Sebastian Ebert
Personal Details
First Name: | Sebastian |
Middle Name: | |
Last Name: | Ebert |
Suffix: | |
RePEc Short-ID: | peb54 |
https://sites.google.com/site/ebertecon/home | |
Affiliation
Frankfurt School of Finance and Management
Frankfurt, Germanyhttp://www.frankfurt-school.de/
069 154008-0
Sonnemannstraße 9-11, 60314 Frankfurt am Main
RePEc:edi:hfbfide (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016.
"Greater Mutual Aggravation,"
Other publications TiSEM
e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018. "Greater Mutual Aggravation," Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
- Ebert, Sebastian & van de Kuilen, Gijs, 2015. "Experiments on bivariate risk preferences," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113055, Verein für Socialpolitik / German Economic Association.
- Ebert, Sebastian & Wiesen, Daniel, 2010.
"Joint measurement of risk aversion, prudence and temperance,"
Bonn Econ Discussion Papers
20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert & Daniel Wiesen, 2014. "Joint measurement of risk aversion, prudence, and temperance," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
- Ebert, Sebastian, 2010.
"Moment characterization of higher-order risk preferences,"
Bonn Econ Discussion Papers
17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
- Ebert, Sebastian & Wiesen, Daniel, 2009. "An experimental methodology testing for prudence and third-order preferences," Bonn Econ Discussion Papers 21/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Ebert, Sebastian & Lütkebohmert, Eva, 2009. "Treatment of Double Default Effects within the Granularity Adjustment for Basel II," Bonn Econ Discussion Papers 10/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Ebert, Sebastian & Lütkebohmert, Eva, 2009. "Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation," Bonn Econ Discussion Papers 24/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
Articles
- Ebert, Sebastian & Wei, Wei & Zhou, Xun Yu, 2020. "Weighted discounting—On group diversity, time-inconsistency, and consequences for investment," Journal of Economic Theory, Elsevier, vol. 189(C).
- Ebert, Sebastian & Hilpert, Christian, 2019. "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, vol. 109(C).
- Lieven Baele & Joost Driessen & Sebastian Ebert & Juan M Londono & Oliver G Spalt, 2019. "Cumulative Prospect Theory, Option Returns, and the Variance Premium," Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3667-3723.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018.
"Greater Mutual Aggravation,"
Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016. "Greater Mutual Aggravation," Other publications TiSEM e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Cary Deck & Sebastian Ebert & Andreas Richter, 2018.
"Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
- Cary Deck & Sebastian Ebert & Andreas Richter, 2018. "Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
- Sebastian Ebert & Philipp Strack, 2015. "Until the Bitter End: On Prospect Theory in a Dynamic Context," American Economic Review, American Economic Association, vol. 105(4), pages 1618-1633, April.
- Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
- Sebastian Ebert & Daniel Wiesen, 2014.
"Joint measurement of risk aversion, prudence, and temperance,"
Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
- Ebert, Sebastian & Wiesen, Daniel, 2010. "Joint measurement of risk aversion, prudence and temperance," Bonn Econ Discussion Papers 20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert, 2013. "Even (Mixed) Risk Lovers Are Prudent: Comment," American Economic Review, American Economic Association, vol. 103(4), pages 1536-1537, June.
- Sebastian Ebert, 2013.
"Moment characterization of higher-order risk preferences,"
Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
- Ebert, Sebastian, 2010. "Moment characterization of higher-order risk preferences," Bonn Econ Discussion Papers 17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016.
"Greater Mutual Aggravation,"
Other publications TiSEM
e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018. "Greater Mutual Aggravation," Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
Cited by:
- Hongxia Wang, 2019. "Generalized Multiplicative Risk Apportionment," Risks, MDPI, Open Access Journal, vol. 7(2), pages 1-9, June.
- Donatella Baiardi & Marco Magnani & Mario Menegatti, 2020. "The theory of precautionary saving: an overview of recent developments," Review of Economics of the Household, Springer, vol. 18(2), pages 513-542, June.
- Marzia Donno & Marco Magnani & Mario Menegatti, 2020. "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 251-267, June.
- Ebert, Sebastian & Wiesen, Daniel, 2010.
"Joint measurement of risk aversion, prudence and temperance,"
Bonn Econ Discussion Papers
20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert & Daniel Wiesen, 2014. "Joint measurement of risk aversion, prudence, and temperance," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
Cited by:
- Brunette, Marielle & Jacob, Julien, 2019.
