Pieter M. Van Staden

Available identifiers

zbMath Open van-staden.pieter-mMaRDI QIDQ1622504

List of research outcomes

Publication	Date of Publication	Type
Across-time risk-aware strategies for outperforming a benchmark	2024-06-14	Paper
BEATING A CONSTANT WEIGHT BENCHMARK: EASIER DONE THAN SAID	2024-01-23	Paper
Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach	2023-06-01	Paper
PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION	2021-10-20	Paper
The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors	2021-06-03	Paper
On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies	2021-05-17	Paper
Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization?	2019-11-22	Paper
Time-consistent mean-variance portfolio optimization: a numerical impulse control approach	2018-11-19	Paper

Research outcomes over time

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