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Personal profile

Research interests

Personal Homepage: https://sites.google.com/site/ebertecon/

Career

Tilburg University2013 - present

Assistant Professor of Finance (tenure-track)

University of Bonn2011 ? 2013

Post-Doctoral Researcher

University of Bonn

Ph.D. in Economics, summa cum laude 2011

M.Sc. Economics, with highest honors2009

Portland State University (PSU)

M.Sc. Statistics2007

University of Freiburg

B.Sc. Mathematics with Minor Physics2005

B.A. (?Vordiplom?) Economics2005

Current courses

Click here for my courses.

External positions

(UO Freiburg)

8 Jul 2016

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2011 2018

  • 9 Article
  • 1 Comment/Letter to the editor
  • 1 Discussion paper
  • 1 Working paper

Cumulative prospect theory, option returns and the variance premium

Baele, L., Driessen, J., Ebert, S. & Londono Yarce, J. M., Aug 2018, (Accepted/In press) In : The Review of Financial Studies.

Research output: Contribution to journalArticleScientificpeer-review

Cumulative prospect theory
Premium
Probability weighting
Index options
Equity returns

Greater mutual aggravation

Ebert, S., Nocetti, D. & Schlesinger, H., Jun 2018, In : Management science. 64, 6, p. 2809-2811

Research output: Contribution to journalArticleScientificpeer-review

Risk preferences
Managerial behavior

Cumulative Prospect Theory, Option Returns, and the Variance Premium

Baele, L., Driessen, J., Ebert, S., Londono Yarce, J. M. & Spalt, O., May 2017, SSRN, 74 p.

Research output: Working paperOther research output

Open Access
Cumulative prospect theory
Premium
Probability weighting
Index options
Equity returns

Greater Mutual Aggravation

Nocetti, D., Schlesinger, H. & Ebert, S., Jan 2016, Tilburg: NETSPAR, 26 p. (Netspar Academic Paper; vol. DP 01/2016-002).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Risk preferences
Expected utility
Utility preference
Risk management
Utility function

On skewed risks in economic models and experiments

Ebert, S., Apr 2015, In : Journal of Economic Behavior & Organization. 112, p. 85-97

Research output: Contribution to journalArticleScientificpeer-review

Skewness
Economic experiments
Lottery
Calibration
Comparative static analysis

Activities 2017 2018

  • 2 Editorial activity
  • 1 Participation in conference

4NationsCup 2018

Sebastian Ebert (Participant)
18 May 2018

Activity: Participating in or organising an event typesParticipation in conferenceScientific

The Geneva Papers on Risk and Insurance (Journal)

Sebastian Ebert (Guest editor)
2017

Activity: Publication peer-review and editorial work typesEditorial activityScientific

The Geneva Papers on Risk and Insurance (Journal)

Sebastian Ebert (Editor)
2017 → …

Activity: Publication peer-review and editorial work typesEditorial activityScientific

Prizes / Recognition

SCOR-EGRIE Young Economist Best Paper Award 2017

Sebastian Ebert (Recipient), 2017

Prize: Prize (including medals and awards)