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 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 1 1 12 586
A Strategy-Proof Test of Portfolio Returns 0 0 0 0 1 1 9 21
A Strategy-Proof Test of Portfolio Returns 0 0 0 20 1 3 21 74
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 0 2 12 353
A shared-revenue Bertrand game 0 0 0 8 0 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 0 196 0 0 10 473
An Operational Measure of Riskiness 0 0 0 50 0 0 11 175
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 3 3 14 450
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 0 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 1 4 12 22
Forecast-Hedging and Calibration 0 0 0 33 0 0 11 82
Introduction to Learning in Games: A Symposium in Honor of David Blackwell 0 0 0 169 0 1 17 639
Learning with Hazy Beliefs 0 0 0 113 0 0 8 477
Marketplace Operators Can Induce Competitive Pricing 0 0 1 1 0 4 15 16
On Optimal Retirement (How to Retire Early) 0 0 0 37 1 2 13 100
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 68 0 1 7 480
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 84 0 0 12 436
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 0 1 10 16
Smooth Calibration, Leaky Forecasts, and Finite Recall 0 0 0 13 1 1 14 49
Stochastic Evolutionary Game Dynamics 0 0 3 103 0 1 15 214
The Hedge Fund Game 0 0 2 296 0 1 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 1 10 2,998 9 32 425 12,422

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 0 12 31
A Dynamic Model for the Forward Curve 0 0 0 41 0 0 9 177
A Proof of Calibration via Blackwell's Approachability Theorem 0 0 0 57 1 1 12 166
A Randomization Rule for Selecting Forecasts 0 0 0 4 1 1 17 28
A strategy-proof test of portfolio returns 0 0 0 3 0 0 6 27
An Axiomatic Characterization of a Class of Locations in Tree Networks 0 0 0 0 0 0 14 20
An Economic Argument for Affirmative Action 0 0 0 33 1 1 16 83
An Operational Measure of Riskiness 0 0 0 20 0 1 15 309
Asymptotic Filtering Theory for Univariate ARCH Models 0 0 0 239 0 2 15 705
Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market 0 0 1 47 0 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 3 5 11 90 9 23 54 283
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 1 246 3 5 22 708
Cooperation in the long-run 0 0 1 61 0 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 0 2 16 50
Gaming Performance Fees By Portfolio Managers 0 1 1 108 1 3 10 428
Hedge Fund Wizards 0 0 1 71 1 1 16 190
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 1 1 1 67 2 2 13 167
Regret in the On-Line Decision Problem 0 0 2 68 0 0 17 223
Regret testing: learning to play Nash equilibrium without knowing you have an opponent 0 0 0 119 1 4 23 621
Reply to Professor Clemen 0 0 0 0 0 0 6 13
Response to Comments 0 0 0 0 0 0 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 3 12 132
α‐investing: a procedure for sequential control of expected false discoveries 0 0 5 20 1 4 19 110
Total Journal Articles 4 7 27 1,806 22 58 433 6,112

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 2026-10-11