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Details about Sebastian Ebert

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 2025-03-14. Update your information in the RePEc Author Service.

Short-id: peb54


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Working Papers

2025

  1. Π-CAPM: The classical CAPM with probability weighting and skewed assets
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2016

  1. Greater Mutual Aggravation
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
    See also Journal Article Greater Mutual Aggravation, Management Science, INFORMS (2018) Downloads View citations (12) (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 Joint measurement of risk aversion, prudence, and temperance, Journal of Risk and Uncertainty, Springer (2014) Downloads View citations (90) (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 Moment characterization of higher-order risk preferences, Theory and Decision, Springer (2013) Downloads View citations (26) (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 (7)
  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 View citations (2)
    See also Journal Article Treatment of double default effects within the granularity adjustment for Basel II, Journal of Credit Risk, Journal of Credit Risk Downloads

Journal Articles

2023

  1. On correlated lotteries in economic applications
    Journal of Economic Behavior & Organization, 2023, 215, (C), 292-306 Downloads View citations (2)

2021

  1. PRUDENT DISCOUNTING: EXPERIMENTAL EVIDENCE ON HIGHER ORDER TIME RISK PREFERENCES
    International Economic Review, 2021, 62, (4), 1489-1511 Downloads View citations (3)

2020

  1. Weighted discounting—On group diversity, time-inconsistency, and consequences for investment
    Journal of Economic Theory, 2020, 189, (C) Downloads View citations (12)

2019

  1. Cumulative Prospect Theory, Option Returns, and the Variance Premium
    The Review of Financial Studies, 2019, 32, (9), 3667-3723 Downloads View citations (15)
  2. Skewness preference and the popularity of technical analysis
    Journal of Banking & Finance, 2019, 109, (C) Downloads View citations (8)

2018

  1. Greater Mutual Aggravation
    Management Science, 2018, 64, (6), 2809-2811 Downloads View citations (12)
    See also Working Paper Greater Mutual Aggravation, Other publications TiSEM (2016) Downloads View citations (3) (2016)
  2. Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences
    The Geneva Papers on Risk and Insurance Theory, 2018, 43, (1), 1-4 Downloads
    Also in The Geneva Risk and Insurance Review, 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 (62)
  2. Until the Bitter End: On Prospect Theory in a Dynamic Context
    American Economic Review, 2015, 105, (4), 1618-33 Downloads View citations (57)

2014

  1. Joint measurement of risk aversion, prudence, and temperance
    Journal of Risk and Uncertainty, 2014, 48, (3), 231-252 Downloads View citations (90)
    See also Working Paper Joint measurement of risk aversion, prudence and temperance, Bonn Econ Discussion Papers (2010) Downloads View citations (2) (2010)

2013

  1. Even (Mixed) Risk Lovers Are Prudent: Comment
    American Economic Review, 2013, 103, (4), 1536-37 Downloads View citations (24)
  2. Moment characterization of higher-order risk preferences
    Theory and Decision, 2013, 74, (2), 267-284 Downloads View citations (26)
    See also Working Paper Moment characterization of higher-order risk preferences, Bonn Econ Discussion Papers (2010) Downloads View citations (2) (2010)

2011

  1. Testing for Prudence and Skewness Seeking
    Management Science, 2011, 57, (7), 1334-1349 Downloads View citations (126)

Undated

  1. Treatment of double default effects within the granularity adjustment for Basel II
    Journal of Credit Risk Downloads
    See also Working Paper Treatment of Double Default Effects within the Granularity Adjustment for Basel II, Bonn Econ Discussion Papers (2009) Downloads View citations (2) (2009)
 
Page updated 2025-03-31