Details about Sebastian Ebert

Access statistics for papers by Sebastian Ebert.

Last updated 2021-02-06. Update your information in the RePEc Author Service.

Short-id: peb54

Working Papers

2016

1. Greater Mutual Aggravation
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
   See also Journal Article in Management Science (2018)

2015

2. Experiments on bivariate risk preferences
   VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association

2010

3. Joint measurement of risk aversion, prudence and temperance
   Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) View citations (2)
   See also Journal Article in Journal of Risk and Uncertainty (2014)
4. Moment characterization of higher-order risk preferences
   Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) View citations (2)
   See also Journal Article in Theory and Decision (2013)

2009

5. An experimental methodology testing for prudence and third-order preferences
   Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) View citations (4)
6. Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation
   Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE)
7. Treatment of Double Default Effects within the Granularity Adjustment for Basel II
   Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE)

Journal Articles

2020

1. Weighted discounting—On group diversity, time-inconsistency, and consequences for investment
   Journal of Economic Theory, 2020, 189, (C)

2019

2. Cumulative Prospect Theory, Option Returns, and the Variance Premium
   Review of Financial Studies, 2019, 32, (9), 3667-3723 View citations (2)
3. Skewness preference and the popularity of technical analysis
   Journal of Banking & Finance, 2019, 109, (C) View citations (1)

2018

4. Greater Mutual Aggravation
   Management Science, 2018, 64, (6), 2809-2811
   See also Working Paper (2016)
5. Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences
   The Geneva Risk and Insurance Review, 2018, 43, (1), 1-4
   Also in The Geneva Papers on Risk and Insurance Theory, 2018, 43, (1), 1-4 (2018)

2015

6. On skewed risks in economic models and experiments
   Journal of Economic Behavior & Organization, 2015, 112, (C), 85-97 View citations (31)
7. Until the Bitter End: On Prospect Theory in a Dynamic Context
   American Economic Review, 2015, 105, (4), 1618-33 View citations (38)

2014

8. Joint measurement of risk aversion, prudence, and temperance
   Journal of Risk and Uncertainty, 2014, 48, (3), 231-252 View citations (50)
   See also Working Paper (2010)

2013

9. Even (Mixed) Risk Lovers Are Prudent: Comment
   American Economic Review, 2013, 103, (4), 1536-37 View citations (13)
10. Moment characterization of higher-order risk preferences
    Theory and Decision, 2013, 74, (2), 267-284 View citations (18)
    See also Working Paper (2010)

2011

11. Testing for Prudence and Skewness Seeking
    Management Science, 2011, 57, (7), 1334-1349 View citations (83)