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 0 1 1 1 1 9 12
A Markov Test for Alpha 0 0 0 1 0 0 8 20
A Proof of Calibration Via Blackwell's Approachability Theorem 0 0 0 78 0 1 11 585
A Strategy-Proof Test of Portfolio Returns 0 0 0 20 1 4 20 73
A Strategy-Proof Test of Portfolio Returns 0 0 0 0 0 1 8 20
A Wealth-Requirement Axiomatization of Riskiness 0 0 0 8 0 0 12 63
A proof of Calibration via Blackwell's Approachability Theorem 0 0 0 105 2 2 12 353
A shared-revenue Bertrand game 0 0 0 8 1 1 8 14
An Information Theoretic Comparison of Model Selection Criteria 0 0 0 89 0 0 9 946
An Operational Measure of Riskiness 0 0 0 50 0 0 11 175
An Operational Measure of Riskiness 0 0 0 196 0 0 10 473
Asymptotic Calibration 0 1 1 5 0 1 16 50
Asypmtotic Filtering Theory for Univariate Arch Models 0 0 0 69 0 0 11 304
Calibrated Learning and Correlated Equilibrium 0 0 0 6 0 1 17 51
Calibration, Expected Utility and Local Optimality 0 0 0 74 0 2 13 447
Calibration: Respice, Adspice, Prospice 0 0 0 50 0 0 10 327
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 1 287 0 8 31 1,325
Cooperation in the Short and in the Long Run 0 0 0 16 0 0 6 66
Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model 0 0 0 180 0 1 12 896
Forecast Hedging and Calibration 0 0 0 8 3 4 11 21
Forecast-Hedging and Calibration 0 0 0 33 0 0 12 82
Introduction to Learning in Games: A Symposium in Honor of David Blackwell 0 0 0 169 0 4 17 639
Learning with Hazy Beliefs 0 0 0 113 0 0 8 477
Marketplace Operators Can Induce Competitive Pricing 0 1 1 1 3 5 15 16
On Optimal Retirement (How to Retire Early) 0 0 0 37 1 1 13 99
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 68 1 2 7 480
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 84 0 0 14 436
Regret Testing Leads to Nash Equilibrium 0 0 0 168 0 0 12 350
Regret in the On-line Decision Problem 0 0 1 8 0 0 9 51
Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics 0 0 0 14 1 1 10 16
Smooth Calibration, Leaky Forecasts, and Finite Recall 0 0 0 13 0 0 13 48
Stochastic Evolutionary Game Dynamics 0 0 3 103 0 1 15 214
The Hedge Fund Game 0 0 2 296 0 3 20 941
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 0 640 0 1 12 2,343
Total Working Papers 0 2 10 2,998 14 45 422 12,413

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 1 12 31
A Dynamic Model for the Forward Curve 0 0 1 41 0 0 11 177
A Proof of Calibration via Blackwell's Approachability Theorem 0 0 0 57 0 0 11 165
A Randomization Rule for Selecting Forecasts 0 0 0 4 0 0 16 27
A strategy-proof test of portfolio returns 0 0 0 3 0 1 6 27
An Axiomatic Characterization of a Class of Locations in Tree Networks 0 0 0 0 0 1 14 20
An Economic Argument for Affirmative Action 0 0 0 33 0 0 15 82
An Operational Measure of Riskiness 0 0 1 20 0 1 16 309
Asymptotic Filtering Theory for Univariate ARCH Models 0 0 0 239 0 3 15 705
Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market 0 0 1 47 1 1 13 118
Calibrated Learning and Correlated Equilibrium 0 0 1 143 0 0 17 319
Combining multiple probability predictions using a simple logit model 1 2 8 87 7 16 47 274
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 1 246 1 3 19 705
Cooperation in the long-run 0 0 1 61 1 1 24 173
Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model 0 0 1 96 0 1 21 320
Forecast Hedging and Calibration 0 0 0 1 1 3 16 50
Gaming Performance Fees By Portfolio Managers 1 1 1 108 1 2 9 427
Hedge Fund Wizards 0 0 1 71 0 0 15 189
Introduction to the Special Issue 0 0 0 5 0 0 3 42
Learning, hypothesis testing, and Nash equilibrium 0 0 0 177 0 1 8 495
On the Nonconvergence of Fictitious Play in Coordination Games 0 0 0 66 0 0 11 165
Regret in the On-Line Decision Problem 0 0 2 68 0 0 18 223
Regret testing: learning to play Nash equilibrium without knowing you have an opponent 0 0 0 119 0 3 22 620
Reply to Professor Clemen 0 0 0 0 0 0 6 13
Response to Comments 0 0 0 0 0 1 6 7
Smooth calibration, leaky forecasts, finite recall, and Nash dynamics 0 0 0 2 0 0 7 26
VIF Regression: A Fast Regression Algorithm for Large Data 0 0 0 29 0 1 10 141
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 1 57 1 4 11 131
α‐investing: a procedure for sequential control of expected false discoveries 0 2 6 20 3 5 20 109
Total Journal Articles 2 5 26 1,802 16 49 419 6,090

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Statistics updated 2026-09-10