Traian A. Pirvu
Economics and Econometrics · 2007–2012
A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 5 citations into it; #13,043 of 23,481 by trust here, #15,581 by citations
Whom Traian A. Pirvu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Traian A. Pirvu overall
Papers from Traian A. Pirvu's perspective
Ordered by how strongly the researchers Traian A. Pirvu trusts endorse each paper. Same corpus, a different order for every researcher.
- Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)
- Consumption--Savings Decisions with Quasi--Geometric Discounting
- Being serious about non-commitment: subgame perfect equilibrium in continuous time
- Dynamic asset allocation with stochastic income and interest rates.
- Investing for the Long Run When Returns are Predictable
- The Equity Premium Puzzle
- Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Their papers
- Investment and consumption without commitment (2007) — 297 citations
- Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution (2012) — 55 citations