The following pages link to David Johnstone (Q252753):
Displayed 16 items.
- Mean-variance and expected utility: the Borch paradox (Q252755) (← links)
- (Q622630) (redirect page) (← links)
- Elementary proof that mean-variance implies quadratic utility (Q622632) (← links)
- Fitting probability forecasting models by scoring rules and maximum likelihood (Q629118) (← links)
- Behavioral and prescriptive explanations of a reverse sunk cost effect (Q1812104) (← links)
- Bayesian inference given data `significant at \(\alpha\)': Tests of point hypotheses (Q1891664) (← links)
- A cumulative prospect theory explanation of gamblers cashing-out (Q2244633) (← links)
- Economic Darwinism: Who has the best probabilities? (Q2370084) (← links)
- The value of a probability forecast from portfolio theory (Q2425828) (← links)
- Economic Interpretation of Probabilities Estimated by Maximum Likelihood or Score (Q3005681) (← links)
- A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering (Q4619485) (← links)
- Tailored Scoring Rules for Probabilities (Q4691942) (← links)
- Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation (Q4692031) (← links)
- A Probability Scoring Rule for Simultaneous Events (Q5121288) (← links)
- On the Necessity for Random Sampling (Q5751806) (← links)
- Scoring Probability Forecasts by a User’s Bets Against a Market Consensus (Q5868919) (← links)