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Van Staden, Pieter M.

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Author ID: van-staden.pieter-m Recent zbMATH articles by "Van Staden, Pieter M."
Published as: van Staden, Pieter M.; Van Staden, Pieter M.
Documents Indexed: 5 Publications since 2018
Co-Authors: 2 Co-Authors with 5 Joint Publications
62 Co-Co-Authors

Co-Authors

0 single-authored
5 Dang, Duy Minh
5 Forsyth, Peter A.

Publications by Year

Citations contained in zbMATH Open

4 Publications have been cited 26 times in 20 Documents Cited by Year
Time-consistent mean-variance portfolio optimization: a numerical impulse control approach. Zbl 1417.91558
Van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.
15
2018
Mean-quadratic variation portfolio optimization: a desirable alternative to time-consistent mean-variance optimization? Zbl 1427.91262
van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.
5
2019
The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors. Zbl 07354354
van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.
4
2021
On the distribution of terminal wealth under dynamic mean-variance optimal investment strategies. Zbl 1465.91102
van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.
2
2021
The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors. Zbl 07354354
van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.
4
2021
On the distribution of terminal wealth under dynamic mean-variance optimal investment strategies. Zbl 1465.91102
van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.
2
2021
Mean-quadratic variation portfolio optimization: a desirable alternative to time-consistent mean-variance optimization? Zbl 1427.91262
van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.
5
2019
Time-consistent mean-variance portfolio optimization: a numerical impulse control approach. Zbl 1417.91558
Van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.
15
2018

Citations by Year