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Sebastian Ebert
Sebastian Ebert
Professor of Economics, University of Heidelberg
Bestätigte E-Mail-Adresse bei awi.uni-heidelberg.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Testing for prudence and skewness seeking
S Ebert, D Wiesen
Management Science 57 (7), 1334-1349, 2011
189*2011
Joint measurement of risk aversion, prudence, and temperance
S Ebert, D Wiesen
Journal of Risk and Uncertainty 48, 231-252, 2014
151*2014
Until the bitter end: on prospect theory in a dynamic context
S Ebert, P Strack
American Economic Review 105 (4), 1618-1633, 2015
952015
On skewed risks in economic models and experiments
S Ebert
Journal of Economic Behavior & Organization 112 (4), 85-97, 2015
822015
Cumulative prospect theory, option returns, and the variance premium
L Baele, J Driessen, S Ebert, JM Londono, OG Spalt
The Review of Financial Studies 32 (9), 3667-3723, 2019
532019
Moment characterization of higher-order risk preferences
S Ebert
Theory and Decision 74, 267-284, 2013
512013
Weighted discounting—on group diversity, time-inconsistency, and consequences for investment
S Ebert, W Wei, XY Zhou
Journal of Economic Theory 189, 105089, 2020
38*2020
Measuring multivariate risk preferences
S Ebert, G van de Kuilen
Available at SSRN 2637964, 2015
372015
Even (mixed) risk lovers are prudent: Comment
S Ebert
American Economic Review 103 (4), 1536-1537, 2013
352013
Skewness preference and the popularity of technical analysis
S Ebert, C Hilpert
Journal of Banking & Finance 109, 105675, 2019
34*2019
Never, ever getting started: On prospect theory without commitment
S Ebert, P Strack
Available at SSRN 2765550, 2018
262018
Greater mutual aggravation
S Ebert, DC Nocetti, H Schlesinger
Management Science 64 (6), 2809-2811, 2018
262018
On the optimal type and level of guarantees for prospect theory investors
S Ebert, B Koos, JC Schneider
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, 2012
242012
Decision making when things are only a matter of time
S Ebert
Operations Research 68 (5), 1564-1575, 2020
182020
Skewness preferences in choice under risk
S Ebert, P Karehnke
Available at SSRN 3903202, 2021
132021
Treatment of double default effects within the granularity adjustment for Basel II
S Ebert, E Lütkebohmert
Journal of Credit Risk 7 (1), Journal of Credit Risk, 2011
112011
Prudent Discounting: Experimental Evidence on Higher Order Time Risk Preferences
S Ebert
International Economic Review 62 (4), 1489-1511, 2021
42021
An asset drop model as an alternative to the treatment of double defaults within the Basel framework
S Ebert, E Lütkebohmert
The Journal of Credit Risk 8 (3), 41, 2012
3*2012
Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets
J Driessen, S Ebert, J Koëter
Available at SSRN 3711478, 2021
22021
On Taking a Skewed Risk More Than Once
S Ebert
Available at SSRN 3731565, 2020
22020
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