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Author ID: pirvu.traian-a Recent zbMATH articles by "Pirvu, Traian A."
Published as: Pirvu, Traian A.; Pirvu, T. A.
External Links: MGP
Documents Indexed: 21 Publications since 2005
Co-Authors: 22 Co-Authors with 19 Joint Publications
649 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 257 times in 200 Documents Cited by Year
Investment and consumption without commitment. Zbl 1177.91123
Ekeland, Ivar; Pirvu, Traian A.
102
2008
Time-consistent portfolio management. Zbl 1257.91040
Ekeland, Ivar; Mbodji, Oumar; Pirvu, Traian A.
64
2012
Equilibrium pricing in incomplete markets under translation invariant preferences. Zbl 1410.91439
Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A.
18
2016
Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution. Zbl 1284.91529
Pirvu, Traian A.; Zhang, Huayue
15
2012
Multi-stock portfolio optimization under prospect theory. Zbl 1260.91231
Pirvu, Traian A.; Schulze, Klaas
13
2012
Portfolio optimization under the value-at-risk constraint. Zbl 1278.91149
Pirvu, Traian A.
11
2007
Investment-consumption with regime-switching discount rates. Zbl 1308.91146
Pirvu, Traian A.; Zhang, Huayue
9
2014
Satisfying convex risk limits by trading. Zbl 1092.91048
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; Tütüncü, Reha
9
2005
On securitization, market completion and equilibrium risk transfer. Zbl 1255.91401
Horst, Ulrich; Pirvu, Traian A.; dos Reis, Gonçalo
8
2010
Cumulative prospect theory with generalized hyperbolic skewed \(t\) distribution. Zbl 1408.91198
Kwak, Minsuk; Pirvu, Traian A.
3
2018
Maximizing the growth rate under risk constraints. Zbl 1168.91398
Pirvu, Traian A.; Žitković, Gordan
2
2009
Time consistent utility maximization. Zbl 1232.91634
Pirvu, Traian A.; Haussmann, Ulrich G.
1
2009
An elliptic partial differential equation and its application. Zbl 1430.35073
Covei, Dragos-Patru; Pirvu, Traian A.
1
2020
A stochastic control problem with regime switching. Zbl 07445738
Covei, Dragoş-Pătru; Pirvu, Traian A.
1
2021
A stochastic control problem with regime switching. Zbl 07445738
Covei, Dragoş-Pătru; Pirvu, Traian A.
1
2021
An elliptic partial differential equation and its application. Zbl 1430.35073
Covei, Dragos-Patru; Pirvu, Traian A.
1
2020
Cumulative prospect theory with generalized hyperbolic skewed \(t\) distribution. Zbl 1408.91198
Kwak, Minsuk; Pirvu, Traian A.
3
2018
Equilibrium pricing in incomplete markets under translation invariant preferences. Zbl 1410.91439
Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A.
18
2016
Investment-consumption with regime-switching discount rates. Zbl 1308.91146
Pirvu, Traian A.; Zhang, Huayue
9
2014
Time-consistent portfolio management. Zbl 1257.91040
Ekeland, Ivar; Mbodji, Oumar; Pirvu, Traian A.
64
2012
Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution. Zbl 1284.91529
Pirvu, Traian A.; Zhang, Huayue
15
2012
Multi-stock portfolio optimization under prospect theory. Zbl 1260.91231
Pirvu, Traian A.; Schulze, Klaas
13
2012
On securitization, market completion and equilibrium risk transfer. Zbl 1255.91401
Horst, Ulrich; Pirvu, Traian A.; dos Reis, Gonçalo
8
2010
Maximizing the growth rate under risk constraints. Zbl 1168.91398
Pirvu, Traian A.; Žitković, Gordan
2
2009
Time consistent utility maximization. Zbl 1232.91634
Pirvu, Traian A.; Haussmann, Ulrich G.
1
2009
Investment and consumption without commitment. Zbl 1177.91123
Ekeland, Ivar; Pirvu, Traian A.
102
2008
Portfolio optimization under the value-at-risk constraint. Zbl 1278.91149
Pirvu, Traian A.
11
2007
Satisfying convex risk limits by trading. Zbl 1092.91048
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; Tütüncü, Reha
9
2005
all top 5

