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Publications

by members of

University of Pennsylvania → Wharton School of Business → Statistics Department

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2025

  1. Raj Pabari & Udaya Ghai & Dominique Perrault-Joncas & Kari Torkkola & Orit Ronen & Dhruv Madeka & Aviad Rubinstein & Dean Foster & Omer Gottesman, 2025, "A shared-revenue Bertrand game," Papers, arXiv.org, number 2502.07952, Feb, revised Sep 2025.
  2. Tiffany Ding & Dominique Perrault-Joncas & Orit Ronen & Michael I. Jordan & Dirk Bergemann & Dean Foster & Omer Gottesman, 2025, "Marketplace Operators Can Induce Competitive Pricing," Papers, arXiv.org, number 2503.06582, Mar, revised Oct 2025.

2022

  1. Dean P. Foster & Sergiu Hart, 2022, ""Calibeating": Beating Forecasters at Their Own Game," Papers, arXiv.org, number 2209.04892, Sep, revised Mar 2026.
  2. Dean P. Foster & Sergiu Hart, 2022, "Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics," Papers, arXiv.org, number 2210.07152, Oct.
  3. Dean P. Foster & Sergiu Hart, 2022, "Forecast Hedging and Calibration," Papers, arXiv.org, number 2210.07169, Oct.

2016

  1. Philip Ernst & Dean Foster & Larry Shepp, 2016, "On Optimal Retirement (How to Retire Early)," Papers, arXiv.org, number 1605.01028, May.

2015

  1. Dean P. Foster & Sergiu Hart, 2015, "Smooth Calibration, Leaky Forecasts, and Finite Recall," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp692, Sep.

2011

  1. Foster, Dean P. & Stine, Robert & Young, H. Peyton, 2011, "A Markov Test for Alpha," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-49, Sep.
  2. Foster, Dean P. & Young, H. Peyton, 2011, "A Strategy-Proof Test of Portfolio Returns," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-50, Jul.
  3. Dean P. Foster & Sergiu Hart, 2011, "A Wealth-Requirement Axiomatization of Riskiness," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp577, Jun.
  4. Dean Foster & Rakesh Vohra, 2011, "Calibration: Respice, Adspice, Prospice," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1537, May.

2010

  1. D. Foster & R. Vohra, 2010, "Asymptotic Calibration," Levine's Working Paper Archive, David K. Levine, number 468, Dec.
  2. D. Foster & P. Young, 2010, "Stochastic Evolutionary Game Dynamics," Levine's Working Paper Archive, David K. Levine, number 493, Dec.
  3. Peyton Young & Dean Foster, 2010, "Cooperation in the Short and in the Long Run," Levine's Working Paper Archive, David K. Levine, number 494, Dec.
  4. D. Foster & R. Vohra, 2010, "Calibrated Learning and Correlated Equilibrium," Levine's Working Paper Archive, David K. Levine, number 568, Dec.
  5. D. Foster & R. Vohra, 2010, "Regret in the On-line Decision Problem," Levine's Working Paper Archive, David K. Levine, number 569, Dec.

2008

  1. Peyton Young & Dean P Foster, 2008, "The Hedge Fund Game," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W01, 03.

2007

  1. Dean Foster & Sergiu Hart, 2007, "An Operational Measure of Riskiness," Levine's Bibliography, UCLA Department of Economics, number 843644000000000095, Jul.

2006

  1. Dean P Foster & Peyton Young, 2006, "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive, David K. Levine, number 784828000000000676, Mar.

2001

  1. Dean P. Foster & Robert A. Stine, 2001, "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, number 01-05, Feb.

1999

  1. Dean Foster & David K Levine & Rakesh Vohra, 1999, "Introduction to Learning in Games: A Symposium in Honor of David Blackwell," Levine's Working Paper Archive, David K. Levine, number 2091, Dec.
  2. Dean Foster & H Peyton Young, 1999, "On the Impossibility of Predicting the Behavior of Rational Agents," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 423, Feb, revised Jun 2001.
  3. Dean P. Foster & Rakesh V. Vohra, 1999, "Calibration, Expected Utility and Local Optimality," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1254, Mar.

1997

  1. Dean P Foster, 1997, "A proof of Calibration via Blackwell's Approachability Theorem," Levine's Working Paper Archive, David K. Levine, number 591, Mar.
  2. Dean P. Foster & Robert A. Stine, 1997, "An Information Theoretic Comparison of Model Selection Criteria," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1180, Feb.

1994

  1. Daniel B. Nelson & Dean P. Foster, 1994, "Asypmtotic Filtering Theory for Univariate Arch Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0129, Apr.
  2. Dean P. Foster & Daniel B. Nelson, 1994, "Continuous Record Asymptotics for Rolling Sample Variance Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0163, Aug.

1992

  1. Daniel B. Nelson & Dean P. Foster, 1992, "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, number 0132, Dec.

Undated

  1. Dean Foster & Peyton Young, undated, "Learning with Hazy Beliefs," ELSE working papers, ESRC Centre on Economics Learning and Social Evolution, number 023.

Journal articles

2023

  1. Foster, Dean & Hart, Sergiu, 2023, ""Calibeating": beating forecasters at their own game," Theoretical Economics, Econometric Society, volume 18, issue 4, November.

2021

  1. Dean P. Foster & Sergiu Hart, 2021, "Forecast Hedging and Calibration," Journal of Political Economy, University of Chicago Press, volume 129, issue 12, pages 3447-3490, DOI: 10.1086/716559.

2018

  1. Foster, Dean P. & Hart, Sergiu, 2018, "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, volume 109, issue C, pages 271-293, DOI: 10.1016/j.geb.2017.12.022.

