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Author | Identifier | Number of Items | Total Downloads |
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Van Staden, P | ![]() |
2 | 87 |
Title | Author(s) | IrusType | Repository | Item URL | Total Downloads |
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Mean-Quadratic Variation portfolio optimization: a desirable alternative to time-consistent mean-variance optimization? | van Staden, Pieter; Dang, Duy-Minh; Forsyth, Peter | Article | University of Queensland [UQ eSpace] | 86 | |
Practical investment consequences of the scalarization parameter formulation in dynamic mean-variance portfolio optimization | van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A. | Article | University of Queensland [UQ eSpace] | 1 |