Details about Dean P. Foster

Access statistics for papers by Dean P. Foster.

Last updated 2025-06-11. Update your information in the RePEc Author Service.

Short-id: pfo59

Working Papers

2025

1. A shared-revenue Bertrand game
   Papers, arXiv.org
2. The Role of the Marketplace Operator in Inducing Competition
   Papers, arXiv.org

2022

3. "Calibeating": Beating Forecasters at Their Own Game
   Papers, arXiv.org View citations (1)
   See also Journal Article "Calibeating": beating forecasters at their own game, Theoretical Economics, Econometric Society (2023) (2023)
4. Forecast Hedging and Calibration
   Papers, arXiv.org
   Also in Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem (2019) View citations (1)
   See also Journal Article Forecast Hedging and Calibration, Journal of Political Economy, University of Chicago Press (2021) View citations (3) (2021)
5. Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics
   Papers, arXiv.org
   See also Journal Article Smooth calibration, leaky forecasts, finite recall, and Nash dynamics, Games and Economic Behavior, Elsevier (2018) View citations (5) (2018)

2016

6. On Optimal Retirement (How to Retire Early)
   Papers, arXiv.org

2015

7. Smooth Calibration, Leaky Forecasts, and Finite Recall
   Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem View citations (1)

2011

8. A Markov Test for Alpha
   Working Papers, University of Pennsylvania, Wharton School, Weiss Center
9. A Strategy-Proof Test of Portfolio Returns
   Economics Series Working Papers, University of Oxford, Department of Economics
   Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2011)
   See also Journal Article A strategy-proof test of portfolio returns, Quantitative Finance, Taylor & Francis Journals (2012) View citations (1) (2012)
10. A Wealth-Requirement Axiomatization of Riskiness
    Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem View citations (2)
11. Calibration: Respice, Adspice, Prospice
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

2010

12. Asymptotic Calibration
    Levine's Working Paper Archive, David K. Levine View citations (7)
13. Calibrated Learning and Correlated Equilibrium
    Levine's Working Paper Archive, David K. Levine View citations (3)
    See also Journal Article Calibrated Learning and Correlated Equilibrium, Games and Economic Behavior, Elsevier (1997) View citations (118) (1997)
14. Cooperation in the Short and in the Long Run
    Levine's Working Paper Archive, David K. Levine View citations (3)
15. Regret in the On-line Decision Problem
    Levine's Working Paper Archive, David K. Levine View citations (3)
    See also Journal Article Regret in the On-Line Decision Problem, Games and Economic Behavior, Elsevier (1999) View citations (71) (1999)
16. Stochastic Evolutionary Game Dynamics
    Levine's Working Paper Archive, David K. Levine View citations (29)

2008

17. The Hedge Fund Game
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (5)

2007

18. An Operational Measure of Riskiness
    Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem View citations (5)
    Also in Levine's Bibliography, UCLA Department of Economics (2007) View citations (5)
    See also Journal Article An Operational Measure of Riskiness, Journal of Political Economy, University of Chicago Press (2009) View citations (80) (2009)

2006

19. Regret Testing Leads to Nash Equilibrium
    Levine's Working Paper Archive, David K. Levine View citations (2)

2001

20. On the Impossibility of Predicting the Behavior of Rational Agents
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (21)
    Also in Working Papers, Santa Fe Institute (2001) View citations (14)
21. Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (3)
    See also Journal Article Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy, Journal of the American Statistical Association, American Statistical Association (2004) View citations (7) (2004)

1999

22. Calibration, Expected Utility and Local Optimality
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
23. Introduction to Learning in Games: A Symposium in Honor of David Blackwell
    Levine's Working Paper Archive, David K. Levine

1997

24. A Proof of Calibration Via Blackwell's Approachability Theorem
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (2)
    Also in Levine's Working Paper Archive, David K. Levine (1997)
    See also Journal Article A Proof of Calibration via Blackwell's Approachability Theorem, Games and Economic Behavior, Elsevier (1999) View citations (16) (1999)
25. An Information Theoretic Comparison of Model Selection Criteria
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

1994

26. Asypmtotic Filtering Theory for Univariate Arch Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article Asymptotic Filtering Theory for Univariate ARCH Models, Econometrica, Econometric Society (1994) View citations (174) (1994)
27. Continuous Record Asymptotics for Rolling Sample Variance Estimators
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article Continuous Record Asymptotics for Rolling Sample Variance Estimators, Econometrica, Econometric Society (1996) View citations (155) (1996)

1992

28. Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model, Journal of Econometrics, Elsevier (1995) View citations (27) (1995)

Undated

29. Learning with Hazy Beliefs
    ELSE working papers, ESRC Centre on Economics Learning and Social Evolution View citations (6)

Journal Articles

2023

1. "Calibeating": beating forecasters at their own game
   Theoretical Economics, 2023, 18, (4)
   See also Working Paper "Calibeating": Beating Forecasters at Their Own Game, Papers (2022) View citations (1) (2022)

