Narrow search
Showing 1 - 10 of 482
Cover Image
An operational measure of riskiness
Foster, Dean P.; Hart, Sergiu - 2007
Persistent link: https://www.econbiz.de/10003482137
Cover Image
A wealth-requirement axiomatization of riskiness
Foster, Dean P.; Hart, Sergiu - 2011
Persistent link: https://www.econbiz.de/10009309643
Cover Image
A wealth-requirement axiomatization of riskiness
Foster, Dean P.; Hart, Sergiu - In: Theoretical economics : TE ; journal of the Econometric … 8 (2013) 2, pp. 591-620
Persistent link: https://www.econbiz.de/10009761162
Cover Image
A generalized measure of riskiness
Bali, Turan G.; Cakici, Nusret; Chabi-Yo, Fousseni - In: Management science : journal of the Institute for … 57 (2011) 8, pp. 1406-1423
Persistent link: https://www.econbiz.de/10009297010
Cover Image
Forecast hedging and calibration
Foster, Dean P.; Hart, Sergiu - In: Journal of political economy 129 (2021) 12, pp. 3447-3490
Persistent link: https://www.econbiz.de/10012694573
Cover Image
A wealth-requirement axiomatization of riskiness
Foster, Dean P.; Hart, Sergiu - In: Theoretical economics : TE ; an open access journal in … 8 (2013) 2, pp. 591-620
Persistent link: https://www.econbiz.de/10011686657
Cover Image
Smooth calibration, leaky forecasts, finite recall, and Nash dynamics
Foster, Dean P.; Hart, Sergiu - In: Games and economic behavior 109 (2018), pp. 271-293
Persistent link: https://www.econbiz.de/10012173212
Cover Image
Forecast hedging and calibration
Foster, Dean P.; Hart, Sergiu - 2019
Persistent link: https://www.econbiz.de/10013364336
Cover Image
"Calibeating": beating forecasters at their own game
Foster, Dean P.; Hart, Sergiu - 2022
Persistent link: https://www.econbiz.de/10013364397
Cover Image
"Calibeating" : beating forecasters at their own game
Foster, Dean P.; Hart, Sergiu - In: Theoretical economics : TE ; an open access journal in … 18 (2023) 4, pp. 1441-1474
To identify expertise, forecasters should not be tested by their calibration score, which can always be made arbitrarily small, but rather by their Brier score. The Brier score is the sum of the calibration score and the refinement score; the latter measures how good the sorting into bins with...
Persistent link: https://www.econbiz.de/10014440068