Sebastian Ebert

Heidelberg University

Grabengasse 1

Heidelberg, 69117

Germany

SCHOLARLY PAPERS

20

DOWNLOADS

8,342

SSRN CITATIONS

143

CROSSREF CITATIONS

68

Scholarly Papers (20)

1.

Until the Bitter End: On Prospect Theory in a Dynamic Context

Number of pages: 25 Posted: 16 Feb 2012 Last Revised: 15 Dec 2015
Sebastian Ebert and Philipp Strack
and Yale, Department of Economics
Downloads 1,111 (37,173)
Citation 30

Abstract:

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Behavioral Economics, Disposition Effect, Irreversible Investment, Prospect Theory, Skewness Preference, Time-Inconsistency

Cumulative Prospect Theory, Option Returns, and the Variance Premium

Number of pages: 82 Posted: 21 Mar 2014 Last Revised: 17 Jun 2018
Tilburg University - Department of Finance, Tilburg University - Tilburg University School of Economics and Management, , Board of Governors of the Federal Reserve System and University of Mannheim - Business School
Downloads 815 (56,429)
Citation 31

Abstract:

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Cumulative prospect theory, variance risk premium, probability weighting

3.

Skewness Preference and the Popularity of Technical Analysis

Number of pages: 73 Posted: 16 Nov 2013 Last Revised: 08 Dec 2019
Sebastian Ebert and Christian Hilpert
and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 920 (48,550)
Citation 3

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Behavioral Finance, Market Timing, Moving Average, Prospect Theory, Skewness Preference, Technical Analysis

4.

Measuring Multivariate Risk Preferences

Number of pages: 49 Posted: 01 Aug 2015 Last Revised: 01 Apr 2016
Sebastian Ebert and Gijs van de Kuilen
and Tilburg University
Downloads 724 (67,105)
Citation 7

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Multivariate Risk Preferences, Correlation Aversion, Cross-Prudence, Coskewness, Time Preferences, Social Preferences

5.

Skewness Preferences in Choice under Risk

Number of pages: 31 Posted: 26 Nov 2019 Last Revised: 17 Sep 2023
Sebastian Ebert and Paul Karehnke
and ESCP Business School
Downloads 586 (87,711)
Citation 1

Abstract:

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risk preferences, downside risk aversion, prudence, skewness preferences, orders of skewness preferences

6.

Decision-Making When Things Are Only a Matter of Time

Number of pages: 26 Posted: 14 Oct 2015 Last Revised: 19 Aug 2019
Sebastian Ebert
Downloads 557 (93,440)
Citation 5

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risk preferences; time preferences; time risk preferences; prudent discounting

7.

Never, Ever Getting Started: On Prospect Theory Without Commitment

Number of pages: 20 Posted: 19 Apr 2016 Last Revised: 29 Jul 2018
Sebastian Ebert and Philipp Strack
and Yale, Department of Economics
Downloads 549 (95,195)
Citation 9

Abstract:

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Prospect Theory, Risk-Taking, Skewness Preference, Time- Inconsistency

8.

Joint Measurement of Risk Aversion, Prudence, and Temperance

Number of pages: 31 Posted: 22 Dec 2011 Last Revised: 02 Jul 2014
Sebastian Ebert and Daniel Wiesen
and University of Cologne
Downloads 415 (133,043)
Citation 15

Abstract:

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Decision making under risk, experiment, prospect theory, prudence, risk aversion, risk loving, temperance

9.

On Taking a Skewed Risk More Than Once

Number of pages: 39 Posted: 08 Jan 2021 Last Revised: 06 Sep 2023
Sebastian Ebert
Downloads 373 (150,055)
Citation 5

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Skewness, horizon effects, probability weighting, rare events

10.

