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 0 0 5 7
A Markov Test for Alpha 0 0 0 1 0 4 6 18
A Proof of Calibration Via Blackwell's Approachability Theorem 0 0 0 78 2 6 9 583
A Strategy-Proof Test of Portfolio Returns 0 0 0 0 0 4 6 17
A Strategy-Proof Test of Portfolio Returns 0 0 0 20 0 7 11 64
A Wealth-Requirement Axiomatization of Riskiness 0 0 0 8 3 6 9 60
A proof of Calibration via Blackwell's Approachability Theorem 0 0 1 105 1 6 9 349
A shared-revenue Bertrand game 0 0 2 8 0 1 8 12
An Information Theoretic Comparison of Model Selection Criteria 0 0 0 89 1 2 4 941
An Operational Measure of Riskiness 0 0 0 196 1 7 12 473
An Operational Measure of Riskiness 0 0 0 50 0 4 9 172
Asymptotic Calibration 0 0 0 4 0 5 11 45
Asypmtotic Filtering Theory for Univariate Arch Models 0 0 0 69 0 6 10 302
Calibrated Learning and Correlated Equilibrium 0 0 0 6 0 10 13 47
Calibration, Expected Utility and Local Optimality 0 0 0 74 0 2 12 443
Calibration: Respice, Adspice, Prospice 0 0 0 50 0 3 11 325
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 0 286 0 11 21 1,314
Cooperation in the Short and in the Long Run 0 0 0 16 0 3 5 65
Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model 0 0 0 180 1 7 9 893
Forecast Hedging and Calibration 0 0 0 8 1 4 7 16
Forecast-Hedging and Calibration 0 0 0 33 0 3 9 78
Introduction to Learning in Games: A Symposium in Honor of David Blackwell 0 0 0 169 0 5 10 632
Learning with Hazy Beliefs 0 0 0 113 0 6 7 476
Marketplace Operators Can Induce Competitive Pricing 0 0 0 0 0 2 9 9
On Optimal Retirement (How to Retire Early) 0 0 0 37 1 9 12 98
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 84 0 4 14 433
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 68 0 1 7 478
Regret Testing Leads to Nash Equilibrium 0 0 1 168 2 9 12 348
Regret in the On-line Decision Problem 0 1 1 8 0 6 9 51
Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics 0 0 0 14 1 7 8 14
Smooth Calibration, Leaky Forecasts, and Finite Recall 0 0 0 13 1 5 9 44
Stochastic Evolutionary Game Dynamics 0 0 1 101 1 5 9 207
The Hedge Fund Game 1 1 2 296 2 7 15 935
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 0 640 0 6 9 2,340
Total Working Papers 1 2 9 2,993 18 173 326 12,289

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 6 11 28
A Dynamic Model for the Forward Curve 0 0 1 41 0 3 9 174
A Proof of Calibration via Blackwell's Approachability Theorem 0 0 0 57 1 6 14 164
A Randomization Rule for Selecting Forecasts 0 0 0 4 0 8 14 24
A strategy-proof test of portfolio returns 0 0 0 3 0 2 4 25
An Axiomatic Characterization of a Class of Locations in Tree Networks 0 0 0 0 0 5 8 14
An Economic Argument for Affirmative Action 0 0 0 33 0 4 14 79
An Operational Measure of Riskiness 0 0 1 20 1 8 15 305
Asymptotic Filtering Theory for Univariate ARCH Models 0 0 0 239 2 7 11 701
Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market 0 0 1 47 2 6 10 114
Calibrated Learning and Correlated Equilibrium 0 0 2 143 1 5 18 317
Combining multiple probability predictions using a simple logit model 1 2 4 83 4 12 27 252
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 1 245 2 9 18 700
Cooperation in the long-run 0 0 1 61 2 19 24 170
Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model 0 0 1 96 1 12 17 315
Forecast Hedging and Calibration 0 0 0 1 2 7 15 44
Gaming Performance Fees By Portfolio Managers 0 0 1 107 0 5 10 424
Hedge Fund Wizards 0 0 1 71 0 2 11 185
Introduction to the Special Issue 0 0 0 5 0 2 5 42
Learning, hypothesis testing, and Nash equilibrium 0 0 1 177 1 3 7 491
On the Nonconvergence of Fictitious Play in Coordination Games 0 0 0 66 0 5 9 161
Regret in the On-Line Decision Problem 0 1 2 67 1 5 17 219
Regret testing: learning to play Nash equilibrium without knowing you have an opponent 0 0 0 119 3 13 20 616
Reply to Professor Clemen 0 0 0 0 0 1 5 12
Response to Comments 0 0 0 0 0 3 4 5
Smooth calibration, leaky forecasts, finite recall, and Nash dynamics 0 0 0 2 1 5 7 26
VIF Regression: A Fast Regression Algorithm for Large Data 0 0 0 29 0 3 9 140
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 1 57 0 4 8 127
α‐investing: a procedure for sequential control of expected false discoveries 0 2 7 18 2 7 14 99
Total Journal Articles 1 5 25 1,793 26 177 355 5,973

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09