Access Statistics for Dean P. Foster

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Calibeating": Beating Forecasters at Their Own Game 0 1 1 1 0 1 5 7
A Markov Test for Alpha 0 0 0 1 2 6 6 18
A Proof of Calibration Via Blackwell's Approachability Theorem 0 0 0 78 0 4 7 581
A Strategy-Proof Test of Portfolio Returns 0 0 0 0 0 5 6 17
A Strategy-Proof Test of Portfolio Returns 0 0 0 20 3 8 11 64
A Wealth-Requirement Axiomatization of Riskiness 0 0 0 8 0 5 6 57
A proof of Calibration via Blackwell's Approachability Theorem 0 0 1 105 1 7 8 348
A shared-revenue Bertrand game 0 0 8 8 0 4 8 12
An Information Theoretic Comparison of Model Selection Criteria 0 0 0 89 0 2 3 940
An Operational Measure of Riskiness 0 0 0 196 5 8 12 472
An Operational Measure of Riskiness 0 0 0 50 1 8 9 172
Asymptotic Calibration 0 0 0 4 1 9 12 45
Asypmtotic Filtering Theory for Univariate Arch Models 0 0 0 69 2 7 10 302
Calibrated Learning and Correlated Equilibrium 0 0 0 6 2 11 13 47
Calibration, Expected Utility and Local Optimality 0 0 0 74 2 2 12 443
Calibration: Respice, Adspice, Prospice 0 0 0 50 0 6 11 325
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 0 286 4 14 21 1,314
Cooperation in the Short and in the Long Run 0 0 0 16 0 5 5 65
Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model 0 0 0 180 1 8 8 892
Forecast Hedging and Calibration 0 0 0 8 1 3 6 15
Forecast-Hedging and Calibration 0 0 0 33 0 4 9 78
Introduction to Learning in Games: A Symposium in Honor of David Blackwell 0 0 0 169 2 7 10 632
Learning with Hazy Beliefs 0 0 0 113 2 6 7 476
Marketplace Operators Can Induce Competitive Pricing 0 0 0 0 0 4 9 9
On Optimal Retirement (How to Retire Early) 0 0 0 37 4 10 12 97
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 68 0 3 9 478
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 84 0 5 14 433
Regret Testing Leads to Nash Equilibrium 0 0 1 168 2 7 10 346
Regret in the On-line Decision Problem 0 1 1 8 0 8 9 51
Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics 0 0 0 14 0 6 7 13
Smooth Calibration, Leaky Forecasts, and Finite Recall 0 0 0 13 0 5 8 43
Stochastic Evolutionary Game Dynamics 0 0 1 101 3 4 8 206
The Hedge Fund Game 0 0 1 295 1 8 13 933
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 0 640 2 7 9 2,340
Total Working Papers 0 2 14 2,992 41 207 313 12,271

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Calibeating": beating forecasters at their own game 0 0 0 2 0 7 12 28
A Dynamic Model for the Forward Curve 0 0 1 41 1 4 9 174
A Proof of Calibration via Blackwell's Approachability Theorem 0 0 0 57 1 7 13 163
A Randomization Rule for Selecting Forecasts 0 0 0 4 4 9 14 24
A strategy-proof test of portfolio returns 0 0 0 3 1 4 4 25
An Axiomatic Characterization of a Class of Locations in Tree Networks 0 0 0 0 1 7 8 14
An Economic Argument for Affirmative Action 0 0 0 33 2 10 14 79
An Operational Measure of Riskiness 0 0 2 20 2 10 15 304
Asymptotic Filtering Theory for Univariate ARCH Models 0 0 0 239 1 6 9 699
Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market 0 1 1 47 1 5 8 112
Calibrated Learning and Correlated Equilibrium 0 0 2 143 1 7 18 316
Combining multiple probability predictions using a simple logit model 0 1 3 82 3 11 23 248
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 1 245 5 9 24 698
Cooperation in the long-run 0 0 1 61 0 18 22 168
Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model 0 0 1 96 2 12 16 314
Forecast Hedging and Calibration 0 0 0 1 1 7 13 42
Gaming Performance Fees By Portfolio Managers 0 0 1 107 3 5 10 424
Hedge Fund Wizards 0 1 1 71 1 10 11 185
Introduction to the Special Issue 0 0 0 5 0 3 5 42
Learning, hypothesis testing, and Nash equilibrium 0 0 1 177 0 3 6 490
On the Nonconvergence of Fictitious Play in Coordination Games 0 0 0 66 1 5 9 161
Regret in the On-Line Decision Problem 0 1 2 67 0 8 16 218
Regret testing: learning to play Nash equilibrium without knowing you have an opponent 0 0 0 119 1 13 17 613
Reply to Professor Clemen 0 0 0 0 0 2 5 12
Response to Comments 0 0 0 0 1 3 4 5
Smooth calibration, leaky forecasts, finite recall, and Nash dynamics 0 0 0 2 2 5 6 25
VIF Regression: A Fast Regression Algorithm for Large Data 0 0 0 29 1 6 9 140
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 1 57 1 5 9 127
α‐investing: a procedure for sequential control of expected false discoveries 1 2 7 18 3 5 12 97
Total Journal Articles 1 6 25 1,792 40 206 341 5,947

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Statistics updated 2026-03-04