"Risk aversion, prudence and temperance: An experiment in gain and loss,"
Research in Economics, Elsevier, vol. 73(2), pages 174-189.
- Marielle Brunette & Julien Jacob, 2019. "Risk aversion, prudence and temperance: an experiment in gain and loss," Post-Print hal-02114762, HAL.
- Liu, Liqun & Wang, Jianli, 2017. "A note on the comparative statics approach to nth-degree risk aversion," Economics Letters, Elsevier, vol. 159(C), pages 116-118.
- Han Bleichrodt & Christophe Courbage & Béatrice Rey, 2018. "The Value of a Statistical Life Under Changes in Ambiguity," Working Papers 1832, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Zweifel, Peter, 2020. "Innovation in long-term care insurance: Joint contracts for mitigating relational moral hazard," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 116-124.
- Eric Cardella & Carl Kitchens, 2017. "The impact of award uncertainty on settlement negotiations," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 333-367, June.
- Attema, Arthur E. & l’Haridon, Olivier & van de Kuilen, Gijs, 2019.
"Measuring multivariate risk preferences in the health domain,"
Journal of Health Economics, Elsevier, vol. 64(C), pages 15-24.
- Arthur Attema & Olivier L’haridon & Gijs van de Kuilen, 2019. "Measuring Multivariate Risk Preferences in the Health Domain," Post-Print halshs-01970236, HAL.
- Takehito Masuda & Eungik Lee, 2019.
"Higher order risk attitudes and prevention under different timings of loss,"
Experimental Economics, Springer;Economic Science Association, vol. 22(1), pages 197-215, March.
- Takehito Masuda & Eungik Lee, 2018. "Higher order risk attitudes and prevention under different timings of loss," ISER Discussion Paper 1034, Institute of Social and Economic Research, Osaka University.
- Breaban, Adriana & van de Kuilen, Gijs & Noussair, Charles, 2016.
"Prudence, Personality, Cognitive Ability and Emotional State,"
Discussion Paper
2016-030, Tilburg University, Center for Economic Research.
- Breaban, Adriana & van de Kuilen, Gijs & Noussair, Charles, 2016. "Prudence, Personality, Cognitive Ability and Emotional State," Other publications TiSEM 9a01a5ab-e03d-49eb-9cd7-4, Tilburg University, School of Economics and Management.
- Gerhardt, Holger & Schildberg-Hörisch, Hannah & Willrodt, Jana, 2017.
"Does self-control depletion affect risk attitudes?,"
MPRA Paper
81490, University Library of Munich, Germany.
- Gerhardt, Holger & Schildberg-Hörisch, Hannah & Willrodt, Jana, 2015. "Does Self-Control Depletion Affect Risk Attitudes?," IZA Discussion Papers 9613, Institute of Labor Economics (IZA).
- Gerhardt, Holger & Schildberg-Hörisch, Hannah & Willrodt, Jana, 2017. "Does self-control depletion affect risk attitudes?," European Economic Review, Elsevier, vol. 100(C), pages 463-487.
- Schneider, Sebastian O. & Sutter, Matthias, 2020. "Higher Order Risk Preferences: Experimental Measures, Determinants and Related Field Behavior," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224643, Verein für Socialpolitik / German Economic Association.
- Trautmann, Stefan T. & Kuilen, Gijs van de, 2018. "Higher order risk attitudes: A review of experimental evidence," European Economic Review, Elsevier, vol. 103(C), pages 108-124.
- Timo Heinrich & Thomas Mayrhofer, 2018. "Higher-order risk preferences in social settings," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 434-456, June.
- Crainich, David & Eeckhoudt, Louis & Menegatti, Mario, 2016.
"Changing risks and optimal effort,"
Journal of Economic Behavior & Organization, Elsevier, vol. 125(C), pages 97-106.
- David Crainich & Louis Eeckhoudt & Mario Menegatti, 2016. "Changing risks and optimal effort," Post-Print hal-01533522, HAL.
- Han Bleichrodt & Christophe Courbage & Béatrice Rey-Fournier, 2018. "The Value of a Statistical Life Under Changes in Ambiguity," Working Papers halshs-01943887, HAL.
- Tunç Durmaz, 2016.
