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 2 2 9
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints 0 1 2 10 1 4 6 25
Pricing principle via Tsallis relative entropy in incomplete market 0 0 0 6 1 1 4 16
Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty 0 0 1 3 2 3 8 16
Set-valued Star-Shaped Risk Measures 0 0 0 4 1 3 7 10
Total Working Papers 0 1 3 26 6 13 27 76


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 0 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 0 2 3 10 1 4 6 27
Lp (1 0 0 0 0 1 1 1 2
Lp solutions to backward stochastic differential equations with discontinuous generators 0 0 0 15 0 1 2 52
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 1 4 71
Optimal risk-sharing under mutually singular beliefs 0 0 0 5 2 5 7 53
Portfolio choices: comparative statics under both expected return and volatility uncertainty 0 0 0 7 1 5 6 22
Representation theorems for WVaR with respect to a capacity 0 0 0 1 0 0 0 7
Total Journal Articles 0 2 4 68 5 17 30 328


Statistics updated 2025-12-06