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Traian Pirvu

Dr. Traian Pirvu

Department of Mathematics & Statistics, McMaster University, Canada

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0000-0002-5234-3094

Research Keywords & Expertise

prospect theory
Optimal investment and...
Equilibrium pricing of...
Optimal portfolio sele...
Time consistent portfo...

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15%
Equilibrium pricing of non-tradable risks
13%
Optimal investment and pricing in incomplete markets
11%
prospect theory
8%
Optimal portfolio selection with regulatory constraints
5%
Time consistent portfolio management
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