Details about Dejian Tian

Access statistics for papers by Dejian Tian.

Last updated 2024-07-06. Update your information in the RePEc Author Service.

Short-id: pti205

Working Papers

2025

1. Set-valued Star-Shaped Risk Measures
   Papers, arXiv.org

2023

2. Dynamic star-shaped risk measures and $g$-expectations
   Papers, arXiv.org View citations (1)
3. Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints
   Papers, arXiv.org View citations (1)
4. Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty
   Papers, arXiv.org View citations (1)

2022

5. Pricing principle via Tsallis relative entropy in incomplete market
   Papers, arXiv.org

Journal Articles

2021

1. Generalized entropic risk measures and related BSDEs
   Statistics & Probability Letters, 2021, 174, (C) View citations (4)
2. Lp (1
   Communications in Statistics - Theory and Methods, 2021, 50, (8), 1856-1872
3. Portfolio choices: comparative statics under both expected return and volatility uncertainty
   Quantitative Finance, 2021, 21, (6), 1027-1035

2020

4. Representation theorems for WVaR with respect to a capacity
   Statistics & Probability Letters, 2020, 158, (C) View citations (1)

2019

5. Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients
   Statistics & Probability Letters, 2019, 153, (C), 48-55 View citations (1)

2016

6. Comparative statics under κ-ambiguity for log-Brownian asset prices
   International Journal of Economic Theory, 2016, 12, (4), 361-378

2014

7. Optimal risk-sharing under mutually singular beliefs
   Mathematical Social Sciences, 2014, 72, (C), 41-49 View citations (1)

2013

8. Lp solutions to backward stochastic differential equations with discontinuous generators
   Statistics & Probability Letters, 2013, 83, (2), 503-510

2011

9. One-dimensional BSDEs with finite and infinite time horizons
   Stochastic Processes and their Applications, 2011, 121, (3), 427-440 View citations (6)

2010

10. On the existence of solutions to BSDEs with generalized uniformly continuous generators
    Statistics & Probability Letters, 2010, 80, (9-10), 903-909