6
H index
6
i10 index
226
Citations
Frankfurt School of Finance and Management | 6 H index 6 i10 index 226 Citations RESEARCH PRODUCTION: 12 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sebastian Ebert. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Management Science | 2 |
American Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE) | 5 |
Year | Title of citing document |
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2020 | Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670. Full description at Econpapers || Download paper |
2020 | A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312. Full description at Econpapers || Download paper |
2020 | Higher-Order Income Risk over the Business Cycle. (2020). Busch, Christopher ; Ludwig, Alexander. In: Working Papers. RePEc:bge:wpaper:1159. Full description at Econpapers || Download paper |
2020 | The Effect of Risk Aversion and Loss Aversion on Equityâ€Linked Life Insurance With Surrender Guarantees. (2020). Hilpert, Christian. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:665-687. Full description at Econpapers || Download paper |
2020 | Supply Chains Involving a Meanâ€Varianceâ€Skewnessâ€Kurtosis Newsvendor: Analysis and Coordination. (2020). T. C. E. Cheng, ; Choi, Tsanming ; Sethi, Suresh P ; Zhang, Juzhi. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:6:p:1397-1430. Full description at Econpapers || Download paper |
2020 | Optimal Stopping in a Dynamic Salience Model. (2020). Koster, Mats ; Frey, Jonas ; Dertwinkel-Kalt, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8496. Full description at Econpapers || Download paper |
2020 | Risk aversion, prudence and temperance: It is a matter of gap between moments. (2020). Riccetti, Luca ; Colasante, Annarita. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301522. Full description at Econpapers || Download paper |
2020 | Corporate insider trading and return skewness. (2020). Drobetz, Wolfgang ; Westheide, Christian ; Mussbach, Emil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300427. Full description at Econpapers || Download paper |
2020 | Innovation in long-term care insurance: Joint contracts for mitigating relational moral hazard. (2020). Zweifel, Peter. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:116-124. Full description at Econpapers || Download paper |
2020 | Risk apportionment: The dual story. (2020). Laeven, Roger ; Schlesinger, Harris ; Eeckhoudt, Louis R. In: Journal of Economic Theory. RePEc:eee:jetheo:v:185:y:2020:i:c:s0022053119301218. Full description at Econpapers || Download paper |
2020 | Health technology assessment with risk aversion in health. (2020). Lakdawalla, Darius ; Phelps, Charles E. In: Journal of Health Economics. RePEc:eee:jhecon:v:72:y:2020:i:c:s0167629619309208. Full description at Econpapers || Download paper |
2020 | New Results for additive and multiplicative risk apportionment. (2020). Malevergne, Yannick ; Rey, Beatrice ; Louberge, Henri. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:140-151. Full description at Econpapers || Download paper |
2020 | Higher-Order Income Risk over the Business Cycle. (2020). Busch, Christopher ; Ludwig, Alexander. In: Working Papers. RePEc:hka:wpaper:2020-019. Full description at Econpapers || Download paper |
2020 | Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds. (2020). Karehnke, Paul ; de Roon, Frans. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5969-5989. Full description at Econpapers || Download paper |
2020 | Fractional Degree Stochastic Dominance. (2020). Zhao, Lin ; Tzeng, Larry Y ; Huang, Rachel J. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:10:p:4630-4647. Full description at Econpapers || Download paper |
2020 | What Drives Risk Perception? A Global Survey with Financial Professionals and Laypeople. (2020). Holzmeister, Felix ; Zeisberger, Stefan ; Weitzel, Utz ; Lindner, Florian ; Kirchler, Michael ; Huber, Jurgen. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:9:p:3977-4002. Full description at Econpapers || Download paper |
2020 | Decisions under risk: Dispersion and skewness. (2020). Hey, John D ; Bayrak, Oben K. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:61:y:2020:i:1:d:10.1007_s11166-020-09333-6. Full description at Econpapers || Download paper |
2020 | The theory of precautionary saving: an overview of recent developments. (2020). Magnani, Marco ; Menegatti, Mario ; Baiardi, Donatella. In: Review of Economics of the Household. RePEc:kap:reveho:v:18:y:2020:i:2:d:10.1007_s11150-019-09460-3. Full description at Econpapers || Download paper |
2020 | On temperance and risk spreading. (2020). Courbage, Christophe ; Rey, Beatrice. In: Theory and Decision. RePEc:kap:theord:v:88:y:2020:i:4:d:10.1007_s11238-019-09737-0. Full description at Econpapers || Download paper |
