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(1,275)
- News (115)
- Research (1,049)
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- Faculty Publications (800)
Show Results For
- All HBS Web
(1,275)
- News (115)
- Research (1,049)
- Events (3)
- Multimedia (6)
- Faculty Publications (800)
- Article
Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs
By: Y. Grushka-Cockayne, K. C. Lichtendahl, V.R.R. Jose and R.L. Winkler
From forecasting competitions to conditional value-at-risk requirements, the use of multiple quantile assessments is growing in practice. To evaluate them, we use a rule from the general class of proper scoring rules for a forecaster’s multiple quantiles of a single... View Details
Grushka-Cockayne, Y., K. C. Lichtendahl, V.R.R. Jose, and R.L. Winkler. "Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs." Operations Research 65, no. 3 (May–June 2017): 712–728.
- 21 Jul 2020
- Working Paper Summaries
Business Reopening Decisions and Demand Forecasts During the COVID-19 Pandemic
- 1972
- Chapter
Optimal Utilization of Market Forecasts and the Evaluation of Portfolio Performance
By: Michael Jensen
Keywords: Investment Portfolio; Financial Markets; Forecasting and Prediction; Performance Evaluation
Jensen, Michael. "Optimal Utilization of Market Forecasts and the Evaluation of Portfolio Performance." In Mathematical Methods in Finance, edited by G. P. Szego and Karl Shell. North-Holland Publishing Company, 1972.
- Article
Is it Better to Average Probabilities or Quantiles?
By: Kenneth C. Lichtendahl, Yael Grushka-Cockayne and Robert L. Winkler
We consider two ways to aggregate expert opinions using simple averages: averaging probabilities and averaging quantiles. We examine analytical properties of these forecasts and compare their ability to harness the wisdom of the crowd. In terms of location, the two... View Details
Keywords: Probability Forecasts; Quantile Forecasts; Expert Combination; Linear Opinion Pooling; Forecasting and Prediction
Lichtendahl, Kenneth C., Yael Grushka-Cockayne, and Robert L. Winkler. "Is it Better to Average Probabilities or Quantiles?" Management Science 59, no. 7 (July 2013): 1594–1611.
- November 1981 (Revised June 1989)
- Case
Firestone Tire & Rubber Co.: The Industry Replacement Passenger Tire Forecast
Schleifer, Arthur, Jr. "Firestone Tire & Rubber Co.: The Industry Replacement Passenger Tire Forecast." Harvard Business School Case 182-152, November 1981. (Revised June 1989.)
- 1999
- Working Paper
Positive Illusions and Forecasting Errors in Mutual Fund Investment Decisions
By: Don A. Moore, Terri Kurtzberg, Craig R. Fox and Max Bazerman
- 20 Feb 2014
- News
We Need Economic Forecasters Even Though We Can’t Trust Them
- 2007
- Working Paper
The Rise of Business Forecasting Agencies in the United States
- 01 Nov 2018
- Working Paper Summaries
Forecasting Airport Transfer Passenger Flow Using Real-Time Data and Machine Learning
- Article
The Relation between Analysts' Long-Term Earnings Forecasts and Stock Performance following Equity Offerings
By: P. Dechow, A. Hutton and R. Sloan
Dechow, P., A. Hutton, and R. Sloan. "The Relation between Analysts' Long-Term Earnings Forecasts and Stock Performance following Equity Offerings." Contemporary Accounting Research 17, no. 3 (Fall 2000).
- August 2010
- Case
Flash Memory, Inc.
By: William E. Fruhan and Craig Stephenson
The CFO of Flash Memory, Inc. prepares the company's investing and financing plans for the next three years. Flash Memory is a small firm that specializes in the design and manufacture of solid state drives (SSDs) and memory modules for the computer and electronics... View Details
Keywords: Forecasting; Financial Management; Cash Flow; Forecasting and Prediction; Capital Budgeting; Computer Industry; Electronics Industry; United States
Fruhan, William E., and Craig Stephenson. "Flash Memory, Inc." Harvard Business School Brief Case 104-230, August 2010.
- August 2010
- Teaching Note
Flash Memory, Inc. (Brief Case)
By: William E. Fruhan Jr. and Craig Stephenson
Teaching Note for 4230. View Details
- January 1996
- Article
Real Business Cycle Models and the Forecastable Movements in Output, Hours and Consumption
By: J. J. Rotemberg and Michael Woodford
Keywords: Forecasting and Prediction
Rotemberg, J. J., and Michael Woodford. "Real Business Cycle Models and the Forecastable Movements in Output, Hours and Consumption." American Economic Review 86, no. 1 (January 1996): 71–89.
- 1987
- Working Paper
Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets
By: K. A. Froot
Simple regression tests that have power against the alternatives that asset prices and expected future asset returns are excessively volatile are developed and performed for the foreign exchange and stock markets. These tests have a number of advantages over... View Details
- Article
On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
By: Robert C. Merton and Roy D. Henriksson
Merton, Robert C., and Roy D. Henriksson. "On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills." Journal of Business 54, no. 4 (October 1981): 513–533.
- Article
Scenario Generation for Long Run Interest Rate Risk Assessment
By: Robert F. Engle, Guillaume Roussellet and Emil N. Siriwardane
We propose a statistical model of the term structure of U.S. treasury yields tailored for long-term probability-based scenario generation and forecasts. Our model is easy to estimate and is able to simultaneously reproduce the positivity, persistence, and factor... View Details
Keywords: Forecasting; Stress Testing; Interest Rates; Forecasting and Prediction; Risk Management; United States
Engle, Robert F., Guillaume Roussellet, and Emil N. Siriwardane. "Scenario Generation for Long Run Interest Rate Risk Assessment." Special Issue on Theoretical and Financial Econometrics: Essays in Honor of C. Gourieroux. Journal of Econometrics 201, no. 2 (December 2017): 333–347.
- 1992
- Chapter
Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market
By: J. Frankel and K. A. Froot
Keywords: Currencies; Exchange Rates; International Macroeconomics; Monetary Policy; Currency Controls; Fixed Exchange Rates; Floating Exchange Rates; Currency Bands; Currency Zones; Currency Areas; Rational Expectations; International Finance; Currency Exchange Rate; Asset Pricing; Forecasting and Prediction; Policy
Frankel, J., and K. A. Froot. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market." In International Business Reader, edited by D. Duta. London: Oxford University Press, 1992. (Revised from IMF Working Paper No. 90/43 and NBER Working Paper No. 3470, October 1990.)
- December 1988 (Revised May 1989)
- Background Note
PROFORMA: An Aid for Analyzing Accounting Statements for the Purposes of Constructing Proformas and Forecasting
By: John E. Bishop
Bishop, John E. "PROFORMA: An Aid for Analyzing Accounting Statements for the Purposes of Constructing Proformas and Forecasting." Harvard Business School Background Note 189-108, December 1988. (Revised May 1989.)