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 0 0 1 3
A Markov Test for Alpha 0 0 0 1 0 0 2 12
A Proof of Calibration Via Blackwell's Approachability Theorem 0 0 0 78 0 0 0 574
A Strategy-Proof Test of Portfolio Returns 0 0 0 0 0 1 1 12
A Strategy-Proof Test of Portfolio Returns 0 0 0 20 0 0 1 53
A Wealth-Requirement Axiomatization of Riskiness 0 0 0 8 0 0 0 51
A proof of Calibration via Blackwell's Approachability Theorem 1 1 1 105 1 1 1 341
A shared-revenue Bertrand game 0 0 8 8 0 2 6 6
An Information Theoretic Comparison of Model Selection Criteria 0 0 0 89 0 0 3 937
An Operational Measure of Riskiness 0 0 0 50 0 1 3 164
An Operational Measure of Riskiness 0 0 0 196 2 2 4 463
Asymptotic Calibration 0 0 0 4 0 0 4 34
Asypmtotic Filtering Theory for Univariate Arch Models 0 0 0 69 0 1 2 293
Calibrated Learning and Correlated Equilibrium 0 0 0 6 0 0 0 34
Calibration, Expected Utility and Local Optimality 0 0 0 74 1 2 3 434
Calibration: Respice, Adspice, Prospice 0 0 0 50 3 3 3 317
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 3 286 0 1 5 1,294
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 0 1 2 10
Forecast-Hedging and Calibration 0 0 0 33 1 1 3 70
Introduction to Learning in Games: A Symposium in Honor of David Blackwell 0 0 0 169 0 0 3 622
Learning with Hazy Beliefs 0 0 0 113 0 0 2 469
On Optimal Retirement (How to Retire Early) 0 0 0 37 0 0 4 86
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 84 0 2 4 422
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 68 0 2 6 473
Regret Testing Leads to Nash Equilibrium 0 0 1 168 0 0 2 338
Regret in the On-line Decision Problem 0 0 0 7 0 0 0 42
Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics 0 0 0 14 0 0 1 6
Smooth Calibration, Leaky Forecasts, and Finite Recall 0 0 0 13 0 0 0 35
Stochastic Evolutionary Game Dynamics 0 0 0 100 0 1 2 199
The Hedge Fund Game 0 0 3 294 0 1 15 921
The Role of the Marketplace Operator in Inducing Competition 0 0 0 0 0 0 1 1
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 0 640 0 0 1 2,331
Total Working Papers 1 1 17 2,988 8 22 87 11,991

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 2 4 19
A Dynamic Model for the Forward Curve 0 0 0 40 0 0 5 166
A Proof of Calibration via Blackwell's Approachability Theorem 0 0 0 57 2 4 4 154
A Randomization Rule for Selecting Forecasts 0 0 0 4 0 1 1 11
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 0 0 1 6
An Economic Argument for Affirmative Action 0 0 1 33 1 2 4 67
An Operational Measure of Riskiness 0 0 1 19 0 2 7 293
Asymptotic Filtering Theory for Univariate ARCH Models 0 0 0 239 0 0 3 690
Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market 0 0 0 46 1 1 2 105
Calibrated Learning and Correlated Equilibrium 0 0 4 142 0 1 8 302
Combining multiple probability predictions using a simple logit model 0 0 1 79 0 2 4 227
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 4 245 0 2 19 686
Cooperation in the long-run 0 0 1 60 2 2 8 149
Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model 0 0 0 95 1 1 1 299
Forecast Hedging and Calibration 0 0 0 1 1 4 9 34
Gaming Performance Fees By Portfolio Managers 0 1 1 107 0 3 5 418
Hedge Fund Wizards 0 0 0 70 0 0 0 174
Introduction to the Special Issue 0 0 0 5 1 2 2 39
Learning, hypothesis testing, and Nash equilibrium 0 0 1 177 0 2 4 487
On the Nonconvergence of Fictitious Play in Coordination Games 0 0 0 66 1 2 3 154
Regret in the On-Line Decision Problem 0 0 1 66 0 2 3 205
Regret testing: learning to play Nash equilibrium without knowing you have an opponent 0 0 0 119 0 1 5 598
Reply to Professor Clemen 0 0 0 0 0 0 0 7
Response to Comments 0 0 0 0 0 0 0 1
Smooth calibration, leaky forecasts, finite recall, and Nash dynamics 0 0 0 2 0 0 2 19
VIF Regression: A Fast Regression Algorithm for Large Data 0 0 1 29 0 0 1 131
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 1 56 0 0 4 120
α‐investing: a procedure for sequential control of expected false discoveries 0 2 3 14 0 2 7 89
Total Journal Articles 0 3 20 1,776 10 38 116 5,671

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Statistics updated 2025-09-05