Discounting, Diversity, and Investment

Number of pages: 61 Posted: 19 Sep 2016 Last Revised: 09 Feb 2018
Sebastian Ebert, Wei Wei and Xun Yu Zhou
, University of Oxford and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 344 (163,998)
Citation 2

Abstract:

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diversity, hyperbolic discounting, investment, parameter uncertainty, time inconsistency, weighted discounting

11.

Even (Mixed) Risk Lovers are Prudent: Comment

Number of pages: 5 Posted: 10 Jul 2012
Sebastian Ebert
Downloads 290 (196,419)
Citation 10

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higher-order risk preferences, mixed risk aversion, mixed risk loving, non-mixed preferences, prudence

12.

On Skewed Risks in Economic Models and Experiments

Number of pages: 28 Posted: 21 Nov 2011 Last Revised: 31 Jul 2014
Sebastian Ebert
Downloads 285 (200,006)
Citation 21

Abstract:

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Binary Risks, Decision Making under Risk, Lottery Experiments, Skewness, Skewness Preference

13.

On Correlated Lotteries in Economic Applications

Number of pages: 25 Posted: 05 Feb 2022 Last Revised: 03 May 2023
Markus Dertwinkel-Kalt, Sebastian Ebert and Mats Köster
University of Münster, and Central European University (CEU)
Downloads 266 (214,440)

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Binary Lotteries, Correlation, Correlation Neglect, Limited Attention, Portfolio Choice

14.

Greater Mutual Aggravation

Netspar Discussion Paper No. 01/2016-002
Number of pages: 5 Posted: 09 Jan 2016 Last Revised: 08 Jan 2017
Sebastian Ebert, Diego Nocetti and Harris Schlesinger
, Clarkson University and University of Alabama
Downloads 196 (286,785)
Citation 4

Abstract:

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mixed risk aversion, mutual aggravation, risk apportionment, stochastic dominance, utility premium, prudence

15.

Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets

Number of pages: 81 Posted: 28 Nov 2020 Last Revised: 13 Dec 2022
Joost Driessen, Sebastian Ebert and Joren Koëter
Tilburg University - Tilburg University School of Economics and Management, and Rotterdam School of Management, Erasmus University
Downloads 182 (306,364)

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asset pricing, behavioral finance, probability weighting, option markets

16.

Eliciting Stopping Times

Number of pages: 71 Posted: 02 Aug 2023 Last Revised: 09 Nov 2023
Sebastian Ebert and Maximilian Voigt
and Frankfurt School of Finance & Management
Downloads 170 (325,277)

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Elicitation, Dynamic Consistency, Repeated Risk-Taking, Stopping Times

17.

Prudent Discounting: Experimental Evidence on Higher-Order Time Risk Preferences

Number of pages: 86 Posted: 15 Nov 2018
Sebastian Ebert
Downloads 169 (326,895)
Citation 1

Abstract:

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discounting, higher-order risk preferences, prudence, temperance

18.

Online Appendix: Skewness Preferences in Choice under Risk

Number of pages: 19 Posted: 10 Sep 2021 Last Revised: 17 Sep 2023
Sebastian Ebert and Paul Karehnke
and ESCP Business School
Downloads 150 (361,561)
Citation 2

Abstract:

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Risk preferences, downside risk aversion, prudence, skewness preferences, orders of skewness preferences

19.

First-Order Prudence and its Implications for Precautionary Savings and the Risk-Free Rate

Number of pages: 38 Posted: 27 Jan 2023 Last Revised: 17 Sep 2023
Sebastian Ebert and Paul Karehnke
and ESCP Business School
Downloads 133 (399,965)

Abstract:

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Prudence, precautionary saving, risk-free rate puzzle, expected utility, probability weighting

20.

Electronic Companion to 'Testing for Prudence and Skewness Seeking'

Management Science, Forthcoming
Number of pages: 5 Posted: 24 May 2011
Sebastian Ebert and Daniel Wiesen
and University of Cologne
Downloads 107 (467,947)
Citation 27

Abstract:

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