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 1 1 1 1 1 4 5 7
A Markov Test for Alpha 0 0 0 1 2 2 3 14
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 20 1 4 5 57
A Strategy-Proof Test of Portfolio Returns 0 0 0 0 1 1 2 13
A Wealth-Requirement Axiomatization of Riskiness 0 0 0 8 2 3 3 54
A proof of Calibration via Blackwell's Approachability Theorem 0 0 1 105 2 2 3 343
A shared-revenue Bertrand game 0 0 8 8 3 5 11 11
An Information Theoretic Comparison of Model Selection Criteria 0 0 0 89 1 2 4 939
An Operational Measure of Riskiness 0 0 0 196 2 3 7 466
An Operational Measure of Riskiness 0 0 0 50 4 4 7 168
Asymptotic Calibration 0 0 0 4 4 6 9 40
Asypmtotic Filtering Theory for Univariate Arch Models 0 0 0 69 1 3 4 296
Calibrated Learning and Correlated Equilibrium 0 0 0 6 1 3 3 37
Calibration, Expected Utility and Local Optimality 0 0 0 74 0 5 10 441
Calibration: Respice, Adspice, Prospice 0 0 0 50 3 5 8 322
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 1 286 3 9 11 1,303
Cooperation in the Short and in the Long Run 0 0 1 16 2 2 4 62
Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model 0 0 0 180 2 2 2 886
Forecast Hedging and Calibration 0 0 0 8 0 2 4 12
Forecast-Hedging and Calibration 0 0 0 33 1 4 6 75
Introduction to Learning in Games: A Symposium in Honor of David Blackwell 0 0 0 169 2 5 6 627
Learning with Hazy Beliefs 0 0 0 113 0 1 2 470
Marketplace Operators Can Induce Competitive Pricing 0 0 0 0 2 6 7 7
On Optimal Retirement (How to Retire Early) 0 0 0 37 2 2 5 89
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 68 2 4 8 477
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 84 1 5 11 429
Regret Testing Leads to Nash Equilibrium 0 0 1 168 0 1 3 339
Regret in the On-line Decision Problem 0 0 0 7 2 3 3 45
Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics 0 0 0 14 0 1 2 7
Smooth Calibration, Leaky Forecasts, and Finite Recall 0 0 0 13 1 4 4 39
Stochastic Evolutionary Game Dynamics 0 1 1 101 0 3 4 202
The Hedge Fund Game 0 1 1 295 3 7 12 928
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 0 640 1 3 4 2,334
Total Working Papers 1 3 15 2,991 52 119 185 12,116

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 1 3 6 22
A Dynamic Model for the Forward Curve 0 0 1 41 1 3 10 171
A Proof of Calibration via Blackwell's Approachability Theorem 0 0 0 57 2 4 8 158
A Randomization Rule for Selecting Forecasts 0 0 0 4 1 5 6 16
A strategy-proof test of portfolio returns 0 0 0 3 2 2 2 23
An Axiomatic Characterization of a Class of Locations in Tree Networks 0 0 0 0 2 3 4 9
An Economic Argument for Affirmative Action 0 0 1 33 6 8 12 75
An Operational Measure of Riskiness 0 0 2 20 3 3 10 297
Asymptotic Filtering Theory for Univariate ARCH Models 0 0 0 239 1 4 5 694
Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market 1 1 1 47 1 3 5 108
Calibrated Learning and Correlated Equilibrium 0 1 2 143 3 10 15 312
Combining multiple probability predictions using a simple logit model 0 2 2 81 3 11 15 240
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 2 245 2 5 19 691
Cooperation in the long-run 0 1 2 61 1 2 7 151
Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model 0 1 1 96 1 4 5 303
Forecast Hedging and Calibration 0 0 0 1 2 3 8 37
Gaming Performance Fees By Portfolio Managers 0 0 1 107 0 1 5 419
Hedge Fund Wizards 1 1 1 71 8 9 9 183
Introduction to the Special Issue 0 0 0 5 1 1 3 40
Learning, hypothesis testing, and Nash equilibrium 0 0 1 177 1 1 5 488
On the Nonconvergence of Fictitious Play in Coordination Games 0 0 0 66 0 2 5 156
Regret in the On-Line Decision Problem 0 0 1 66 4 8 12 214
Regret testing: learning to play Nash equilibrium without knowing you have an opponent 0 0 0 119 3 5 8 603
Reply to Professor Clemen 0 0 0 0 1 4 4 11
Response to Comments 0 0 0 0 0 1 1 2
Smooth calibration, leaky forecasts, finite recall, and Nash dynamics 0 0 0 2 1 2 3 21
VIF Regression: A Fast Regression Algorithm for Large Data 0 0 0 29 3 6 6 137
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 1 1 57 1 3 6 123
α‐investing: a procedure for sequential control of expected false discoveries 0 1 5 16 0 1 8 92
Total Journal Articles 2 9 24 1,788 55 117 212 5,796

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Statistics updated 2026-01-09