The value of a probability forecast from portfolio theory

Theory and Decision

Volumn 63, Issue 2, 2007, Pages 153-203

  Johnstone, D J ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Forecast evaluation; Portfolio theory; Probability forecast; Probability score

Indexed keywords

COVARIANCE MATRIX; DATA PRIVACY; ECONOMIC ANALYSIS; FORECASTING; MATHEMATICAL MODELS; RISK ANALYSIS;

FORECAST EVALUATION; PORTFOLIO THEORY; PROBABILITY FORECAST; PROBABILITY SCORES;

INDUSTRIAL ECONOMICS;

EID: 34547220323     PISSN: 00405833     EISSN: 15737187     Source Type: Journal    
DOI: 10.1007/s11238-006-9023-1     Document Type: Article

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