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 0 0 1 3 4 6
A Markov Test for Alpha 0 0 0 1 0 0 1 12
A Proof of Calibration Via Blackwell's Approachability Theorem 0 0 0 78 0 3 3 577
A Strategy-Proof Test of Portfolio Returns 0 0 0 0 0 0 1 12
A Strategy-Proof Test of Portfolio Returns 0 0 0 20 1 3 4 56
A Wealth-Requirement Axiomatization of Riskiness 0 0 0 8 0 1 1 52
A proof of Calibration via Blackwell's Approachability Theorem 0 0 1 105 0 0 1 341
A shared-revenue Bertrand game 0 0 8 8 1 2 8 8
An Information Theoretic Comparison of Model Selection Criteria 0 0 0 89 0 1 4 938
An Operational Measure of Riskiness 0 0 0 50 0 0 3 164
An Operational Measure of Riskiness 0 0 0 196 1 1 5 464
Asymptotic Calibration 0 0 0 4 0 2 5 36
Asypmtotic Filtering Theory for Univariate Arch Models 0 0 0 69 1 2 3 295
Calibrated Learning and Correlated Equilibrium 0 0 0 6 1 2 2 36
Calibration, Expected Utility and Local Optimality 0 0 0 74 1 7 10 441
Calibration: Respice, Adspice, Prospice 0 0 0 50 0 2 5 319
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 2 286 6 6 9 1,300
Cooperation in the Short and in the Long Run 0 0 1 16 0 0 2 60
Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model 0 0 0 180 0 0 0 884
Forecast Hedging and Calibration 0 0 0 8 1 2 4 12
Forecast-Hedging and Calibration 0 0 0 33 3 4 5 74
Introduction to Learning in Games: A Symposium in Honor of David Blackwell 0 0 0 169 2 3 5 625
Learning with Hazy Beliefs 0 0 0 113 1 1 3 470
Marketplace Operators Can Induce Competitive Pricing 0 0 0 0 2 4 5 5
On Optimal Retirement (How to Retire Early) 0 0 0 37 0 1 3 87
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 84 1 6 10 428
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 68 1 2 7 475
Regret Testing Leads to Nash Equilibrium 0 0 1 168 1 1 3 339
Regret in the On-line Decision Problem 0 0 0 7 1 1 1 43
Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics 0 0 0 14 1 1 2 7
Smooth Calibration, Leaky Forecasts, and Finite Recall 0 0 0 13 1 3 3 38
Stochastic Evolutionary Game Dynamics 0 1 1 101 2 3 4 202
The Hedge Fund Game 0 1 1 295 2 4 9 925
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 0 640 2 2 3 2,333
Total Working Papers 0 2 15 2,990 34 73 138 12,064

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 2 2 5 21
A Dynamic Model for the Forward Curve 0 1 1 41 1 4 9 170
A Proof of Calibration via Blackwell's Approachability Theorem 0 0 0 57 2 2 6 156
A Randomization Rule for Selecting Forecasts 0 0 0 4 1 4 5 15
A strategy-proof test of portfolio returns 0 0 0 3 0 0 0 21
An Axiomatic Characterization of a Class of Locations in Tree Networks 0 0 0 0 1 1 2 7
An Economic Argument for Affirmative Action 0 0 1 33 1 2 6 69
An Operational Measure of Riskiness 0 1 2 20 0 1 7 294
Asymptotic Filtering Theory for Univariate ARCH Models 0 0 0 239 3 3 4 693
Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market 0 0 0 46 1 2 4 107
Calibrated Learning and Correlated Equilibrium 0 1 2 143 4 7 12 309
Combining multiple probability predictions using a simple logit model 1 2 2 81 2 10 12 237
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 3 245 0 3 19 689
Cooperation in the long-run 0 1 2 61 0 1 6 150
Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model 0 1 1 96 2 3 4 302
Forecast Hedging and Calibration 0 0 0 1 1 1 6 35
Gaming Performance Fees By Portfolio Managers 0 0 1 107 1 1 5 419
Hedge Fund Wizards 0 0 0 70 1 1 1 175
Introduction to the Special Issue 0 0 0 5 0 0 2 39
Learning, hypothesis testing, and Nash equilibrium 0 0 1 177 0 0 4 487
On the Nonconvergence of Fictitious Play in Coordination Games 0 0 0 66 2 2 5 156
Regret in the On-Line Decision Problem 0 0 1 66 2 5 8 210
Regret testing: learning to play Nash equilibrium without knowing you have an opponent 0 0 0 119 0 2 5 600
Reply to Professor Clemen 0 0 0 0 1 3 3 10
Response to Comments 0 0 0 0 1 1 1 2
Smooth calibration, leaky forecasts, finite recall, and Nash dynamics 0 0 0 2 1 1 2 20
VIF Regression: A Fast Regression Algorithm for Large Data 0 0 0 29 0 3 3 134
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 1 1 1 57 1 2 5 122
α‐investing: a procedure for sequential control of expected false discoveries 0 2 5 16 0 3 9 92
Total Journal Articles 2 10 23 1,786 31 70 160 5,741

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Statistics updated 2025-12-06