Sebastian Ebert
Personal Details
First Name: | Sebastian |
Middle Name: | |
Last Name: | Ebert |
Suffix: | |
RePEc Short-ID: | peb54 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/ebertecon/home | |
Affiliation
Frankfurt School of Finance and Management
Frankfurt, Germanyhttp://www.frankfurt-school.de/
RePEc:edi:hfbfide (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016.
"Greater Mutual Aggravation,"
Other publications TiSEM
e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018. "Greater Mutual Aggravation," Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
- Ebert, Sebastian & van de Kuilen, Gijs, 2015. "Experiments on bivariate risk preferences," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113055, Verein für Socialpolitik / German Economic Association.
- Ebert, Sebastian, 2010.
"Moment characterization of higher-order risk preferences,"
Bonn Econ Discussion Papers
17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
- Ebert, Sebastian & Wiesen, Daniel, 2010.
"Joint measurement of risk aversion, prudence and temperance,"
Bonn Econ Discussion Papers
20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert & Daniel Wiesen, 2014. "Joint measurement of risk aversion, prudence, and temperance," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
- Ebert, Sebastian & Wiesen, Daniel, 2009. "An experimental methodology testing for prudence and third-order preferences," Bonn Econ Discussion Papers 21/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Ebert, Sebastian & Lütkebohmert, Eva, 2009. "Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation," Bonn Econ Discussion Papers 24/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Ebert, Sebastian & Lütkebohmert, Eva, 2009. "Treatment of Double Default Effects within the Granularity Adjustment for Basel II," Bonn Econ Discussion Papers 10/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
Articles
- Sebastian Ebert, 2021. "Prudent Discounting: Experimental Evidence On Higher Order Time Risk Preferences," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(4), pages 1489-1511, November.
- Ebert, Sebastian & Wei, Wei & Zhou, Xun Yu, 2020. "Weighted discounting—On group diversity, time-inconsistency, and consequences for investment," Journal of Economic Theory, Elsevier, vol. 189(C).
- Ebert, Sebastian & Hilpert, Christian, 2019. "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, vol. 109(C).
- Lieven Baele & Joost Driessen & Sebastian Ebert & Juan M Londono & Oliver G Spalt, 2019. "Cumulative Prospect Theory, Option Returns, and the Variance Premium," The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3667-3723.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018.
"Greater Mutual Aggravation,"
Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016. "Greater Mutual Aggravation," Other publications TiSEM e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Cary Deck & Sebastian Ebert & Andreas Richter, 2018.
"Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
- Cary Deck & Sebastian Ebert & Andreas Richter, 2018. "Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
- Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
- Sebastian Ebert & Philipp Strack, 2015. "Until the Bitter End: On Prospect Theory in a Dynamic Context," American Economic Review, American Economic Association, vol. 105(4), pages 1618-1633, April.
- Sebastian Ebert & Daniel Wiesen, 2014.
"Joint measurement of risk aversion, prudence, and temperance,"
Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
- Ebert, Sebastian & Wiesen, Daniel, 2010. "Joint measurement of risk aversion, prudence and temperance," Bonn Econ Discussion Papers 20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert, 2013. "Even (Mixed) Risk Lovers Are Prudent: Comment," American Economic Review, American Economic Association, vol. 103(4), pages 1536-1537, June.
- Sebastian Ebert, 2013.
"Moment characterization of higher-order risk preferences,"
Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
- Ebert, Sebastian, 2010. "Moment characterization of higher-order risk preferences," Bonn Econ Discussion Papers 17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
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