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 1 3 10
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints 0 0 2 10 2 9 15 34
Pricing principle via Tsallis relative entropy in incomplete market 0 0 0 6 0 1 5 17
Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty 0 0 0 3 0 4 9 20
Set-valued Star-Shaped Risk Measures 0 0 0 4 0 2 7 12
Total Working Papers 0 0 2 26 3 17 39 93


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 1 5 6 31
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients 0 1 1 7 2 5 5 19
Generalized entropic risk measures and related BSDEs 0 1 4 11 0 2 8 29
Lp (1 0 0 0 0 0 2 3 4
Lp solutions to backward stochastic differential equations with discontinuous generators 0 0 0 15 0 7 8 59
On the existence of solutions to BSDEs with generalized uniformly continuous generators 0 1 1 5 0 4 4 58
One-dimensional BSDEs with finite and infinite time horizons 0 1 2 17 2 5 7 76
Optimal risk-sharing under mutually singular beliefs 0 0 0 5 0 5 11 58
Portfolio choices: comparative statics under both expected return and volatility uncertainty 0 0 0 7 0 0 5 22
Representation theorems for WVaR with respect to a capacity 0 0 0 1 0 5 5 12
Total Journal Articles 0 4 8 72 5 40 62 368


Statistics updated 2026-03-04