2021

2. Forecast Hedging and Calibration
   Journal of Political Economy, 2021, 129, (12), 3447 - 3490 View citations (3)
   See also Working Paper Forecast Hedging and Calibration, Papers (2022) (2022)

2018

3. Smooth calibration, leaky forecasts, finite recall, and Nash dynamics
   Games and Economic Behavior, 2018, 109, (C), 271-293 View citations (5)
   See also Working Paper Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics, Papers (2022) (2022)

2014

4. Combining multiple probability predictions using a simple logit model
   International Journal of Forecasting, 2014, 30, (2), 344-356 View citations (18)

2012

5. A strategy-proof test of portfolio returns
   Quantitative Finance, 2012, 12, (5), 671-683 View citations (1)
   See also Working Paper A Strategy-Proof Test of Portfolio Returns, Economics Series Working Papers (2011) (2011)

2011

6. VIF Regression: A Fast Regression Algorithm for Large Data
   Journal of the American Statistical Association, 2011, 106, (493), 232-247 View citations (11)

2010

7. Gaming Performance Fees By Portfolio Managers
   The Quarterly Journal of Economics, 2010, 125, (4), 1435-1458 View citations (26)

2009

8. An Operational Measure of Riskiness
   Journal of Political Economy, 2009, 117, (5), 785 - 814 View citations (80)
   See also Working Paper An Operational Measure of Riskiness, Discussion Paper Series (2007) View citations (5) (2007)

2008

9. A Dynamic Model for the Forward Curve
   The Review of Financial Studies, 2008, 21, (1), 265-310 View citations (1)
10. Hedge Fund Wizards
    The Economists' Voice, 2008, 5, (2), 3 View citations (1)
11. α‐investing: a procedure for sequential control of expected false discoveries
    Journal of the Royal Statistical Society Series B, 2008, 70, (2), 429-444 View citations (9)

2006

12. Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market
    The American Statistician, 2006, 60, 53-60
13. Regret testing: learning to play Nash equilibrium without knowing you have an opponent
    Theoretical Economics, 2006, 1, (3), 341-367 View citations (67)

2004

14. Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy
    Journal of the American Statistical Association, 2004, 99, 303-313 View citations (7)
    See also Working Paper Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy, Center for Financial Institutions Working Papers (2001) View citations (3) (2001)

2003

15. Learning, hypothesis testing, and Nash equilibrium
    Games and Economic Behavior, 2003, 45, (1), 73-96 View citations (72)

1999

16. A Proof of Calibration via Blackwell's Approachability Theorem
    Games and Economic Behavior, 1999, 29, (1-2), 73-78 View citations (16)
    See also Working Paper A Proof of Calibration Via Blackwell's Approachability Theorem, Discussion Papers (1997) View citations (2) (1997)
17. Introduction to the Special Issue
    Games and Economic Behavior, 1999, 29, (1-2), 1-6 View citations (2)
18. Regret in the On-Line Decision Problem
    Games and Economic Behavior, 1999, 29, (1-2), 7-35 View citations (71)
    See also Working Paper Regret in the On-line Decision Problem, Levine's Working Paper Archive (2010) View citations (3) (2010)

1998

19. An Axiomatic Characterization of a Class of Locations in Tree Networks
    Operations Research, 1998, 46, (3), 347-354 View citations (1)
20. On the Nonconvergence of Fictitious Play in Coordination Games
    Games and Economic Behavior, 1998, 25, (1), 79-96 View citations (21)

1997

21. Calibrated Learning and Correlated Equilibrium
    Games and Economic Behavior, 1997, 21, (1-2), 40-55 View citations (118)
    See also Working Paper Calibrated Learning and Correlated Equilibrium, Levine's Working Paper Archive (2010) View citations (3) (2010)

1996

22. Continuous Record Asymptotics for Rolling Sample Variance Estimators
    Econometrica, 1996, 64, (1), 139-74 View citations (155)
    See also Working Paper Continuous Record Asymptotics for Rolling Sample Variance Estimators, NBER Technical Working Papers (1994) View citations (3) (1994)

1995

23. Filtering and forecasting with misspecified ARCH models II: Making the right forecast with the wrong model
    Journal of Econometrics, 1995, 67, (2), 303-335 View citations (27)
    See also Working Paper Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model, NBER Technical Working Papers (1992) View citations (22) (1992)

1994

24. Asymptotic Filtering Theory for Univariate ARCH Models
    Econometrica, 1994, 62, (1), 1-41 View citations (174)
    See also Working Paper Asypmtotic Filtering Theory for Univariate Arch Models, NBER Technical Working Papers (1994) View citations (7) (1994)

1993

25. A Randomization Rule for Selecting Forecasts
    Operations Research, 1993, 41, (4), 704-709 View citations (17)
26. Reply to Professor Clemen
    Operations Research, 1993, 41, (4), 802-803

1992

27. An Economic Argument for Affirmative Action
    Rationality and Society, 1992, 4, (2), 176-188 View citations (13)
28. Response to Comments
    Rationality and Society, 1992, 4, (3), 368-369

1991

29. Cooperation in the long-run
    Games and Economic Behavior, 1991, 3, (1), 145-156 View citations (34)