"Precautionary Storage in Electricity Markets,"
Working Papers
2016.07, FAERE - French Association of Environmental and Resource Economists.
- Durmaz, Tunç, 2016. "Precautionary Storage in Electricity Markets," Discussion Papers 2016/5, Norwegian School of Economics, Department of Business and Management Science.
- Heinrich, Timo & Mayrhofer, Thomas, 2014. "Higher-order Risk Preferences in Social Settings - An Experimental Analysis," Ruhr Economic Papers 508, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- François Desmoulins-Lebeault & Luc Meunier, 2018. "Moment Risks: Investment for Self and for a Firm," Decision Analysis, INFORMS, vol. 15(4), pages 242-266, December.
- Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020.
"Risk apportionment: The dual story,"
Journal of Economic Theory, Elsevier, vol. 185(C).
- Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger, 2017. "Risk Apportionment: The Dual Story," Papers 1712.02182, arXiv.org.
- Mayrhofer, Thomas & Schmitz, Hendrik, 2020.
"Prudence and prevention: Empirical evidence,"
Ruhr Economic Papers
863, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Thomas Mayrhofer & Hendrik Schmitz, 2020. "Prudence and prevention - Empirical evidence," Working Papers CIE 134, Paderborn University, CIE Center for International Economics.
- Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
- Marco Sahm, 2017. "Risk Aversion and Prudence in Contests," CESifo Working Paper Series 6417, CESifo.
- Douadia Bougherara & Lana Friesen & Céline Nauges, 2020.
"Risk Taking with Left- and Right-Skewed Lotteries,"
Discussion Papers Series
619, School of Economics, University of Queensland, Australia.
- Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2020. "Risk Taking with Left- and Right-Skewed Lotteries," TSE Working Papers 20-1085, Toulouse School of Economics (TSE).
- Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
- Aurélien Baillon & Harris Schlesinger & Gijs van de Kuilen, 2018. "Measuring higher order ambiguity preferences," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 233-256, June.
- Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016. "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, vol. 19(C), pages 255-260.
- Schleich, Joachim & Gassmann, Xavier & Faure, Corinne & Meissner, Thomas, 2016.
"Making the implicit explicit: A look inside the implicit discount rate,"
Working Papers "Sustainability and Innovation"
S04/2016, Fraunhofer Institute for Systems and Innovation Research (ISI).
- Joachim Schleich & Xavier Gassmann & Corinne Faure & Thomas Meissner, 2016. "Making the implicit explicit: A look inside the implicit discount rate," Grenoble Ecole de Management (Post-Print) hal-01366541, HAL.
- Joachim Schleich & Xavier Gassmann & Corinne Faure & Thomas Meissner, 2016. "Making the implicit explicit: A look inside the implicit discount rate," Post-Print hal-01366541, HAL.
- Schleich, Joachim & Gassmann, Xavier & Faure, Corinne & Meissner, Thomas, 2016. "Making the implicit explicit: A look inside the implicit discount rate," Energy Policy, Elsevier, vol. 97(C), pages 321-331.
- Liqun Liu & William S. Neilson, 2019. "Alternative Approaches to Comparative n th-Degree Risk Aversion," Management Science, INFORMS, vol. 65(8), pages 3824-3834, August.
- Paul Karehnke & Frans de Roon, 2020. "Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds," Management Science, INFORMS, vol. 66(12), pages 5969-5989, December.
- Ebert, Sebastian, 2010.
"Moment characterization of higher-order risk preferences,"
Bonn Econ Discussion Papers
17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
- Han (H.) Bleichrodt & Paul van Bruggen, 2018. "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers 18-079/I, Tinbergen Institute.
- Kocher, Martin & Pahlke, Julius & Trautmann, Stefan, 2013.
"An Experimental Study of Precautionary Bidding,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79690, Verein für Socialpolitik / German Economic Association.
- Kocher, Martin G. & Pahlke, Julius & Trautmann, Stefan T., 2015. "An experimental study of precautionary bidding," European Economic Review, Elsevier, vol. 78(C), pages 27-38.
- Kubitza, Christian & Hofmann, Annette & Steinorth, Petra, 2019. "Financial literacy and precautionary insurance," ICIR Working Paper Series 34/19, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- AJ A. Bostian & Christoph Heinzel, 2016. "Consumption Smoothing and Precautionary Saving under Recursive Preferences," FOODSECURE Working papers 44, LEI Wageningen UR.
