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Pieter M. van Staden · Study
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Pieter M. van Staden
2 works
· latest 2020
· 1 institutions
cluster: provisional
ORCID 0000-0002-1209-2171
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Most cited in this library
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
2020 · 46 citations
Time-consistent mean–variance portfolio optimization: A numerical impulse control approach
2018 · 36 citations
Works
2 shown
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
European Journal of Operational Research
·
2020
·
3 authors
46
citations
Time-consistent mean–variance portfolio optimization: A numerical impulse control approach
Insurance Mathematics and Economics
·
2018
·
3 authors
·
Open access
36
citations