Risk-Adjusted Forecasting is a forecasting method that incorporates probabilistic risk assessments and uncertainty quantification into projected performance metrics to dynamically refine estimates of future outcomes in the context of Variance At Completion.
31
Publications
2.6K
Citations
58
Authors
54
Institutions
Publications per year
2017–2026
2
Parents
Publications
31
Futures Prices as Risk-Adjusted Forecasts of Monetary Policy
Monika Piazzesi, Eric T. Swanson · SSRN Electronic Journal · 2006 · 144 citations · Full text
1–5 of 31
Authors
58
- MP
4
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- ET
4
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- PP
3
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- MP
3
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- XZ
2
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1–5 of 58
Institutions
54
University of Chicago
Chicago, United States
5 h-index
7 publications
791 citations
Bank of Italy
Rome, Italy
3 h-index
6 publications
632 citations
European Central Bank
Frankfurt am Main, Germany
3 h-index
4 publications
572 citations
Rice University
Houston, United States
2 h-index
2 publications
909 citations
BlackRock (United States)
New York, United States
2 h-index
2 publications
909 citations
National Bureau of Economic Research
Cambridge, United States
2 h-index
2 publications
157 citations
Federal Reserve Bank of San Francisco
San Francisco, United States
2 h-index
3 publications
461 citations
Stanford University
Stanford, United States
2 h-index
3 publications
232 citations
1–8 of 54
Venues
- SSRN Electronic Journal
Repository · 6 publications · 391 citations
6
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- The Journal of Fixed Income
3 publications · 63 citations
3
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- Journal of Monetary Economics
2 publications · 439 citations
2
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- The Journal of Finance
2 publications · 52 citations
2
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- The Journal of Portfolio Management
JPM · 2 publications · 41 citations
2
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1–5