- Kangoh Lee, 2012. "Uncertain indemnity and the demand for insurance," Theory and Decision, Springer, vol. 73(2), pages 249-265, August.
- Thomas Mayrhofer, 2017. "Skewed background risks and higher-order risk preferences: prudent versus temperate behavior," Applied Economics Letters, Taylor & Francis Journals, vol. 24(5), pages 338-341, March.
- Lakdawalla, Darius N. & Phelps, Charles E., 2020. "Health technology assessment with risk aversion in health," Journal of Health Economics, Elsevier, vol. 72(C).
- Han Bleichrodt & Christophe Courbage & Béatrice Rey, 2019. "The value of a statistical life under changes in ambiguity," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 1-15, February.
- Heinrich, Timo & Shachat, Jason, 2018.
"The development of risk aversion and prudence in Chinese children and adolescents,"
MPRA Paper
86456, University Library of Munich, Germany.
- Timo Heinrich & Jason Shachat, 2020. "The development of risk aversion and prudence in Chinese children and adolescents," Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 263-287, December.
- Ebert, Sebastian, 2010.
"Moment characterization of higher-order risk preferences,"
Bonn Econ Discussion Papers
17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
Cited by:
- Denuit, Michel & Rey, Beatrice, 2012. "Uni- And Multidimensional Risk Attitudes: Some Unifying Theorems," LIDAM Discussion Papers ISBA 2012014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
- Denuit, Michel & Rey, Béatrice, 2013. "Another look at risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 335-343.
- Trautmann, Stefan T. & Kuilen, Gijs van de, 2018. "Higher order risk attitudes: A review of experimental evidence," European Economic Review, Elsevier, vol. 103(C), pages 108-124.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018.
"On the properties of high-order non-monetary measures for risks,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey-Fournier, 2018. "On the properties of high-order non-monetary measures for risks," Post-Print halshs-01951128, HAL.
- Christophe Courbage & Béatrice Rey, 2016. "Decision Thresholds and Changes in Risk for Preventive Treatment," Health Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 111-124, January.
- François Desmoulins-Lebeault & Luc Meunier, 2018. "Moment Risks: Investment for Self and for a Firm," Decision Analysis, INFORMS, vol. 15(4), pages 242-266, December.
- Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
- Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
- Denuit, Michel & Liu, Liqun, 2013. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," LIDAM Discussion Papers ISBA 2013007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Trino-Manuel Ñíguez & Javier Perote, 2016.
"Multivariate moments expansion density: application of the dynamic equicorrelation model,"
Working Papers
1602, Banco de España;Working Papers Homepage.
- Ñíguez, Trino-Manuel & Perote, Javier, 2016. "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 216-232.
- Dertwinkel-Kalt, Markus & Köster, Mats, 2019. "Salience and Skewness Preferences," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203492, Verein für Socialpolitik / German Economic Association.
- Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016. "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, vol. 19(C), pages 255-260.
- Dertwinkel-Kalt, Markus & Köster, Mats, 2019. "Salience and skewness preferences," DICE Discussion Papers 310, University of Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- León, Angel & Moreno, Manuel, 2017. "One-sided performance measures under Gram-Charlier distributions," Journal of Banking & Finance, Elsevier, vol. 74(C), pages 38-50.
- Michel Denuit & Liqun Liu, 2014. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," Theory and Decision, Springer, vol. 76(2), pages 287-295, February.
- Mirko S. Heinle & Kevin C. Smith, 2017. "A theory of risk disclosure," Review of Accounting Studies, Springer, vol. 22(4), pages 1459-1491, December.
- Markus Dertwinkel-Kalt & Mats Köster, 2018. "Salience and Skewness Preferences," CESifo Working Paper Series 7416, CESifo.
- Thomas Åstebro & José Mata & Luís Santos-Pinto, 2015. "Skewness seeking: risk loving, optimism or overweighting of small probabilities?," Theory and Decision, Springer, vol. 78(2), pages 189-208, February.
- Ebert, Sebastian & Wiesen, Daniel, 2009.
"An experimental methodology testing for prudence and third-order preferences,"
Bonn Econ Discussion Papers
21/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
Cited by:
- Noussair, C.N. & Trautmann, S.T. & van de Kuilen, G., 2011.
