Sebastian Ebert

Heidelberg University

Grabengasse 1

Heidelberg, 69117

Germany

  • Heidelberg University

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SCHOLARLY PAPERS

20

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9,470

TOTAL CITATIONS

182

Scholarly Papers (20)

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1.

Cumulative Prospect Theory, Option Returns, and the Variance Premium

Downloads 903 (36,242)
Citation 34

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, Juan M. Londono and Oliver G. Spalt
Tilburg University - Department of Finance, Tilburg University - Tilburg University School of Economics and Management, Heidelberg University, Board of Governors of the Federal Reserve System and University of Mannheim - Business School
Downloads 903 (56,542)
Citation 34

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Cumulative prospect theory, variance risk premium, probability weighting

2.

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
Heidelberg University and Yale, Department of Economics
Downloads 1,146 (41,096)
Citation 30

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

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
Heidelberg University and Deakin University - Deakin Business School
Downloads 959 (52,843)
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
Heidelberg University and Tilburg University
Downloads 850 (62,434)
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: 39 Posted: 26 Nov 2019 Last Revised: 09 Jan 2025
Sebastian Ebert and Paul Karehnke
Heidelberg University and ESCP Business School
Downloads 693 (81,608)
Citation 1

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

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 and Philipp Strack
Heidelberg University and Yale, Department of Economics
Downloads 602 (97,717)
Citation 9

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

7.

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
Heidelberg University
Downloads 590 (100,302)
Citation 5

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

8.

On Taking a Skewed Risk More Than Once

Number of pages: 49 Posted: 08 Jan 2021 Last Revised: 05 Nov 2024
Sebastian Ebert and Mats Köster
Heidelberg University and Central European University (CEU)
Downloads 454 (138,465)
Citation 6

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Skewness, horizon effects, probability weighting, rare events

9.

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
Heidelberg University and University of Cologne
Downloads 448 (140,687)
Citation 15

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

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
Heidelberg University, University of Oxford and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 365 (177,552)
Citation 2

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

11.

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, Heidelberg University and Rotterdam School of Management, Erasmus University
Downloads 324 (202,077)

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asset pricing, behavioral finance, probability weighting, option markets

12.

Even (Mixed) Risk Lovers are Prudent: Comment

Number of pages: 5 Posted: 10 Jul 2012
Sebastian Ebert
Heidelberg University
Downloads 310 (212,028)
Citation 10

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

13.

On Skewed Risks in Economic Models and Experiments

Number of pages: 28 Posted: 21 Nov 2011 Last Revised: 31 Jul 2014
Sebastian Ebert
Heidelberg University
Downloads 299 (220,372)
Citation 23

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

14.

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, Heidelberg University and Central European University (CEU)
Downloads 294 (224,369)

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

15.

Eliciting Stopping Times

Number of pages: 68 Posted: 02 Aug 2023 Last Revised: 26 Apr 2025
Sebastian Ebert and Maximilian Voigt
Heidelberg University and HEC Montreal - Department of Finance
Downloads 276 (240,526)

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

16.

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
Heidelberg University, Clarkson University and University of Alabama
Downloads 245 (270,246)
Citation 4

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

17.

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

Number of pages: 32 Posted: 27 Jan 2023 Last Revised: 27 Nov 2024
Sebastian Ebert and Paul Karehnke
Heidelberg University and ESCP Business School
Downloads 200 (328,381)

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

18.

Online Appendix: Skewness Preferences in Choice under Risk

Number of pages: 23 Posted: 10 Sep 2021 Last Revised: 09 Jan 2025
Sebastian Ebert and Paul Karehnke
Heidelberg University and ESCP Business School
Downloads 198 (331,428)
Citation 3

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

19.

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

Number of pages: 86 Posted: 15 Nov 2018
Sebastian Ebert
Heidelberg University
Downloads 196 (334,592)
Citation 1

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discounting, higher-order risk preferences, prudence, temperance

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
Heidelberg University and University of Cologne
Downloads 118 (512,427)
Citation 29

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