David Johnstone

Available identifiers

Publication	Date of Publication	Type
Measures of the economic value of probabilities of bankruptcy	2024-12-06	Paper
Scoring Probability Forecasts by a User’s Bets Against a Market Consensus	2022-09-26	Paper
A cumulative prospect theory explanation of gamblers cashing-out	2021-11-12	Paper
A Probability Scoring Rule for Simultaneous Events	2020-09-14	Paper
A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering	2019-02-06	Paper
Tailored scoring rules for probabilities	2018-10-24	Paper
Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation	2018-10-24	Paper
Mean-variance and expected utility: the Borch paradox	2016-03-04	Paper
Economic interpretation of probabilities estimated by maximum likelihood or score	2011-06-09	Paper
Fitting probability forecasting models by scoring rules and maximum likelihood	2011-03-08	Paper
Elementary proof that mean-variance implies quadratic utility	2011-02-03	Paper
The value of a probability forecast from portfolio theory	2008-05-07	Paper
Economic Darwinism: Who has the best probabilities?	2007-06-21	Paper
Behavioral and prescriptive explanations of a reverse sunk cost effect	2003-06-18	Paper
Bayesian inference given data `significant at \(\alpha\)': Tests of point hypotheses	1995-06-14	Paper
On the Necessity for Random Sampling	1989-01-01	Paper

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