"Higher Order Risk Attitudes, Demographics, and Financial Decisions,"
Other publications TiSEM
e49b7f3c-c3f2-4d37-8d24-0, Tilburg University, School of Economics and Management.
- Noussair, C.N. & Trautmann, S.T. & van de Kuilen, G., 2011. "Higher Order Risk Attitudes, Demographics, and Financial Decisions," Discussion Paper 2011-055, Tilburg University, Center for Economic Research.
- Charles N. Noussair & Stefan T. Trautmann & Gijs van de Kuilen, 2014. "Higher Order Risk Attitudes, Demographics, and Financial Decisions," Review of Economic Studies, Oxford University Press, vol. 81(1), pages 325-355.
- D. A. Peel, 2012. "Further examples of the impact of skewness on the expected utility of a risk-averse agent," Applied Economics Letters, Taylor & Francis Journals, vol. 19(12), pages 1117-1121, August.
- Luís Santos-Pinto & Adrian Bruhin & José Mata & Thomas Åstebro, 2015.
"Detecting heterogeneous risk attitudes with mixed gambles,"
Theory and Decision, Springer, vol. 79(4), pages 573-600, December.
- Astebro , Thomas & Santos-Pinto , Luís, 2014. "Detecting Heterogeneous Risk Attitudes with Mixed Gambles," HEC Research Papers Series 1042, HEC Paris.
- Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE.
- Noussair, C.N. & Trautmann, S.T. & van de Kuilen, G., 2011.
"Higher Order Risk Attitudes, Demographics, and Financial Decisions,"
Other publications TiSEM
e49b7f3c-c3f2-4d37-8d24-0, Tilburg University, School of Economics and Management.
Articles
- Ebert, Sebastian & Hilpert, Christian, 2019.
"Skewness preference and the popularity of technical analysis,"
Journal of Banking & Finance, Elsevier, vol. 109(C).
Cited by:
- Vicky Henderson & Saul Jacka & Ruiqi Liu, 2021. "The Support and Resistance Line Method: An Analysis via Optimal Stopping," Papers 2103.02331, arXiv.org.
- Lieven Baele & Joost Driessen & Sebastian Ebert & Juan M Londono & Oliver G Spalt, 2019.
"Cumulative Prospect Theory, Option Returns, and the Variance Premium,"
Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3667-3723.
Cited by:
- Sanjay K. Nawalkha & Xiaoyang Zhuo, 2020. "A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims," Papers 2006.15312, arXiv.org, revised Sep 2020.
- Nawalkha, Sanjay K & Zhuo, Xiaoyang, 2020. "A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims," OSF Preprints hsxtu, Center for Open Science.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018.
"Greater Mutual Aggravation,"
Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
See citations under working paper version above.
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016. "Greater Mutual Aggravation," Other publications TiSEM e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Sebastian Ebert & Philipp Strack, 2015.
"Until the Bitter End: On Prospect Theory in a Dynamic Context,"
American Economic Review, American Economic Association, vol. 105(4), pages 1618-1633, April.
Cited by:
- Christian Hilpert, 2020. "The Effect of Risk Aversion and Loss Aversion on Equity‐Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(3), pages 665-687, September.
- Venky Nagar & Madhav V. Rajan & Korok Ray, 2018. "An information-based model for the differential treatment of gains and losses," Review of Accounting Studies, Springer, vol. 23(2), pages 622-653, June.
- Henderson, Vicky & Hobson, David & Tse, Alex S.L., 2017. "Randomized strategies and prospect theory in a dynamic context," Journal of Economic Theory, Elsevier, vol. 168(C), pages 287-300.
- Erhan Bayraktar & Jingjie Zhang & Zhou Zhou, 2018. "Time Consistent Stopping For The Mean-Standard Deviation Problem --- The Discrete Time Case," Papers 1802.08358, arXiv.org, revised Apr 2019.
- Ebert, Sebastian & Hilpert, Christian, 2019. "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, vol. 109(C).
- Paul Viefers & Philipp Strack, 2014. "Too Proud to Stop: Regret in Dynamic Decisions," Discussion Papers of DIW Berlin 1401, DIW Berlin, German Institute for Economic Research.
- Markus Dertwinkel-Kalt & Jonas Frey & Mats Köster, 2020. "Optimal Stopping in a Dynamic Salience Model," CESifo Working Paper Series 8496, CESifo.
