| Investment and consumption without commitment I Ekeland, TA Pirvu Mathematics and Financial Economics 2 (1), 57-86, 2008 | 300 | 2008 |
| Time-consistent portfolio management I Ekeland, O Mbodji, TA Pirvu SIAM Journal on Financial Mathematics 3 (1), 1-32, 2012 | 163 | 2012 |
| Multi-stock portfolio optimization under prospect theory TA Pirvu, K Schulze Mathematics and Financial Economics 6, 337-362, 2012 | 83 | 2012 |
| Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution TA Pirvu, H Zhang Insurance: Mathematics and Economics 51 (2), 303-309, 2012 | 68 | 2012 |
| Equilibrium pricing in incomplete markets under translation invariant preferences P Cheridito, U Horst, M Kupper, TA Pirvu Mathematics of Operations Research 41 (1), 174-195, 2016 | 59 | 2016 |
| Portfolio optimization under the value-at-risk constraint TA Pirvu Quantitative Finance 7 (2), 125-136, 2007 | 48 | 2007 |
| Risk measures and portfolio optimization PSN Gambrah, TA Pirvu Journal of Risk and Financial Management 7 (3), 113-129, 2014 | 41 | 2014 |
| On securitization, market completion and equilibrium risk transfer U Horst, TA Pirvu, G Dos Reis Mathematics and Financial Economics 2, 211-252, 2010 | 37 | 2010 |
| Investment–consumption with regime-switching discount rates TA Pirvu, H Zhang Mathematical Social Sciences 71, 142-150, 2014 | 32 | 2014 |
| Satisfying convex risk limits by trading K Larsen, TA Pirvu, SE Shreve, R Tütüncü Finance and Stochastics 9 (2), 177-195, 2005 | 32 | 2005 |
| CRRA utility maximization under risk constraints S Moreno-Bromberg, T Pirvu, A Réveillac arXiv preprint arXiv:1106.1702, 2011 | 18 | 2011 |
| Maximizing the growth rate under risk constraints TA Pirvu, G Žitković Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 18 | 2009 |
| Cumulative Prospect Theory with Generalized Hyperbolic Skewed Distribution M Kwak, TA Pirvu SIAM Journal on Financial Mathematics 9 (1), 54-89, 2018 | 16 | 2018 |
| Multi-period investment strategies under cumulative prospect theory L Deng, TA Pirvu Journal of Risk and Financial Management 12 (2), 83, 2019 | 12 | 2019 |
| Utility indifference pricing: a time consistent approach TA Pirvu, H Zhang Applied mathematical finance 20 (4), 304-326, 2013 | 12 | 2013 |
| An elliptic partial differential equation and its application DP Covei, TA Pirvu Applied Mathematics Letters 101, 106059, 2020 | 8 | 2020 |
| Numerical analysis for Spread option pricing model in illiquid underlying asset market: full feedback model AR Yazdanian, TA Pirvu arXiv preprint arXiv:1406.1149, 2014 | 8 | 2014 |
| A multiperiod equilibrium pricing model M Kwak, TA Pirvu, H Zhang Journal of Applied Mathematics 2014 (1), 408685, 2014 | 8 | 2014 |
| Stochastic production planning with regime switching EC Canepa, DP Covei, TA Pirvu arXiv preprint arXiv:2002.09724, 2020 | 7 | 2020 |
| Risk management under Omega measure MR Metel, TA Pirvu, J Wong Risks 5 (2), 27, 2017 | 7 | 2017 |