Investment and consumption without commitment I Ekeland, TA Pirvu
Mathematics and Financial Economics 2 (1), 57-86, 2008
287 2008 Time-consistent portfolio management I Ekeland, O Mbodji, TA Pirvu
SIAM Journal on Financial Mathematics 3 (1), 1-32, 2012
156 2012 Multi-stock portfolio optimization under prospect theory TA Pirvu, K Schulze
Mathematics and Financial Economics 6, 337-362, 2012
80 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
67 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
58 2016 Portfolio optimization under the value-at-risk constraint TA Pirvu
Quantitative Finance 7 (2), 125-136, 2007
44 2007 Risk measures and portfolio optimization PSN Gambrah, TA Pirvu
Journal of Risk and Financial Management 7 (3), 113-129, 2014
40 2014 On securitization, market completion and equilibrium risk transfer U Horst, TA Pirvu, G Dos Reis
Mathematics and Financial Economics 2, 211-252, 2010
37 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
14 2018 Utility indifference pricing: a time consistent approach TA Pirvu, H Zhang
Applied mathematical finance 20 (4), 304-326, 2013
11 2013 Multi-period investment strategies under cumulative prospect theory L Deng, TA Pirvu
Journal of Risk and Financial Management 12 (2), 83, 2019
10 2019 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 Stochastic production planning with regime switching EC Canepa, DP Covei, TA Pirvu
arXiv preprint arXiv:2002.09724, 2020
7 2020 Risk management under Omega measure MR Metel, TA Pirvu, J Wong
Risks 5 (2), 27, 2017
7 2017 A multiperiod equilibrium pricing model M Kwak, TA Pirvu, H Zhang
Journal of Applied Mathematics 2014 (1), 408685, 2014
7 2014