Concepedia
Statistics
Publications
15
Citations
851
H-Index
13
Active since
2005
Affiliations
McMaster University(Current)
Nankai University
University of British Columbia
Humboldt-Universität zu Berlin
Traian A. Pirvu is an author at McMaster University specializing in finance, business, and economics.
Top concepts
FinanceBusinessEconomicsAsset PricingPortfolio OptimizationManagementEconomic AnalysisFinancial EconomicsPortfolio SelectionFinancial Engineering
Publications per year
2005–2018
Investment and consumption without commitment
Ivar Ekeland, Traian A. Pirvu · Mathematics and Financial Economics · 2008 · 296 citations
Economics, Economic Policy, Real Investment +4
Time-Consistent Portfolio Management
Ivar Ekeland, Oumar Mbodji, Traian A. Pirvu · SIAM Journal on Financial Mathematics · 2012 · 141 citations
Game Theory, Portfolio Management, Time-consistent Portfolio Management +20
Multi-stock portfolio optimization under prospect theory
Traian A. Pirvu, Klaas Schulze · Mathematics and Financial Economics · 2012 · 75 citations · Full text
Mathematical Programming, Portfolio Optimization, Asset Pricing +8
Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution
Traian A. Pirvu, Huayue Zhang · Insurance Mathematics and Economics · 2012 · 61 citations
Economics, Life Insurance, Asset Pricing +10
On securitization, market completion and equilibrium risk transfer
Ulrich Horst, Traian A. Pirvu, Gonçalo dos Reis · Mathematics and Financial Economics · 2010 · 50 citations
Equilibrium Risk Transfer, Economics, Financial Economics +5
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