- Henderson, Vicky & Hobson, David & Tse, Alex S.L., 2018. "Probability weighting, stop-loss and the disposition effect," Journal of Economic Theory, Elsevier, vol. 178(C), pages 360-397.
- Toomas Hinnosaar, 2015. "On the impossibility of protecting risk-takers," Carlo Alberto Notebooks 404, Collegio Carlo Alberto.
- Yu-Jui Huang & Adrien Nguyen-Huu & Xun Yu Zhou, 2018.
"General stopping behaviors of naïve and non-committed sophisticated agents, with application to probability distortion,"
Working Papers
hal-01954926, HAL.
- Yu‐Jui Huang & Adrien Nguyen‐Huu & Xun Yu Zhou, 2020. "General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion," Mathematical Finance, Wiley Blackwell, vol. 30(1), pages 310-340, January.
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Finance and Stochastics, Springer, vol. 22(1), pages 69-95, January.
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168303, Verein für Socialpolitik / German Economic Association.
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619, School of Economics, University of Queensland, Australia.
- Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2020. "Risk Taking with Left- and Right-Skewed Lotteries," TSE Working Papers 20-1085, Toulouse School of Economics (TSE).
- J. François Outreville, 2015. "The Relationship Between Relative Risk Aversion And The Level Of Education: A Survey And Implications For The Demand For Life Insurance," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 97-111, February.
- Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
- Aurélien Baillon & Harris Schlesinger & Gijs van de Kuilen, 2018. "Measuring higher order ambiguity preferences," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 233-256, June.
- Trino-Manuel Ñíguez & Javier Perote, 2016.
"Multivariate moments expansion density: application of the dynamic equicorrelation model,"
Working Papers
1602, Banco de España;Working Papers Homepage.
- Ñíguez, Trino-Manuel & Perote, Javier, 2016. "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 216-232.
- Rachel J. Huang & Larry Y. Tzeng & Lin Zhao, 2020. "Fractional Degree Stochastic Dominance," Management Science, INFORMS, vol. 66(10), pages 4630-4647, October.
- Krieger, Miriam & Mayrhofer, Thomas, 2012.
"Patient Preferences and Treatment Thresholds under Diagnostic Risk – An Economic Laboratory Experiment,"
Ruhr Economic Papers
321, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Mayrhofer, Thomas & Krieger, Miriam, 2012. "Patient Preferences and Treatment Thresholds under Diagnostic Risk: An Economic Laboratory Experiment," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62033, Verein für Socialpolitik / German Economic Association.
- Dertwinkel-Kalt, Markus & Köster, Mats, 2019. "Salience and Skewness Preferences," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203492, Verein für Socialpolitik / German Economic Association.
- Breaban, Adriana & Van De Kuilen, Gijs & Noussair, Charles N., 2016. "Prudence, emotional state, personality, and cognitive ability," Other publications TiSEM 0ac205ac-aee3-4df2-82ee-6, Tilburg University, School of Economics and Management.
- Ivan Paya & David Peel & Konstantinos Georgalos, 2020. "On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences," Working Papers 293574809, Lancaster University Management School, Economics Department.
- Stefan Ankirchner & Thomas Kruse, 2013. "Optimal trade execution under price-sensitive risk preferences," Quantitative Finance, Taylor & Francis Journals, vol. 13(9), pages 1395-1409, September.
- Drobetz, Wolfgang & Mussbach, Emil & Westheide, Christian, 2020. "Corporate insider trading and return skewness," Journal of Corporate Finance, Elsevier, vol. 60(C).
- Liqun Liu & William S. Neilson, 2019. "Alternative Approaches to Comparative n th-Degree Risk Aversion," Management Science, INFORMS, vol. 65(8), pages 3824-3834, August.
- Roger, Tristan & Roger, Patrick & Schatt, Alain, 2018. "Behavioral bias in number processing: Evidence from analysts’ expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 315-331.
- Giorgio Coricelli & Enrico Diecidue & Francesco D. Zaffuto, 2018. "Evidence for multiple strategies in choice under risk," Journal of Risk and Uncertainty, Springer, vol. 56(2), pages 193-210, April.
- Dertwinkel-Kalt, Markus & Köster, Mats, 2019. "Salience and skewness preferences," DICE Discussion Papers 310, University of Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Treich, Nicolas & Liu, Linqun, 2021.
"Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk,"
TSE Working Papers
21-1194, Toulouse School of Economics (TSE).