2020 | General stopping behaviors of naïve and non-committed sophisticated agents, with application to probability distortion. (2018). Huang, Yu-Jui ; Yu, Xun ; Nguyen-Huu, Adrien. In: CEE-M Working Papers. RePEc:lam:wpceem:18-16. Full description at Econpapers || Download paper |
2020 | On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences. (2020). Peel, David ; Georgalos, Konstantinos ; Paya, Ivan. In: Working Papers. RePEc:lan:wpaper:293574809. Full description at Econpapers || Download paper |
2020 | A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: OSF Preprints. RePEc:osf:osfxxx:hsxtu. Full description at Econpapers || Download paper |
2020 | Prudence and prevention - Empirical evidence*. (2020). Schmitz, Hendrik ; Mayrhofer, Thomas. In: Working Papers CIE. RePEc:pdn:ciepap:134. Full description at Econpapers || Download paper |
2020 | Risk Taking with Left- and Right-Skewed Lotteries. (2020). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia. In: Discussion Papers Series. RePEc:qld:uq2004:619. Full description at Econpapers || Download paper |
2020 | Partial liquidation under reference-dependent preferences. (2020). Henderson, Vicky ; Muscat, Jonathan. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00421-8. Full description at Econpapers || Download paper |
2020 | Risk Taking with Left- and Right-Skewed Lotteries. (2020). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia. In: TSE Working Papers. RePEc:tse:wpaper:124180. Full description at Econpapers || Download paper |
2020 | Prudence and prevention: Empirical evidence. (2020). Schmitz, Hendrik ; Mayrhofer, Thomas. In: Ruhr Economic Papers. RePEc:zbw:rwirep:863. Full description at Econpapers || Download paper |
2020 | Higher-order income risk over the business cycle. (2020). Ludwig, Alexander ; Busch, Christopher. In: SAFE Working Paper Series. RePEc:zbw:safewp:274. Full description at Econpapers || Download paper |
2020 | Higher Order Risk Preferences: Experimental Measures, Determinants and Related Field Behavior. (2020). Sutter, Matthias ; Schneider, Sebastian. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224643. Full description at Econpapers || Download paper |
2020 | Higher-order income risk over the business cycle. (2020). Ludwig, Alexander ; Busch, Christopher. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Even (Mixed) Risk Lovers Are Prudent: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 12 |
2015 | Until the Bitter End: On Prospect Theory in a Dynamic Context In: American Economic Review. [Full Text][Citation analysis] | article | 38 |
2019 | Skewness preference and the popularity of technical analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2015 | On skewed risks in economic models and experiments In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 27 |
2020 | Weighted discounting—On group diversity, time-inconsistency, and consequences for investment In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
2011 | Testing for Prudence and Skewness Seeking In: Management Science. [Full Text][Citation analysis] | article | 76 |
2018 | Greater Mutual Aggravation In: Management Science. [Full Text][Citation analysis] | article | 0 |
2016 | Greater Mutual Aggravation.(2016) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences In: The Geneva Papers on Risk and Insurance Theory. [Full Text][Citation analysis] | article | 0 |
2018 | Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences.(2018) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2014 | Joint measurement of risk aversion, prudence, and temperance In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 49 |
2010 | Joint measurement of risk aversion, prudence and temperance.(2010) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2013 | Moment characterization of higher-order risk preferences In: Theory and Decision. [Full Text][Citation analysis] | article | 18 |
2010 | Moment characterization of higher-order risk preferences.(2010) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2019 | Cumulative Prospect Theory, Option Returns, and the Variance Premium In: Review of Financial Studies. [Full Text][Citation analysis] | article | 2 |
2009 | Treatment of Double Default Effects within the Granularity Adjustment for Basel II In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | An experimental methodology testing for prudence and third-order preferences In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Experiments on bivariate risk preferences In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 0 |
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