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 1 7
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints 1 2 2 10 2 4 5 23
Pricing principle via Tsallis relative entropy in incomplete market 0 0 0 6 0 2 4 15
Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty 0 0 1 3 0 2 6 13
Set-valued Star-Shaped Risk Measures 0 0 0 4 0 0 4 7
Total Working Papers 1 2 3 26 2 8 20 65


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 2 26
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients 0 0 0 6 0 0 1 14
Generalized entropic risk measures and related BSDEs 1 2 2 9 1 2 4 24
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 0 1 51
On the existence of solutions to BSDEs with generalized uniformly continuous generators 0 0 0 4 0 0 1 54
One-dimensional BSDEs with finite and infinite time horizons 0 0 1 16 0 0 3 70
Optimal risk-sharing under mutually singular beliefs 0 0 1 5 1 2 8 49
Portfolio choices: comparative statics under both expected return and volatility uncertainty 0 0 0 7 0 0 1 17
Representation theorems for WVaR with respect to a capacity 0 0 0 1 0 0 0 7
Total Journal Articles 1 2 4 67 2 5 21 313


Statistics updated 2025-10-06