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Details about Sebastian Ebert

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Homepage:https://sites.google.com/site/ebertecon/home
Workplace:Frankfurt School of Finance and Management, (more information at EDIRC)

Access statistics for papers by Sebastian Ebert.

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

Short-id: peb54


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Working Papers

2016

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

2015

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

2010

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

2009

  1. An experimental methodology testing for prudence and third-order preferences
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads View citations (4)
  2. 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) Downloads
  3. 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) Downloads

Journal Articles

2020

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

2019

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

2018

  1. Greater Mutual Aggravation
    Management Science, 2018, 64, (6), 2809-2811 Downloads
    See also Working Paper (2016)
  2. 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 Downloads
    Also in The Geneva Papers on Risk and Insurance Theory, 2018, 43, (1), 1-4 (2018) Downloads

2015

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

2014

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

2013

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

2011

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