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 2 9
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints 0 0 2 10 4 6 10 29
Pricing principle via Tsallis relative entropy in incomplete market 0 0 0 6 0 1 4 16
Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty 0 0 1 3 2 5 9 18
Set-valued Star-Shaped Risk Measures 0 0 0 4 1 4 6 11
Total Working Papers 0 0 3 26 7 18 31 83


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 2 2 4 28
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients 1 1 1 7 3 3 4 17
Generalized entropic risk measures and related BSDEs 1 2 4 11 1 4 7 28
Lp (1 0 0 0 0 1 2 2 3
Lp solutions to backward stochastic differential equations with discontinuous generators 0 0 0 15 5 6 6 57
On the existence of solutions to BSDEs with generalized uniformly continuous generators 1 1 1 5 3 3 4 57
One-dimensional BSDEs with finite and infinite time horizons 1 1 2 17 2 3 5 73
Optimal risk-sharing under mutually singular beliefs 0 0 0 5 1 5 7 54
Portfolio choices: comparative statics under both expected return and volatility uncertainty 0 0 0 7 0 5 6 22
Representation theorems for WVaR with respect to a capacity 0 0 0 1 1 1 1 8
Total Journal Articles 4 5 8 72 19 34 46 347


Statistics updated 2026-01-09