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

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

2016

2. 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 (13) (2018)

2015

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

2010

4. 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)
5. 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

6. 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)
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)
8. 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

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

2021

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

2020

3. Weighted discounting—On group diversity, time-inconsistency, and consequences for investment
   Journal of Economic Theory, 2020, 189, (C) View citations (13)

2019

4. Cumulative Prospect Theory, Option Returns, and the Variance Premium
   The Review of Financial Studies, 2019, 32, (9), 3667-3723 View citations (16)
5. Skewness preference and the popularity of technical analysis
   Journal of Banking & Finance, 2019, 109, (C) View citations (8)

2018

6. Greater Mutual Aggravation
   Management Science, 2018, 64, (6), 2809-2811 View citations (13)
   See also Working Paper Greater Mutual Aggravation, Other publications TiSEM (2016) View citations (3) (2016)
7. 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

8. On skewed risks in economic models and experiments
   Journal of Economic Behavior & Organization, 2015, 112, (C), 85-97 View citations (63)
9. Until the Bitter End: On Prospect Theory in a Dynamic Context
   American Economic Review, 2015, 105, (4), 1618-33 View citations (59)

2014

10. 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

11. Even (Mixed) Risk Lovers Are Prudent: Comment
    American Economic Review, 2013, 103, (4), 1536-37 View citations (24)
12. 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

13. Testing for Prudence and Skewness Seeking
    Management Science, 2011, 57, (7), 1334-1349 View citations (129)

Undated

14. 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)