Traian A. Pirvu

Identifiers

• name variant Traian A. Pirvu 0.60 · backfill

Papers (11)

1. Optimal Option Portfolios for Skew-Elliptical t Returns q-fin.PM · 2026 · author #2
2. An Extension of Clark-Haussman Formula and Applications math.PR · 2017 · author #1
3. Multi-period investment strategies under Cumulative Prospect Theory q-fin.PM · 2016 · author #2
4. Risk management under Omega measure q-fin.PM · 2015 · author #2
5. One bank problem in the federal funds market q-fin.PR · 2015 · author #1
6. Risk minimization and portfolio diversification q-fin.PM · 2014 · author #3
7. Optimal Sharing Rule for a Household with a Portfolio Management Problem q-fin.PM · 2014 · author #4
8. A Multi Period Equilibrium Pricing Model math.OC · 2012 · author #1
9. Time consistent portfolio management math.OC · 2010 · author #3
10. Investment and Consumption without Commitment q-fin.PM · 2007 · author #2
11. Maximizing the Growth Rate under Risk Constraints q-fin.PM · 2007 · author #1

Mentions

• 1507.04387 #1 · backfill · confidence 0.70 Traian A. Pirvu
• 1411.6657 #3 · backfill · confidence 0.70 Traian A. Pirvu
• 1402.1052 #4 · backfill · confidence 0.70 Traian A. Pirvu
• 1205.6193 #1 · backfill · confidence 0.70 Traian A. Pirvu
• 1008.3407 #3 · backfill · confidence 0.70 Traian A. Pirvu
• 0708.0588 #2 · backfill · confidence 0.70 Traian A. Pirvu
• 0706.0480 #1 · backfill · confidence 0.70 Traian A. Pirvu

Frequent Coauthors

• Ivar Ekeland 2 shared papers
• Oumar Mbodji 2 shared papers
• Adrien Nguyen Huu (CEE-M) 1 shared papers
• A Nguyen-Huu 1 shared papers
• Elena Cristina Canepa 1 shared papers
• Farzad Pourbabaee 1 shared papers
• Gordan Zitkovic 1 shared papers
• Huayue Zhang 1 shared papers
• Julian Wong 1 shared papers
• Kyle Sung 1 shared papers
• Liurui Deng 1 shared papers
• Michael R. Metel 1 shared papers
• Minsuk Kwak 1 shared papers
• Ulrich G. Haussmann 1 shared papers