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 1 7 14
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints 0 0 1 11 0 1 15 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 0 1 9 22
Set-valued Star-Shaped Risk Measures 0 0 0 4 0 0 6 13
Total Working Papers 0 0 1 27 0 3 41 106


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 3 12 0 1 13 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 1 1 12 63
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 0 1 2 18 0 2 9 79
Optimal risk-sharing under mutually singular beliefs 0 0 0 5 0 1 16 65
Portfolio choices: comparative statics under both expected return and volatility uncertainty 0 0 0 7 0 1 11 28
Representation theorems for WVaR with respect to a capacity 0 0 0 1 0 0 12 19
Total Journal Articles 0 1 7 74 1 8 100 413


Statistics updated 2026-10-11