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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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On securitization, market completion and equilibrium risk transfer von Horst, Ulrich, Pirvu, Traian A., Dos Reis, Gonçalo

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

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

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

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

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