Paul Ehling

Paul Ehling is an associate professor of financial economics at BI Norwegian Business School in Oslo, Norway. Before joining BI in 2005, he served on the faculty of the Pennsylvania State University. He received a PhD in Finance from HEC Lausanne and FAME in December 2003. Ehling has consulted on risk capital, corporate risk management, and interest rate risk management for various corporations and worked for a consultancy firm.

Selected Publications
Why firms purchase property insurance, 2008, Journal of Financial Economics, 90, 298-312 (with D. Aunon-Nerin).

Complete and incomplete financial markets in multi-good economies, 2015, Journal of Economic Theory, 160, 438-462 (with C. Heyerdahl-Larsen).

Correlations, 2017, Management Science, 63, 1919/1937 (with C. Heyerdahl-Larsen).

Disagreement about inflation and the yield curve, 2016, forthcoming Journal of Financial Economics (with M. Gallmeyer, C. Heyerdahl-Larsen, and Ph. Illeditsch).

Portfolio tax trading with carry-over-losses, 2016, forthcoming in Management Science (with M. Gallmeyer, S. Srivastava, S. Tompaidis, and B. Yang).

Asset prices and portfolio choice with learning from experience, 2017, forthcoming Review of Economic Studies (with A. Graniero and C. Heyerdahl-Larsen)

My SSRN webpage: https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=327263

Teaching areas
Asset Pricing Theory (PhD) and Derivatives (MSc)