Robert L. Winkler

Duke University - Fuqua School of Business

Box 90120

Durham, NC 27708-0120

United States

  • Duke University - Fuqua School of Business

SCHOLARLY PAPERS

12

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Scholarly Papers (12)

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1.

Probability Forecasts and Their Combination: A Research Perspective

Number of pages: 33 Posted: 10 Oct 2018 Last Revised: 29 Mar 2019
Robert L. Winkler, Yael Grushka-Cockayne, Kenneth C. Lichtendahl and Victor Richmond Jose
Duke University - Fuqua School of Business, University of Virginia - Darden School of Business, University of Virginia - Darden School of Business and Georgetown University - McDonough School of Business
Downloads 460 (67,256)
Citation 2

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2.

Between First and Second-Order Stochastic Dominance

Management Science 63, 2933–2947
Number of pages: 44 Posted: 08 Aug 2015 Last Revised: 02 Jan 2018
Alfred Müller, Marco Scarsini, Ilia Tsetlin and Robert L. Winkler
University of Siegen, LUISS, Dipartimento di Economia e Finanza, INSEAD and Duke University - Fuqua School of Business
Downloads 361 (89,491)
Citation 4

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Stochastic Dominance, Transfers, Indirect Utility

3.

Is it Better to Average Probabilities or Quantiles?

Darden Business School Working Paper No. 2066806
Number of pages: 31 Posted: 25 May 2012 Last Revised: 29 Sep 2012
Kenneth C. Lichtendahl, Yael Grushka-Cockayne and Robert L. Winkler
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business and Duke University - Fuqua School of Business
Downloads 347 (93,611)

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probability forecasts, quantile forecasts, expert combination, linear opinion pooling

4.

Probability Elicitation, Scoring Rules, and Competition Among Forecasters

Darden Business School Working Paper No. 07-05
Number of pages: 23 Posted: 05 Feb 2007
Kenneth C. Lichtendahl and Robert L. Winkler
University of Virginia - Darden School of Business and Duke University - Fuqua School of Business
Downloads 208 (158,951)
Citation 4

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probability elicitation; scoring rules; forecasting competitions; probability forecasts; truthful revelation; overconfidence bias

5.

When to Abandon a Research Project and Search for a New One

INSEAD Working Paper No. 2016/10/DSC
Number of pages: 23 Posted: 29 Feb 2016
Kevin F. McCardle, Ilia Tsetlin and Robert L. Winkler
University of California, Los Angeles (UCLA) - Anderson School of Management, INSEAD and Duke University - Fuqua School of Business
Downloads 192 (171,155)
Citation 1

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Project management, Dynamic programming, Uncertainty, Bayesian updating, Optimal stopping

6.

Multivariate Concave and Convex Stochastic Dominance

INSEAD Working Paper No. 2010/29/DS
Number of pages: 28 Posted: 23 Apr 2010
Michel Denuit, Louis Eeckhoudt, Ilia Tsetlin and Robert L. Winkler
Catholic University of Louvain, Catholic University of Lille - IESEG School of Management, INSEAD and Duke University - Fuqua School of Business
Downloads 148 (214,300)
Citation 5

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Decision Analysis, Multiple Criteria, Risk, Group Decisions, Utility/Preference, Multiattribute Utility, Stochastic Dominance, Stochastic Orders

7.

Generalized Almost Stochastic Dominance

INSEAD Working Paper No. 2014/30/DSC
Number of pages: 32 Posted: 18 Sep 2013 Last Revised: 16 Apr 2014
Rachel J. Huang, Ilia Tsetlin, Larry Y. Tzeng and Robert L. Winkler
National Central University - Department of Finance, INSEAD, National Taiwan University - Department of Finance and Duke University - Fuqua School of Business
Downloads 136 (229,237)
Citation 4

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Decision Analysis, Stochastic Dominance, Utility, Risk, Probability, Distribution Comparisons

8.

Combining Interval Forecasts

INSEAD Working Paper No. 2016/23/DSC
Number of pages: 30 Posted: 05 Nov 2014 Last Revised: 31 Mar 2016
Anil Gaba, Ilia Tsetlin and Robert L. Winkler
INSEAD – Decision Sciences, INSEAD and Duke University - Fuqua School of Business
Downloads 102 (283,047)
Citation 2

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Interval Forecasts, Combining Forecasts, Heuristics, Overconfidence

9.

Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs

Number of pages: 30 Posted: 09 Jul 2015 Last Revised: 07 Nov 2016
Yael Grushka-Cockayne, Kenneth C. Lichtendahl, Victor Richmond Jose and Robert L. Winkler
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business, Georgetown University - McDonough School of Business and Duke University - Fuqua School of Business
Downloads 99 (288,702)
Citation 4

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quantile forecasts; forecast evaluation, probability elicitation, proper scoring rules, expert aggregation, expert combination

10.

Extremizing and Anti-Extremizing in Bayesian Ensembles of Binary-Event Forecasts

Number of pages: 28 Posted: 27 Mar 2017 Last Revised: 08 Oct 2019
Kenneth C. Lichtendahl, Yael Grushka-Cockayne, Victor Richmond Jose and Robert L. Winkler
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business, Georgetown University - McDonough School of Business and Duke University - Fuqua School of Business
Downloads 64 (372,811)

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Forecast aggregation; linear opinion pool; generalized linear model; extremizing and anti-extremizing; bracketing; probit ensemble

11.

Ranking Distributions When Only Means and Variances Are Known

INSEAD Working Paper No. 2019/37/DSC
Number of pages: 12 Posted: 21 Aug 2019
Alfred Müller, Marco Scarsini, Ilia Tsetlin and Robert L. Winkler
University of Siegen, LUISS, Dipartimento di Economia e Finanza, INSEAD and Duke University - Fuqua School of Business
Downloads 39 (462,297)

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Decision analysis: stochastic dominance, utility, risk, Probability: distribution comparisons

12.

Multivariate Almost Stochastic Dominance

Journal of Risk and Insurance, Vol. 85, Issue 2, pp. 431-445, 2018
Number of pages: 15 Posted: 05 Jun 2018
Ilia Tsetlin and Robert L. Winkler
INSEAD and Duke University - Fuqua School of Business
Downloads 0 (720,146)
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