Access Statistics for Dejian Tian

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic star-shaped risk measures and $g$-expectations 0 0 0 3 0 0 3 7
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints 0 0 0 8 0 0 4 19
Pricing principle via Tsallis relative entropy in incomplete market 0 0 0 6 0 0 2 12
Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty 0 1 1 3 1 3 4 11
Set-valued Star-Shaped Risk Measures 0 0 4 4 0 2 5 5
Total Working Papers 0 1 5 24 1 5 18 54


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comparative statics under κ-ambiguity for log-Brownian asset prices 0 0 0 4 0 1 1 25
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients 0 0 0 6 1 1 1 14
Generalized entropic risk measures and related BSDEs 0 0 1 7 0 0 3 21
Lp (1 0 0 0 0 0 0 0 1
Lp solutions to backward stochastic differential equations with discontinuous generators 0 0 0 15 0 1 2 51
On the existence of solutions to BSDEs with generalized uniformly continuous generators 0 0 0 4 1 1 1 54
One-dimensional BSDEs with finite and infinite time horizons 0 0 0 15 1 2 4 69
Optimal risk-sharing under mutually singular beliefs 0 0 2 5 0 1 10 47
Portfolio choices: comparative statics under both expected return and volatility uncertainty 0 0 0 7 1 1 2 17
Representation theorems for WVaR with respect to a capacity 0 0 0 1 0 0 0 7
Total Journal Articles 0 0 3 64 4 8 24 306


Statistics updated 2025-03-03