- Treich, Nicolas & Liu, Linqun, 2019. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 19-1060, Toulouse School of Economics (TSE).
- Marie-Hélène Broihanne & Maxime Merli & Patrick Roger, 2016. "Diversification, gambling and market forces," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 129-157, July.
- Ebert, Sebastian, 2010.
"Moment characterization of higher-order risk preferences,"
Bonn Econ Discussion Papers
17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
- Han (H.) Bleichrodt & Paul van Bruggen, 2018. "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers 18-079/I, Tinbergen Institute.
- J. Francois Outreville, 2014. "Risk Aversion, Risk Behavior, and Demand for Insurance: A Survey," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 37(2), pages 158-186.
- Kocher, Martin & Pahlke, Julius & Trautmann, Stefan, 2013.
"An Experimental Study of Precautionary Bidding,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79690, Verein für Socialpolitik / German Economic Association.
- Kocher, Martin G. & Pahlke, Julius & Trautmann, Stefan T., 2015. "An experimental study of precautionary bidding," European Economic Review, Elsevier, vol. 78(C), pages 27-38.
- Juzhi Zhang & Suresh P. Sethi & Tsan‐Ming Choi & T. C. E. Cheng, 2020. "Supply Chains Involving a Mean‐Variance‐Skewness‐Kurtosis Newsvendor: Analysis and Coordination," Production and Operations Management, Production and Operations Management Society, vol. 29(6), pages 1397-1430, June.
- Antoine Bommier & François Le Grand, 2019. "Risk Aversion and Precautionary Savings in Dynamic Settings," Management Science, INFORMS, vol. 65(3), pages 1386-1397, March.
- AJ A. Bostian & Christoph Heinzel, 2016. "Consumption Smoothing and Precautionary Saving under Recursive Preferences," FOODSECURE Working papers 44, LEI Wageningen UR.
- Thomas Mayrhofer, 2017. "Skewed background risks and higher-order risk preferences: prudent versus temperate behavior," Applied Economics Letters, Taylor & Francis Journals, vol. 24(5), pages 338-341, March.
- Epper, Thomas & Fehr-Duda, Helga, 2017. "A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events," Economics Working Paper Series 1705, University of St. Gallen, School of Economics and Political Science.
- Pavlo Blavatskyy, 2018. "A second-generation disappointment aversion theory of decision making under risk," Theory and Decision, Springer, vol. 84(1), pages 29-60, January.
- Thomas Eichner & Rüdiger Pethig, 2010. "Efficient Management of Insecure Fossil Fuel Imports through Taxing (!) Domestic Green Energy?," CESifo Working Paper Series 3062, CESifo.
- Lakdawalla, Darius N. & Phelps, Charles E., 2020. "Health technology assessment with risk aversion in health," Journal of Health Economics, Elsevier, vol. 72(C).
- Cary Deck & Harris Schlesinger, 2012. "Consistency of Higher Order Risk Preferences," CESifo Working Paper Series 4047, CESifo.
- Heinrich, Timo & Shachat, Jason, 2018.
"The development of risk aversion and prudence in Chinese children and adolescents,"
MPRA Paper
86456, University Library of Munich, Germany.
- Timo Heinrich & Jason Shachat, 2020. "The development of risk aversion and prudence in Chinese children and adolescents," Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 263-287, December.
- Frans de Roon & Paul Karehnke, 2017. "A Simple Skewed Distribution with Asset Pricing Applications," Review of Finance, European Finance Association, vol. 21(6), pages 2169-2197.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2014. "Hidden Skewness: On the Difficulty of Multiplicative Compounding under Random Shocks," CESifo Working Paper Series 4760, CESifo.
- Markus Dertwinkel-Kalt & Mats Köster, 2018. "Salience and Skewness Preferences," CESifo Working Paper Series 7416, CESifo.
- Thomas Åstebro & José Mata & Luís Santos-Pinto, 2015. "Skewness seeking: risk loving, optimism or overweighting of small probabilities?," Theory and Decision, Springer, vol. 78(2), pages 189-208, February.
- Felder, Stefan & Mayrhofer, Thomas, 2011. "Higher-Order Risk Preferences – Consequences for Test and Treatment Thresholds and Optimal Cutoffs," Ruhr Economic Papers 287, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018.
"Greater Mutual Aggravation,"
Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
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