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 2 5 12
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints 0 1 3 11 0 3 18 37
Pricing principle via Tsallis relative entropy in incomplete market 0 0 0 6 0 2 7 19
Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty 0 0 0 3 0 1 10 21
Set-valued Star-Shaped Risk Measures 0 0 0 4 0 1 6 13
Total Working Papers 0 1 3 27 0 9 46 102


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 5 11 36
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients 0 0 1 7 1 2 7 21
Generalized entropic risk measures and related BSDEs 0 1 5 12 1 7 14 36
Lp (1 0 0 0 0 0 0 3 4
Lp solutions to backward stochastic differential equations with discontinuous generators 0 0 0 15 1 3 11 62
On the existence of solutions to BSDEs with generalized uniformly continuous generators 0 0 1 5 0 1 5 59
One-dimensional BSDEs with finite and infinite time horizons 0 0 1 17 0 1 7 77
Optimal risk-sharing under mutually singular beliefs 0 0 0 5 0 6 17 64
Portfolio choices: comparative statics under both expected return and volatility uncertainty 0 0 0 7 0 5 10 27
Representation theorems for WVaR with respect to a capacity 0 0 0 1 0 7 12 19
Total Journal Articles 0 1 8 73 3 37 97 405


Statistics updated 2026-06-04