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 4 11
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints 1 1 3 11 1 6 16 35
Pricing principle via Tsallis relative entropy in incomplete market 0 0 0 6 2 3 7 19
Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty 0 0 0 3 0 2 9 20
Set-valued Star-Shaped Risk Measures 0 0 0 4 0 1 6 12
Total Working Papers 1 1 3 27 4 14 42 97


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 4 7 32
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients 0 0 1 7 0 2 5 19
Generalized entropic risk measures and related BSDEs 1 1 5 12 3 4 10 32
Lp (1 0 0 0 0 0 1 3 4
Lp solutions to backward stochastic differential equations with discontinuous generators 0 0 0 15 0 2 8 59
On the existence of solutions to BSDEs with generalized uniformly continuous generators 0 0 1 5 0 1 4 58
One-dimensional BSDEs with finite and infinite time horizons 0 0 2 17 1 4 8 77
Optimal risk-sharing under mutually singular beliefs 0 0 0 5 1 5 12 59
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 3 7 8 15
Total Journal Articles 1 1 9 73 9 30 70 377


Statistics updated 2026-04-09