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 1 2 7 14
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints 0 0 2 11 1 1 17 38
Pricing principle via Tsallis relative entropy in incomplete market 0 0 0 6 0 0 4 19
Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty 0 0 0 3 1 1 9 22
Set-valued Star-Shaped Risk Measures 0 0 0 4 0 0 6 13
Total Working Papers 0 0 2 27 3 4 43 106


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 11 37
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients 0 0 1 7 0 0 7 21
Generalized entropic risk measures and related BSDEs 0 0 4 12 1 1 14 37
Lp (1 0 0 0 0 0 1 4 5
Lp solutions to backward stochastic differential equations with discontinuous generators 0 0 0 15 0 0 11 62
On the existence of solutions to BSDEs with generalized uniformly continuous generators 0 0 1 5 0 0 5 59
One-dimensional BSDEs with finite and infinite time horizons 1 1 2 18 1 2 9 79
Optimal risk-sharing under mutually singular beliefs 0 0 0 5 1 1 17 65
Portfolio choices: comparative statics under both expected return and volatility uncertainty 0 0 0 7 1 1 11 28
Representation theorems for WVaR with respect to a capacity 0 0 0 1 0 0 12 19
Total Journal Articles 1 1 8 74 4 7 101 412


Statistics updated 2026-09-10