Details about Sebastian Ebert
Access statistics for papers by Sebastian Ebert.
Last updated 2025-03-14. Update your information in the RePEc Author Service.
Short-id: peb54
Jump to Journal Articles
Working Papers
2025
- Π-CAPM: The classical CAPM with probability weighting and skewed assets
Other publications TiSEM, Tilburg University, School of Economics and Management
2016
- Greater Mutual Aggravation
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
See also Journal Article Greater Mutual Aggravation, Management Science, INFORMS (2018) View citations (12) (2018)
2015
- Experiments on bivariate risk preferences
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association
2010
- 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 Joint measurement of risk aversion, prudence, and temperance, Journal of Risk and Uncertainty, Springer (2014) View citations (90) (2014)
- 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 Moment characterization of higher-order risk preferences, Theory and Decision, Springer (2013) View citations (26) (2013)
2009
- 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 (7)
- 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)
- 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) 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
Journal Articles
2023
- On correlated lotteries in economic applications
Journal of Economic Behavior & Organization, 2023, 215, (C), 292-306 View citations (2)
2021
- PRUDENT DISCOUNTING: EXPERIMENTAL EVIDENCE ON HIGHER ORDER TIME RISK PREFERENCES
International Economic Review, 2021, 62, (4), 1489-1511 View citations (3)
2020
- Weighted discounting—On group diversity, time-inconsistency, and consequences for investment
Journal of Economic Theory, 2020, 189, (C) View citations (12)
2019
- Cumulative Prospect Theory, Option Returns, and the Variance Premium
The Review of Financial Studies, 2019, 32, (9), 3667-3723 View citations (15)
- Skewness preference and the popularity of technical analysis
Journal of Banking & Finance, 2019, 109, (C) View citations (8)
2018
- Greater Mutual Aggravation
Management Science, 2018, 64, (6), 2809-2811 View citations (12)
See also Working Paper Greater Mutual Aggravation, Other publications TiSEM (2016) View citations (3) (2016)
- 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 
Also in The Geneva Risk and Insurance Review, 2018, 43, (1), 1-4 (2018)
2015
- On skewed risks in economic models and experiments
Journal of Economic Behavior & Organization, 2015, 112, (C), 85-97 View citations (62)
- Until the Bitter End: On Prospect Theory in a Dynamic Context
American Economic Review, 2015, 105, (4), 1618-33 View citations (57)
2014
- Joint measurement of risk aversion, prudence, and temperance
Journal of Risk and Uncertainty, 2014, 48, (3), 231-252 View citations (90)
See also Working Paper Joint measurement of risk aversion, prudence and temperance, Bonn Econ Discussion Papers (2010) View citations (2) (2010)
2013
- Even (Mixed) Risk Lovers Are Prudent: Comment
American Economic Review, 2013, 103, (4), 1536-37 View citations (24)
- Moment characterization of higher-order risk preferences
Theory and Decision, 2013, 74, (2), 267-284 View citations (26)
See also Working Paper Moment characterization of higher-order risk preferences, Bonn Econ Discussion Papers (2010) View citations (2) (2010)
2011
- Testing for Prudence and Skewness Seeking
Management Science, 2011, 57, (7), 1334-1349 View citations (126)
Undated
- Treatment of double default effects within the granularity adjustment for Basel II
Journal of Credit Risk 
See also Working Paper Treatment of Double Default Effects within the Granularity Adjustment for Basel II, Bonn Econ Discussion Papers (2009) View citations (2) (2009)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|