A population model with pseudo exponential survival von Covei, Dragoş-Patru, Pîrvu, Traian A., Şterbeţi, Cătălin

Volltext

Investment and consumption without commitment von Ekeland, Ivar, Pirvu, Traian A.

Volltext

Spread Option Pricing Under Finite Liquidity Framework von Pirvu, Traian A., Zhang, Shuming

Volltext

Time-Consistent Portfolio Management von Ekeland, Ivar, Mbodji, Oumar, Pirvu, Traian A.

Volltext

Portfolio optimization under correlation constraint von Maheshwari, Aditya, Pirvu, Traian A

Volltext

The Equilibrium Solutions for a Nonlinear Separable Population Model von Covei, Dragos-Patru, Pirvu, Traian A, Sterbeti, Catalin

Volltext

Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution von Pirvu, Traian A., Zhang, Huayue

Volltext

Risk minimization and portfolio diversification von Pourbabaee, Farzad, Kwak, Minsuk, Pirvu, Traian A.

Volltext

Risk management under Omega measure von Metel, Michael R, Pirvu, Traian A, Wong, Julian

Volltext

Multi-stock portfolio optimization under prospect theory von Pirvu, Traian A., Schulze, Klaas

Volltext

Multi-period investment strategies under cumulative prospect theory von Deng, Liurui, Pirvu, Traian A

Volltext

Investment–consumption with regime-switching discount rates von Pirvu, Traian A., Zhang, Huayue

Volltext

Utility Indifference Pricing: A Time Consistent Approach von Pirvu, Traian A., Zhang, Huayue

Volltext

Non-linear equity portfolio variance reduction under a mean–variance framework—A delta–gamma approach von Jewell, Sean W., Li, Yang, Pirvu, Traian A.

Volltext

A Multiperiod Equilibrium Pricing Model von Kwak, Minsuk, Pirvu, Traian A., Zhang, Huayue

Volltext

Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences von Cheridito, Patrick, Horst, Ulrich, Kupper, Michael, Pirvu, Traian A.

Volltext

Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time von Jevtić, Petar, Kwak, Minsuk, Pirvu, Traian A.

Volltext

Portfolio optimization under the Value-at-Risk constraint von Pirvu, Traian A.

Volltext

MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS von Pirvu, Traian A., Žitković, Gordan

Volltext

Risk measures and portfolio optimization von Gambrah, Priscilla Serwaa Nkyira, Pirvu, Traian Adrian

Volltext