Sebastian Ebert

Frankfurt School of Finance & Management gemeinnützige GmbH

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

16

DOWNLOADS

5,657

SSRN CITATIONS

67

CROSSREF CITATIONS

65

Scholarly Papers (16)

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
Frankfurt School of Finance & Management gemeinnützige GmbH and Yale, Department of Economics
Downloads 998 (26,879)
Citation 20

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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, Frankfurt School of Finance & Management gemeinnützige GmbH, Board of Governors of the Federal Reserve System and University of Mannheim - Business School
Downloads 624 (50,471)
Citation 11

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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
Frankfurt School of Finance & Management gemeinnützige GmbH and Sun Yat-Sen University (SYSU) - Lingnan (University) College
Downloads 775 (38,301)
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
Frankfurt School of Finance & Management gemeinnützige GmbH and Tilburg University
Downloads 538 (61,745)
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
Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 442 (78,587)
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 and Philipp Strack
Frankfurt School of Finance & Management gemeinnützige GmbH and Yale, Department of Economics
Downloads 380 (93,768)
Citation 8

Abstract:

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

7.

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
Frankfurt School of Finance & Management gemeinnützige GmbH and University of Cologne
Downloads 371 (96,413)
Citation 15

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

8.

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
Frankfurt School of Finance & Management gemeinnützige GmbH, University of Oxford and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 272 (135,009)
Citation 2

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

9.

Even (Mixed) Risk Lovers are Prudent: Comment

Number of pages: 5 Posted: 10 Jul 2012
Sebastian Ebert
Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 248 (148,143)
Citation 7

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

10.

Skewness Preferences in Choice under Risk

Number of pages: 68 Posted: 26 Nov 2019 Last Revised: 07 Dec 2020
Sebastian Ebert and Paul Karehnke
Frankfurt School of Finance & Management gemeinnützige GmbH and ESCP Business School
Downloads 244 (150,544)
Citation 1

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

11.

On Skewed Risks in Economic Models and Experiments

Number of pages: 28 Posted: 21 Nov 2011 Last Revised: 31 Jul 2014
Sebastian Ebert
Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 217 (168,381)
Citation 10

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

12.

On Taking a Skewed Risk More Than Once

Number of pages: 39 Posted: 08 Jan 2021
Sebastian Ebert
Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 161 (219,701)

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

13.

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
Frankfurt School of Finance & Management gemeinnützige GmbH, Clarkson University and University of Alabama
Downloads 141 (245,019)
Citation 4

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

14.

Π-CAPM: An Asset Pricing Model with Probability Weighting

Number of pages: 64 Posted: 28 Nov 2020
Joost Driessen, Sebastian Ebert and Joren Koëter
Tilburg University - Tilburg University School of Economics and Management, Frankfurt School of Finance & Management gemeinnützige GmbH and Department of Finance; Tilburg University - Center for Economic Research (CentER)
Downloads 88 (341,036)

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asset pricing, behavioral finance, probability weighting, option markets

15.

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

Number of pages: 86 Posted: 15 Nov 2018
Sebastian Ebert
Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 85 (348,355)
Citation 1

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discounting, higher-order risk preferences, prudence, temperance

16.

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
Frankfurt School of Finance & Management gemeinnützige GmbH and University of Cologne
Downloads 73 (380,398)
Citation 9

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