Cited by 282 Authors

17 Wei, Jiaqin
8 Zeng, Yan
7 Wang, Tianxiao
6 Li, Zhongfei
6 Shen, Yang
6 Zhao, Qian
5 Huang, Yu-Jui
5 Jin, Zhuo
5 Kupper, Michael
5 Marín-Solano, Jesús
5 Pirvu, Traian A.
5 Yong, Jiongmin
4 Chen, Shumin
4 dos Reis, Gonçalo
4 Horst, Ulrich
4 Liang, Zongxia
4 Navas, Jorge A.
4 Stadje, Mitja
4 Wang, Rongming
4 Yam, Sheung Chi Phillip
4 Zhou, Zhou
3 Alia, Ishak
3 Bensoussan, Alain
3 Chen, Shou
3 Delong, Łukasz
3 He, Xuedong
3 Li, Yongwu
3 Lou, Youcheng
3 Mei, Hongwei
3 Ni, Yuanhua
3 Siu, Tak Kuen
3 Steffensen, Mogens
3 Wedge, Lei
3 Wu, Huiling
3 Young, Virginia R.
3 Zhou, Xunyu
3 Zou, Ziran
2 Björk, Tomas
2 Chen, Ping
2 Chen, Zhiping
2 de-Paz, Albert
2 Drapeau, Samuel
2 Fu, Richard
2 Fukasawa, Masaaki
2 Hamaguchi, Yushi
2 He, Lin
2 Hu, Ying
2 Jamneshan, Asgar
2 Jarrow, Robert Alan
2 Karliczek, Martin
2 Kloeden, Peter Eris
2 Li, Bin
2 Li, Danping
2 Li, Duan
2 Li, Xun
2 Liang, Xiaoqing
2 Lindensjö, Kristoffer
2 Londoño, Jaime A.
2 Ma, Ming
2 Muhle-Karbe, Johannes
2 Murgoci, Agatha
2 Nguyen-Huu, Adrien
2 Nutz, Marcel
2 Pedersen, Jesper Lund
2 Peng, Ling
2 Peskir, Goran
2 Pflug, Georg Ch.
2 Possamaï, Dylan
2 Roch, Oriol
2 Si, Binbin
2 Sircar, Ronnie
2 Wang, Haiyang
2 Wang, Liyuan
2 Wang, Shouyang
2 Wei, Qingmeng
2 Wong, Kwok Chuen
2 Wozabal, David
2 Wu, Zhen
2 Yang, Peng
2 Zagst, Rudi
2 Zhang, Huayue
2 Zhang, Jifeng
2 Zheng, Harry H.
2 Zou, Bin
1 A, Chunxiang
1 Ahmadian, Ali
1 Anthropelos, Michail
1 Arai, Takuji
1 Ararat, Çağın
1 Backhoff, Julio Daniel
1 Balter, Anne G.
1 Bäuerle, Nicole
1 Belkina, Tat’yana Andreevna
1 Bhunia, Asoke Kumar
1 Bielagk, Jana
1 Bielecki, Tomasz R.
1 Birge, John R.
1 Bordag, Ljudmila A.
1 Bosserhoff, Frank
1 Butt, Adam
...and 182 more Authors
all top 5

Cited in 61 Serials

26 Insurance Mathematics & Economics
16 SIAM Journal on Control and Optimization
14 Finance and Stochastics
10 SIAM Journal on Financial Mathematics
8 Quantitative Finance
7 European Journal of Operational Research
7 Mathematics and Financial Economics
7 Mathematical Control and Related Fields
5 Applied Mathematics and Optimization
5 Scandinavian Actuarial Journal
4 Journal of Optimization Theory and Applications
4 Stochastic Processes and their Applications
4 Mathematical Finance
4 Mathematical Methods of Operations Research
4 International Journal of Theoretical and Applied Finance
4 Journal of Industrial and Management Optimization
3 Journal of Mathematical Economics
3 Mathematical Social Sciences
3 Operations Research Letters
3 Optimization
3 Journal of Economic Dynamics & Control
3 The Annals of Applied Probability
3 Annals of Finance
2 Journal of Computational and Applied Mathematics
2 Mathematics of Operations Research
2 Mathematical Problems in Engineering
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Discrete Dynamics in Nature and Society
2 OR Spectrum
2 Stochastics and Dynamics
2 Computational Management Science
2 Dynamic Games and Applications
1 Journal of Mathematical Analysis and Applications
1 Chaos, Solitons and Fractals
1 The Annals of Probability
1 Automatica
1 Journal of Economic Theory
1 Theory and Decision
1 Transactions of the American Mathematical Society
1 Acta Mathematicae Applicatae Sinica. English Series
1 Annals of Operations Research
1 Economics Letters
1 Automation and Remote Control
1 Communications in Statistics. Theory and Methods
1 International Journal of Computer Mathematics
1 Electronic Journal of Probability
1 Abstract and Applied Analysis
1 Journal of Dynamical and Control Systems
1 Optimization and Engineering
1 Journal of Systems Science and Complexity
1 Journal of Applied Mathematics
1 ASTIN Bulletin
1 Journal of Applied Mathematics and Computing
1 North American Actuarial Journal
1 Fixed Point Theory and Applications
1 Stochastics
1 Optimization Letters
1 Discrete and Continuous Dynamical Systems. Series S
1 Statistics & Risk Modeling
1 Journal of the Operations Research Society of China
1 Electronic Research Archive

Citations by Year