Robert L. Winkler

Duke University - Fuqua School of Business

Box 90120

Durham, NC 27708-0120

United States

SCHOLARLY PAPERS

14

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3,684

SSRN CITATIONS
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Top 19,819

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65

CROSSREF CITATIONS

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Scholarly Papers (14)

1.

Probability Forecasts and Their Combination: A Research Perspective

Number of pages: 33 Posted: 10 Oct 2018 Last Revised: 29 Mar 2019
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 644 (76,337)
Citation 11

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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 University Dipartimento di Economia e Finanza, INSEAD and Duke University - Fuqua School of Business
Downloads 498 (105,265)
Citation 7

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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
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business and Duke University - Fuqua School of Business
Downloads 463 (114,824)
Citation 2

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

4.

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 286 (195,679)
Citation 4

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

5.

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 277 (202,187)
Citation 4

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

6.

Ranking Distributions when only Means and Variances are Known

INSEAD Working Paper No. 2020/36/DSC, Forthcoming in Operations Research
Number of pages: 15 Posted: 21 Aug 2019 Last Revised: 05 Aug 2020
Alfred Müller, Marco Scarsini, Ilia Tsetlin and Robert L. Winkler
University of Siegen, Luiss University Dipartimento di Economia e Finanza, INSEAD and Duke University - Fuqua School of Business
Downloads 264 (212,231)
Citation 1

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

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 228 (244,917)
Citation 9

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

8.

Sufficient Conditions for Multivariate Almost Stochastic Dominance under Dependence Uncertainty

INSEAD Working Paper No. 2022/52/DSC
Number of pages: 35 Posted: 26 May 2021 Last Revised: 15 Nov 2022
Alfred Müller, Marco Scarsini, Ilia Tsetlin and Robert L. Winkler
University of Siegen, Luiss University Dipartimento di Economia e Finanza, INSEAD and Duke University - Fuqua School of Business
Downloads 209 (265,772)
Citation 2

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Multivariate Almost Stochastic Dominance, Transfers, Sufficient Conditions for Dominance, Dependence Uncertainty, Mean and Variance

9.

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

Number of pages: 29 Posted: 27 Mar 2017 Last Revised: 24 Apr 2021
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 189 (291,248)
Citation 2

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

10.

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 185 (296,703)
Citation 6

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

11.

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 166 (326,329)
Citation 5

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Interval Forecasts, Combining Forecasts, Heuristics, Overconfidence

12.

Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs

Number of pages: 30 Posted: 09 Jul 2015 Last Revised: 07 Nov 2016
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 135 (386,146)
Citation 5

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

13.

Evaluating Quantile Forecasts in the M5 Uncertainty Competition

INSEAD Working Paper No. 2022/21/DSC
Number of pages: 23 Posted: 08 Apr 2022
Zhi Chen, Anil Gaba, Ilia Tsetlin and Robert L. Winkler
National University of Singapore (NUS), INSEAD – Decision Sciences, INSEAD and Duke University - Fuqua School of Business
Downloads 76 (571,333)
Citation 1

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Probabilistic Forecasting, Quantiles, Prediction Intervals, Scoring Rules

14.

Resolute and Correlated Bayesians

INSEAD Working Paper No. 2022/20/DSC
Number of pages: 30 Posted: 08 Apr 2022
Boris Babic, Anil Gaba, Ilia Tsetlin and Robert L. Winkler
University of Toronto, INSEAD – Decision Sciences, INSEAD and Duke University - Fuqua School of Business
Downloads 64 (626,718)

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Combining Opinions, Group Belief, Correlated Beliefs