Investment and consumption without commitment I Ekeland, TA Pirvu
Mathematics and Financial Economics 2 (1), 57-86, 2008
278 2008 Time-consistent portfolio management I Ekeland, O Mbodji, TA Pirvu
SIAM Journal on Financial Mathematics 3 (1), 1-32, 2012
154 2012 Multi-stock portfolio optimization under prospect theory TA Pirvu, K Schulze
Mathematics and Financial Economics 6, 337-362, 2012
75 2012 Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution TA Pirvu, H Zhang
Insurance: Mathematics and Economics 51 (2), 303-309, 2012
63 2012 Equilibrium pricing in incomplete markets under translation invariant preferences P Cheridito, U Horst, M Kupper, TA Pirvu
Mathematics of Operations Research 41 (1), 174-195, 2016
57 2016 Portfolio optimization under the value-at-risk constraint TA Pirvu
Quantitative Finance 7 (2), 125-136, 2007
42 2007 Risk measures and portfolio optimization PSN Gambrah, TA Pirvu
Journal of Risk and Financial Management 7 (3), 113-129, 2014
39 2014 On securitization, market completion and equilibrium risk transfer U Horst, TA Pirvu, G Dos Reis
Mathematics and Financial Economics 2, 211-252, 2010
34 2010 Satisfying convex risk limits by trading K Larsen, TA Pirvu, SE Shreve, R Tütüncü
Finance and Stochastics 9 (2), 177-195, 2005
32 2005 Investment–consumption with regime-switching discount rates TA Pirvu, H Zhang
Mathematical Social Sciences 71, 142-150, 2014
31 2014 CRRA utility maximization under risk constraints S Moreno-Bromberg, T Pirvu, A Réveillac
arXiv preprint arXiv:1106.1702, 2011
17 2011 Maximizing the growth rate under risk constraints TA Pirvu, G Žitković
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009
17 2009 Cumulative Prospect Theory with Generalized Hyperbolic Skewed Distribution M Kwak, TA Pirvu
SIAM Journal on Financial Mathematics 9 (1), 54-89, 2018
13 2018 Multi-period investment strategies under cumulative prospect theory L Deng, TA Pirvu
Journal of Risk and Financial Management 12 (2), 83, 2019
11 2019 Utility indifference pricing: a time consistent approach TA Pirvu, H Zhang
Applied mathematical finance 20 (4), 304-326, 2013
11 2013 An elliptic partial differential equation and its application DP Covei, TA Pirvu
Applied Mathematics Letters 101, 106059, 2020
8 2020 Numerical analysis for Spread option pricing model in illiquid underlying asset market: full feedback model AR Yazdanian, TA Pirvu
arXiv preprint arXiv:1406.1149, 2014
8 2014 A multiperiod equilibrium pricing model M Kwak, TA Pirvu, H Zhang
Journal of Applied Mathematics 2014, 2014
7 2014 Stochastic production planning with regime switching EC Canepa, DP Covei, TA Pirvu
arXiv preprint arXiv:2002.09724, 2020
6 2020 Risk management under Omega measure MR Metel, TA Pirvu, J Wong
Risks 5 (2), 27, 2017
6 2017