Sebastian Ebert

Frankfurt School of Finance & Management

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

Frankfurt School of Finance & Management

Adickesallee 32-34

Frankfurt, 60322

Germany

SCHOLARLY PAPERS

18

DOWNLOADS

6,706

SSRN CITATIONS

71

CROSSREF CITATIONS

65

Scholarly Papers (18)

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, Sebastian Ebert and Philipp Strack
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and Yale, Department of Economics
Downloads 1,045 (30,294)
Citation 20

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
Lieven Baele, Joost Driessen, Sebastian Ebert, Sebastian Ebert, Juan M. Londono and Oliver G. Spalt
Tilburg University - Department of Finance, Tilburg University - Tilburg University School of Economics and Management, Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management, Board of Governors of the Federal Reserve System and University of Mannheim - Business School
Downloads 707 (51,105)
Citation 14

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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, Sebastian Ebert and Christian Hilpert
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 825 (42,173)
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, Sebastian Ebert and Gijs van de Kuilen
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and Tilburg University
Downloads 602 (63,686)
Citation 7

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

5.

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 and Sebastian Ebert
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management
Downloads 490 (82,301)
Citation 5

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

6.

Never, Ever Getting Started: On Prospect Theory Without Commitment

Number of pages: 20 Posted: 19 Apr 2016 Last Revised: 29 Jul 2018
Sebastian Ebert, Sebastian Ebert and Philipp Strack
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and Yale, Department of Economics
Downloads 439 (93,696)
Citation 10

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

7.

Skewness Preferences in Choice under Risk

Number of pages: 15 Posted: 26 Nov 2019 Last Revised: 11 Aug 2021
Sebastian Ebert, Sebastian Ebert and Paul Karehnke
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and ESCP Business School
Downloads 397 (105,261)
Citation 1

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

8.

Joint Measurement of Risk Aversion, Prudence, and Temperance

Number of pages: 31 Posted: 22 Dec 2011 Last Revised: 02 Jul 2014
Sebastian Ebert, Sebastian Ebert and Daniel Wiesen
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and University of Cologne
Downloads 385 (109,106)
Citation 15

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

9.

Discounting, Diversity, and Investment

Number of pages: 61 Posted: 19 Sep 2016 Last Revised: 09 Feb 2018
Sebastian Ebert, Sebastian Ebert, Wei Wei and Xun Yu Zhou
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management, University of Oxford and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 301 (142,341)
Citation 2

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

10.

Even (Mixed) Risk Lovers are Prudent: Comment

Number of pages: 5 Posted: 10 Jul 2012
Sebastian Ebert and Sebastian Ebert
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management
Downloads 256 (167,802)
Citation 7

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

11.

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

Number of pages: 69 Posted: 28 Nov 2020 Last Revised: 06 Dec 2021
Joost Driessen, Sebastian Ebert, Sebastian Ebert and Joren Koëter
Tilburg University - Tilburg University School of Economics and Management, Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and Rotterdam School of Management, Erasmus University
Downloads 254 (169,070)

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asset pricing, behavioral finance, probability weighting, option markets

12.

On Taking a Skewed Risk More Than Once

Number of pages: 39 Posted: 08 Jan 2021
Sebastian Ebert and Sebastian Ebert
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management
Downloads 244 (175,752)

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penny-picking, repeated risk-taking, skewness, skewness preference, trailing stop-loss

13.

On Skewed Risks in Economic Models and Experiments

Number of pages: 28 Posted: 21 Nov 2011 Last Revised: 31 Jul 2014
Sebastian Ebert and Sebastian Ebert
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management
Downloads 239 (180,038)
Citation 11

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

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, Sebastian Ebert, Diego Nocetti and Harris Schlesinger
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management, Clarkson University and University of Alabama
Downloads 149 (271,933)
Citation 4

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

15.

On Correlated Lotteries in Economic Applications

Number of pages: 25 Posted: 05 Feb 2022 Last Revised: 04 May 2022
Markus Dertwinkel-Kalt, Sebastian Ebert, Sebastian Ebert and Mats Köster
University of Münster, Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and Central European University (CEU)
Downloads 115 (332,420)

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

16.

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

Number of pages: 86 Posted: 15 Nov 2018
Sebastian Ebert and Sebastian Ebert
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management
Downloads 110 (340,772)
Citation 1

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discounting, higher-order risk preferences, prudence, temperance

17.

Electronic Companion to 'Testing for Prudence and Skewness Seeking'

Management Science, Forthcoming
Number of pages: 5 Posted: 24 May 2011
Sebastian Ebert, Sebastian Ebert and Daniel Wiesen
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and University of Cologne
Downloads 81 (413,020)
Citation 9

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18.

Online Appendix: Skewness Preferences in Choice under Risk

Number of pages: 72 Posted: 10 Sep 2021
Sebastian Ebert, Sebastian Ebert and Paul Karehnke
Frankfurt School of Finance & ManagementFrankfurt School of Finance & Management and ESCP Business School
Downloads 67 (458,218)

Abstract:

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