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 3 3 7 10
A Markov Test for Alpha 0 0 0 1 2 4 8 20
A Proof of Calibration Via Blackwell's Approachability Theorem 0 0 0 78 0 2 9 583
A Strategy-Proof Test of Portfolio Returns 0 0 0 20 2 5 13 66
A Strategy-Proof Test of Portfolio Returns 0 0 0 0 2 2 8 19
A Wealth-Requirement Axiomatization of Riskiness 0 0 0 8 3 6 12 63
A proof of Calibration via Blackwell's Approachability Theorem 0 0 1 105 2 4 11 351
A shared-revenue Bertrand game 0 0 0 8 1 1 9 13
An Information Theoretic Comparison of Model Selection Criteria 0 0 0 89 3 4 7 944
An Operational Measure of Riskiness 0 0 0 50 1 2 10 173
An Operational Measure of Riskiness 0 0 0 196 0 6 12 473
Asymptotic Calibration 0 0 0 4 2 3 13 47
Asypmtotic Filtering Theory for Univariate Arch Models 0 0 0 69 1 3 11 303
Calibrated Learning and Correlated Equilibrium 0 0 0 6 3 5 16 50
Calibration, Expected Utility and Local Optimality 0 0 0 74 2 4 13 445
Calibration: Respice, Adspice, Prospice 0 0 0 50 2 2 13 327
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 0 286 1 5 22 1,315
Cooperation in the Short and in the Long Run 0 0 0 16 1 1 6 66
Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model 0 0 0 180 2 4 11 895
Forecast Hedging and Calibration 0 0 0 8 1 3 8 17
Forecast-Hedging and Calibration 0 0 0 33 4 4 13 82
Introduction to Learning in Games: A Symposium in Honor of David Blackwell 0 0 0 169 3 5 13 635
Learning with Hazy Beliefs 0 0 0 113 0 2 7 476
Marketplace Operators Can Induce Competitive Pricing 0 0 0 0 2 2 10 11
On Optimal Retirement (How to Retire Early) 0 0 0 37 0 5 12 98
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 68 0 0 7 478
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 84 3 3 17 436
Regret Testing Leads to Nash Equilibrium 0 0 1 168 1 5 13 349
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 1 2 9 15
Smooth Calibration, Leaky Forecasts, and Finite Recall 0 0 0 13 3 4 12 47
Stochastic Evolutionary Game Dynamics 0 0 1 101 4 8 13 211
The Hedge Fund Game 0 1 2 296 3 6 18 938
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 0 640 2 4 11 2,342
Total Working Papers 0 1 7 2,993 60 119 383 12,349

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 13 30
A Dynamic Model for the Forward Curve 0 0 1 41 3 4 12 177
A Proof of Calibration via Blackwell's Approachability Theorem 0 0 0 57 1 3 15 165
A Randomization Rule for Selecting Forecasts 0 0 0 4 3 7 17 27
A strategy-proof test of portfolio returns 0 0 0 3 0 1 4 25
An Axiomatic Characterization of a Class of Locations in Tree Networks 0 0 0 0 3 4 11 17
An Economic Argument for Affirmative Action 0 0 0 33 2 4 16 81
An Operational Measure of Riskiness 0 0 1 20 3 6 18 308
Asymptotic Filtering Theory for Univariate ARCH Models 0 0 0 239 1 4 12 702
Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market 0 0 1 47 3 6 13 117
Calibrated Learning and Correlated Equilibrium 0 0 2 143 1 3 19 318
Combining multiple probability predictions using a simple logit model 2 3 6 85 4 11 31 256
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 1 245 1 8 19 701
Cooperation in the long-run 0 0 1 61 2 4 25 172
Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model 0 0 1 96 4 7 21 319
Forecast Hedging and Calibration 0 0 0 1 3 6 17 47
Gaming Performance Fees By Portfolio Managers 0 0 1 107 1 4 10 425
Hedge Fund Wizards 0 0 1 71 3 4 14 188
Introduction to the Special Issue 0 0 0 5 0 0 5 42
Learning, hypothesis testing, and Nash equilibrium 0 0 0 177 3 4 9 494
On the Nonconvergence of Fictitious Play in Coordination Games 0 0 0 66 2 3 11 163
Regret in the On-Line Decision Problem 1 1 3 68 3 4 20 222
Regret testing: learning to play Nash equilibrium without knowing you have an opponent 0 0 0 119 1 5 20 617
Reply to Professor Clemen 0 0 0 0 1 1 6 13
Response to Comments 0 0 0 0 1 2 5 6
Smooth calibration, leaky forecasts, finite recall, and Nash dynamics 0 0 0 2 0 3 7 26
VIF Regression: A Fast Regression Algorithm for Large Data 0 0 0 29 0 1 9 140
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 1 57 0 1 7 127
α‐investing: a procedure for sequential control of expected false discoveries 0 1 6 18 4 9 17 103
Total Journal Articles 3 5 26 1,796 55 121 403 6,028

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Statistics updated 2026-05-06