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 2 2 3 5
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 3 3 3 577
A Strategy-Proof Test of Portfolio Returns 0 0 0 20 2 2 3 55
A Strategy-Proof Test of Portfolio Returns 0 0 0 0 0 0 1 12
A Wealth-Requirement Axiomatization of Riskiness 0 0 0 8 1 1 1 52
A proof of Calibration via Blackwell's Approachability Theorem 0 1 1 105 0 1 1 341
A shared-revenue Bertrand game 0 0 8 8 1 1 7 7
An Information Theoretic Comparison of Model Selection Criteria 0 0 0 89 1 1 4 938
An Operational Measure of Riskiness 0 0 0 50 0 0 3 164
An Operational Measure of Riskiness 0 0 0 196 0 2 4 463
Asymptotic Calibration 0 0 0 4 2 2 5 36
Asypmtotic Filtering Theory for Univariate Arch Models 0 0 0 69 1 1 2 294
Calibrated Learning and Correlated Equilibrium 0 0 0 6 1 1 1 35
Calibration, Expected Utility and Local Optimality 0 0 0 74 4 7 9 440
Calibration: Respice, Adspice, Prospice 0 0 0 50 2 5 5 319
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 3 286 0 0 4 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 1 1 3 11
Forecast-Hedging and Calibration 0 0 0 33 0 2 3 71
Introduction to Learning in Games: A Symposium in Honor of David Blackwell 0 0 0 169 1 1 4 623
Learning with Hazy Beliefs 0 0 0 113 0 0 2 469
Marketplace Operators Can Induce Competitive Pricing 0 0 0 0 2 2 3 3
On Optimal Retirement (How to Retire Early) 0 0 0 37 0 1 5 87
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 84 3 5 9 427
On the Impossibility of Predicting the Behavior of Rational Agents 0 0 0 68 1 1 7 474
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 2 2 2 37
Stochastic Evolutionary Game Dynamics 1 1 1 101 1 1 2 200
The Hedge Fund Game 1 1 1 295 2 2 9 923
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 0 640 0 0 1 2,331
Total Working Papers 2 3 16 2,990 33 47 113 12,030


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 3 19
A Dynamic Model for the Forward Curve 0 1 1 41 1 3 8 169
A Proof of Calibration via Blackwell's Approachability Theorem 0 0 0 57 0 2 4 154
A Randomization Rule for Selecting Forecasts 0 0 0 4 3 3 4 14
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 5 68
An Operational Measure of Riskiness 0 1 2 20 0 1 7 294
Asymptotic Filtering Theory for Univariate ARCH Models 0 0 0 239 0 0 2 690
Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market 0 0 0 46 1 2 3 106
Calibrated Learning and Correlated Equilibrium 1 1 2 143 3 3 8 305
Combining multiple probability predictions using a simple logit model 1 1 1 80 6 8 11 235
Continuous Record Asymptotics for Rolling Sample Variance Estimators 0 0 4 245 3 3 20 689
Cooperation in the long-run 1 1 2 61 1 3 7 150
Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model 1 1 1 96 1 2 2 300
Forecast Hedging and Calibration 0 0 0 1 0 1 5 34
Gaming Performance Fees By Portfolio Managers 0 0 1 107 0 0 4 418
Hedge Fund Wizards 0 0 0 70 0 0 0 174
Introduction to the Special Issue 0 0 0 5 0 1 2 39
Learning, hypothesis testing, and Nash equilibrium 0 0 1 177 0 0 4 487
On the Nonconvergence of Fictitious Play in Coordination Games 0 0 0 66 0 1 3 154
Regret in the On-Line Decision Problem 0 0 1 66 2 3 6 208
Regret testing: learning to play Nash equilibrium without knowing you have an opponent 0 0 0 119 2 2 6 600
Reply to Professor Clemen 0 0 0 0 2 2 2 9
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 1 19
VIF Regression: A Fast Regression Algorithm for Large Data 0 0 0 29 3 3 3 134
Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy 0 0 0 56 1 1 4 121
α‐investing: a procedure for sequential control of expected false discoveries 1 2 5 16 1 3 9 92
Total Journal Articles 5 8 22 1,784 31 49 134 5,710


Statistics updated 2025-11-08