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

15

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Scholarly Papers (15)

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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, Yael Grushka-Cockayne, Kenneth C. Lichtendahl and Victor Richmond Jose
Duke University - Fuqua School of Business, University of Virginia - Darden School of BusinessHarvard University - Business School (HBS), University of Virginia - Darden School of Business and Georgetown University - McDonough School of Business
Downloads 553 (70,306)
Citation 7

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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 421 (97,101)
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
Kenneth C. Lichtendahl, Yael Grushka-Cockayne, Yael Grushka-Cockayne and Robert L. Winkler
University of Virginia - Darden School of Business, University of Virginia - Darden School of BusinessHarvard University - Business School (HBS) and Duke University - Fuqua School of Business
Downloads 376 (110,561)
Citation 2

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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 228 (185,243)
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 220 (191,634)
Citation 3

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

6.

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 164 (248,465)
Citation 5

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

7.

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 155 (260,385)
Citation 6

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

8.

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 147 (271,808)
Citation 1

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

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
Kenneth C. Lichtendahl, Yael Grushka-Cockayne, Yael Grushka-Cockayne, Victor Richmond Jose and Robert L. Winkler
University of Virginia - Darden School of Business, University of Virginia - Darden School of BusinessHarvard University - Business School (HBS), Georgetown University - McDonough School of Business and Duke University - Fuqua School of Business
Downloads 137 (287,160)
Citation 1

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

10.

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 116 (324,588)
Citation 2

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Interval Forecasts, Combining Forecasts, Heuristics, Overconfidence

11.

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, Yael Grushka-Cockayne, Kenneth C. Lichtendahl, Victor Richmond Jose and Robert L. Winkler
University of Virginia - Darden School of BusinessHarvard University - Business School (HBS), University of Virginia - Darden School of Business, Georgetown University - McDonough School of Business and Duke University - Fuqua School of Business
Downloads 115 (326,574)
Citation 5

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

12.

Decisions with Several Objectives under Uncertainty: Sufficient Conditions for Multivariate Almost Stochastic Dominance

INSEAD Working Paper No. 2022/12/DSC
Number of pages: 37 Posted: 26 May 2021 Last Revised: 15 Mar 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 98 (363,695)

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Multivariate Almost Stochastic Dominance, Transfers, Sufficient Conditions for Dominance, Choice Between Lotteries, Mean and Variance

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
Department of Management Sciences, College of Business, City University of Hong Kong, INSEAD – Decision Sciences, INSEAD and Duke University - Fuqua School of Business
Downloads 23 (671,234)

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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 16 (725,712)

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Combining Opinions, Group Belief, Correlated Beliefs

15.

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 4 (837,846)

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