kingdom’s (UK) non-life insurance market," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 206-219.
    6. ADACHI Daisuke & NAKATA Hiroyuki & SAWADA Yasusyuki & SEKIGUCHI Kunio, 2016. "Adverse Selection and Moral Hazard in the Corporate Insurance Market: Evidence from the 2011 Thailand floods," Discussion papers 16025, Research Institute of Economy, Trade and Industry (RIETI).
    7. J. François Outreville, 2011. "The relationship between insurance growth and economic development - 80 empirical papers for a review of the literature," ICER Working Papers 12-2011, ICER - International Centre for Economic Research.
    8. Dalton, Christina Marsh & Holland, Sara B., 2015. "Why Do Firms Use Insurance to Fund Worker Health Benefits? The Role of Corporate Finance," MPRA Paper 61952, University Library of Munich, Germany.
    9. Erwann Michel-Kerjan & Paul Raschky & Howard Kunreuther, 2015. "Corporate Demand for Insurance: New Evidence From the U.S. Terrorism and Property Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 82(3), pages 505-530, September.
    10. Noriyoshi Yanase & Piman Limpaphayom, 2017. "Organization Structure And Corporate Demand For Reinsurance: The Case Of The Japanese Keiretsu," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(2), pages 599-629, June.
    11. Selim Mankaï & Aymen Belgacem, 2016. "Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 1007-1043, December.
    12. Erwann Michel-Kerjan & Paul A. Raschky & Howard C. Kunreuther, 2009. "Corporate Demand for Insurance: An Empirical Analysis of the U.S. Market for Catastrophe and Non-Catastrophe Risks," Working Papers hal-00372420, HAL.
    13. Joy Jia & Mike Adams & Mike Buckle, 2012. "Insurance and ownership structure in India’s corporate sector," Asia Pacific Journal of Management, Springer, vol. 29(1), pages 129-149, March.
    14. Selim Mankaï & Aymen Belgacem, 2014. "Interactions Between Risk-Taking, Capital, and Reinsurance for Property- Liability Insurance Firms," Working Papers 2014-154, Department of Research, Ipag Business School.
    15. Lin, Chen & Lin, Ping & Zou, Hong, 2012. "Does property rights protection affect corporate risk management strategy? Intra- and cross-country evidence," Journal of Corporate Finance, Elsevier, vol. 18(2), pages 311-330.
    16. Marc A. Ragin & Martin Halek, 2016. "Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 849-876, December.
    17. Grzegorz Strupczewski & Michal Thlon & Kamil Fijorek, 2016. "Corporate Insurance Versus Risk Retention: An Empirical Analysis of Medium and Large Companies in Poland," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 41(4), pages 626-649, October.

  4. Paul EHLING & Sofia B. RAMOS, 2004. "Geographic Versus Industry Diversification: Contraints Matter," FAME Research Paper Series rp113, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Lieven L. de Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository 2013/191025, ULB -- Universite Libre de Bruxelles.
    2. Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2004. "Equity Returns and Integration: Is Europe Changing?," FAME Research Paper Series rp117, International Center for Financial Asset Management and Engineering.
    3. Larsen, Ryan A. & Mjelde, James W. & Klinefelter, Danny A. & Wolfley, Jared L., 2009. "Geographical Diversification in Agriculture: An Applied Case to Western U.S. Wheat Growers," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46819, Southern Agricultural Economics Association.
    4. José G. Dias & Sofia B. Ramos, 2015. "An Analysis of Industry Regimes Synchronization in the Eurozone," Journal of Common Market Studies, Wiley Blackwell, vol. 53(2), pages 255-273, March.
    5. Bastien Drut, 2010. "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, vol. 92(1), pages 131-145, April.
    6. Jose Faias & Miguel Ferreira & Pedro Santa-Clara & Pedro Matos, 2011. "Does Institutional Ownership Matter for International Stock Return Comovement?," EcoMod2011 3038, EcoMod.
    7. Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB 12-003, ULB -- Universite Libre de Bruxelles.
    8. Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A., 2012. "International portfolio diversification: Currency, industry and country effects revisited," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1249-1278.
    9. Hakim, Idwan & Masih, Mansur, 2014. "Portfolio diversification strategy for Malaysia: International and sectoral perspectives," MPRA Paper 58909, University Library of Munich, Germany.
    10. Larsen, Ryan A. & Vedenov, Dmitry V. & Leatham, David J., 2009. "Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46763, Southern Agricultural Economics Association.
    11. De Moor, Lieven & Sercu, Piet, 2011. "Country versus sector factors in equity returns: The roles of non-unit exposures," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 64-77, January.
    12. Larsen, Ryan A. & Leatham, David J. & Mjelde, James W. & Wolfley, Jared L., 2008. "Geographical Diversification: An Application of Copula Based CVaR," Proceedings:2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri 119533, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    13. Fedenia, Mark & Shafer, Sherrill & Skiba, Hilla, 2013. "Information immobility, industry concentration, and institutional investors’ performance," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2140-2159.
    14. Mark Fedenia & Sherrill Shaffer & Hilla Skiba, 2012. "Information immobility, industry concentration, and institutional investors' performance," CAMA Working Papers 2012-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  5. Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Moerman, Gerard A., 2008. "Diversification in euro area stock markets: Country versus industry," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1122-1134, November.

Articles

  1. Aunon-Nerin, Daniel & Ehling, Paul, 2008. "Why firms purchase property insurance," Journal of Financial Economics, Elsevier, vol. 90(3), pages 298-312, December.
    See citations under working paper version above.
  2. Ehling, Paul & Ramos, Sofia B., 2006. "Geographic versus industry diversification: Constraints matter," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 396-416, October.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (2) 2004-12-02 2005-04-16
  2. NEP-GEO: Economic Geography (1) 2005-04-16
  3. NEP-RMG: Risk Management (1) 2005-04-16
  4. NEP-URE: Urban & Real Estate Economics (1) 2005-04-16

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