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Sebastian Ebert
Sebastian Ebert
Professor of Economics, University of Heidelberg
Verifisert e-postadresse på awi.uni-heidelberg.de - Startside
Tittel
Sitert av
Sitert av
År
Testing for prudence and skewness seeking
S Ebert, D Wiesen
Management Science 57 (7), 1334-1349, 2011
209*2011
Joint measurement of risk aversion, prudence, and temperance
S Ebert, D Wiesen
Journal of Risk and Uncertainty 48, 231-252, 2014
1662014
Until the bitter end: on prospect theory in a dynamic context
S Ebert, P Strack
American Economic Review 105 (4), 1618-1633, 2015
1132015
On skewed risks in economic models and experiments
S Ebert
Journal of Economic Behavior & Organization 112 (4), 85-97, 2015
932015
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
642019
Moment characterization of higher-order risk preferences
S Ebert
Theory and Decision 74, 267-284, 2013
522013
Weighted discounting—on group diversity, time-inconsistency, and consequences for investment
S Ebert, W Wei, XY Zhou
Journal of Economic Theory 189, 105089, 2020
50*2020
Measuring multivariate risk preferences
S Ebert, G van de Kuilen
Available at SSRN 2637964, 2015
402015
Even (mixed) risk lovers are prudent: Comment
S Ebert
American Economic Review 103 (4), 1536-1537, 2013
392013
Skewness preference and the popularity of technical analysis
S Ebert, C Hilpert
Journal of banking & Finance 109, 105675, 2019
36*2019
Never, ever getting started: On prospect theory without commitment
S Ebert, P Strack
Available at SSRN 2765550, 2018
292018
Greater mutual aggravation
S Ebert, DC Nocetti, H Schlesinger
Management Science 64 (6), 2809-2811, 2018
282018
Skewness preferences in choice under risk
S Ebert, P Karehnke
Available at SSRN 3903202, 2021
262021
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
252012
Decision making when things are only a matter of time
S Ebert
Operations Research 68 (5), 1564-1575, 2020
192020
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
132011
Π-CAPM: the classical CAPM with probability weighting and skewed assets
J Driessen, S Ebert, J Koëter
Available at SSRN 3711478, 2021
8*2021
On taking a skewed risk more than once
S Ebert
Available at SSRN 3731565, 2023
52023
Prudent Discounting: Experimental Evidence on Higher Order Time Risk Preferences
S Ebert
International Economic Review 62 (4), 1489-1511, 2021
52021
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
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Artikler 1–20