2014

  1. Satopää, Ville A. & Baron, Jonathan & Foster, Dean P. & Mellers, Barbara A. & Tetlock, Philip E. & Ungar, Lyle H., 2014, "Combining multiple probability predictions using a simple logit model," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 344-356, DOI: 10.1016/j.ijforecast.2013.09.009.

2012

  1. Dean P. Foster & H. Peyton Young, 2012, "A strategy-proof test of portfolio returns," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 5, pages 671-683, March, DOI: 10.1080/14697688.2012.678770.

2011

  1. Lin, Dongyu & Foster, Dean P. & Ungar, Lyle H., 2011, "VIF Regression: A Fast Regression Algorithm for Large Data," Journal of the American Statistical Association, American Statistical Association, volume 106, issue 493, pages 232-247.

2010

  1. Dean P. Foster & H. Peyton Young, 2010, "Gaming Performance Fees By Portfolio Managers," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 125, issue 4, pages 1435-1458.

2009

  1. Dean P. Foster & Sergiu Hart, 2009, "An Operational Measure of Riskiness," Journal of Political Economy, University of Chicago Press, volume 117, issue 5, pages 785-814, DOI: 10.1086/644840.

2008

  1. Dean P. Foster & Robert A. Stine, 2008, "α‐investing: a procedure for sequential control of expected false discoveries," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 70, issue 2, pages 429-444, April, DOI: 10.1111/j.1467-9868.2007.00643.x.
  2. Foster Dean P. & Young H. Peyton, 2008, "Hedge Fund Wizards," The Economists' Voice, De Gruyter, volume 5, issue 2, pages 1-3, February, DOI: 10.2202/1553-3832.1311.
  3. Choong Tze Chua & Dean Foster & Krishna Ramaswamy & Robert Stine, 2008, "A Dynamic Model for the Forward Curve," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 265-310, January.

2006

  1. Foster, Dean P. & Stine, Robert A., 2006, "Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market," The American Statistician, American Statistical Association, volume 60, pages 53-60, February.
  2. , P. & , Peyton, 2006, "Regret testing: learning to play Nash equilibrium without knowing you have an opponent," Theoretical Economics, Econometric Society, volume 1, issue 3, pages 341-367, September.

2004

  1. Foster D.P. & Stine R.A., 2004, "Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy," Journal of the American Statistical Association, American Statistical Association, volume 99, pages 303-313, January.

2003

  1. Foster, Dean P. & Young, H. Peyton, 2003, "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, volume 45, issue 1, pages 73-96, October.

1999

  1. Vohra, Rakesh & Levine, David K. & Foster, Dean, 1999, "Introduction to the Special Issue," Games and Economic Behavior, Elsevier, volume 29, issue 1-2, pages 1-6, October.
  2. Foster, Dean P. & Vohra, Rakesh, 1999, "Regret in the On-Line Decision Problem," Games and Economic Behavior, Elsevier, volume 29, issue 1-2, pages 7-35, October.
  3. Foster, Dean P., 1999, "A Proof of Calibration via Blackwell's Approachability Theorem," Games and Economic Behavior, Elsevier, volume 29, issue 1-2, pages 73-78, October.

1998

  1. Foster, Dean P. & Young, H. Peyton, 1998, "On the Nonconvergence of Fictitious Play in Coordination Games," Games and Economic Behavior, Elsevier, volume 25, issue 1, pages 79-96, October.
  2. Dean P. Foster & Rakesh V. Vohra, 1998, "An Axiomatic Characterization of a Class of Locations in Tree Networks," Operations Research, INFORMS, volume 46, issue 3, pages 347-354, June, DOI: 10.1287/opre.46.3.347.

1997

  1. Foster, Dean P. & Vohra, Rakesh V., 1997, "Calibrated Learning and Correlated Equilibrium," Games and Economic Behavior, Elsevier, volume 21, issue 1-2, pages 40-55, October.

1996

  1. Foster, Dean P & Nelson, Daniel B, 1996, "Continuous Record Asymptotics for Rolling Sample Variance Estimators," Econometrica, Econometric Society, volume 64, issue 1, pages 139-174, January.

1995

  1. Nelson, Daniel B. & Foster, Dean P., 1995, "Filtering and forecasting with misspecified ARCH models II : Making the right forecast with the wrong model," Journal of Econometrics, Elsevier, volume 67, issue 2, pages 303-335, June.

1994

  1. Nelson, Daniel B & Foster, Dean P, 1994, "Asymptotic Filtering Theory for Univariate ARCH Models," Econometrica, Econometric Society, volume 62, issue 1, pages 1-41, January.

1993

  1. Dean P. Foster & Rakesh V. Vohra, 1993, "A Randomization Rule for Selecting Forecasts," Operations Research, INFORMS, volume 41, issue 4, pages 704-709, August, DOI: 10.1287/opre.41.4.704.
  2. Dean P. Foster & Rakesh V. Vohra, 1993, "Reply to Professor Clemen," Operations Research, INFORMS, volume 41, issue 4, pages 802-803, August, DOI: 10.1287/opre.41.4.802.

1992

  1. Dean P. Foster & Rakesh V. Vohra, 1992, "An Economic Argument for Affirmative Action," Rationality and Society, , volume 4, issue 2, pages 176-188, April, DOI: 10.1177/1043463192004002004.
  2. Dean Foster & Rakesh Vohra, 1992, "Response to Comments," Rationality and Society, , volume 4, issue 3, pages 368-369, July, DOI: 10.1177/1043463192004003010.

1991

  1. Peyton Young, H. & Foster, Dean, 1991, "Cooperation in the long-run," Games and Economic Behavior, Elsevier, volume 3, issue 1, pages 145-156, February.

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