Browsing All of EconStor by Author Pirvu, Traian A.
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2010 | On securitization, market completion and equilibrium risk transfer | Horst, Ulrich; Pirvu, Traian A.; Dos Reis, Gonçalo |
2011 | CRRA utility maximization under risk constraints | Moreno-Bromberg, Santiago; Pirvu, Traian A.; Réveillac, Anthony |
2011 | Equilibrium pricing in incomplete markets under translation invariant preferences | Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A. |
2017 | Risk management under Omega measure | Metel, Michael R.; Pirvu, Traian A.; Wong, Julian |
2019 | Multi-period investment strategies under cumulative prospect theory | Deng, Liurui; Pirvu, Traian A. |
2020 | Portfolio optimization under correlation constraint | Maheshwari, Aditya; Pirvu, Traian A. |