2
H index
0
i10 index
17
Citations
Dejian Tian : Citation Profile
| RESEARCH PRODUCTION: 10 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2010 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dejian Tian. | Is cited by:
| Cites to:
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Main data
Where Dejian Tian has published?
| Journals with more than one article published | # docs |
|---|---|
| Statistics & Probability Letters | 5 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 5 |
Recent works citing Dejian Tian (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Cash non-additive risk measures: horizon risk and generalized entropy. (2024). di Nunno, Giulia ; Gianin, Emanuela Rosazza. In: Papers. RePEc:arx:papers:2401.14443. Full description at Econpapers || Download paper |
| 2025 | A note on robust convex risk measures. (2025). Righi, Marcelo. In: Papers. RePEc:arx:papers:2406.12999. Full description at Econpapers || Download paper |
| 2025 | Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets. (2024). Feng, Zixin ; Zheng, Harry ; Tian, Dejian. In: Papers. RePEc:arx:papers:2407.19995. Full description at Econpapers || Download paper |
| 2025 | Maximum principle for robust utility optimization via Tsallis relative entropy. (2025). Tian, Dejian ; Huang, Xueying ; Luo, Peng. In: Papers. RePEc:arx:papers:2509.20888. Full description at Econpapers || Download paper |
| 2025 | General mean-field reflected backward stochastic differential equations with locally monotone coefficients. (2025). Fu, Zongkui ; Fei, Dandan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002426. Full description at Econpapers || Download paper |
| 2025 | Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications. (2025). Wang, Wenbo ; Jia, Guangyan. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:14:p:2292-:d:1703555. Full description at Econpapers || Download paper |
| 2024 | Generalized Logit Dynamics Based on Rational Logit Functions. (2024). Yoshioka, Hidekazu. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:14:y:2024:i:5:d:10.1007_s13235-023-00551-6. Full description at Econpapers || Download paper |
| 2025 | Set-valued star-shaped risk measures. (2025). Jiang, Long ; Nie, Bingchu ; Tian, Dejian. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00384-4. Full description at Econpapers || Download paper |
| 2024 | Statistical evaluation of a long‐memory process using the generalized entropic value‐at‐risk. (2024). Yoshioka, Yumi. In: Environmetrics. RePEc:wly:envmet:v:35:y:2024:i:4:n:e2838. Full description at Econpapers || Download paper |
Works by Dejian Tian:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Pricing principle via Tsallis relative entropy in incomplete market In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Dynamic star-shaped risk measures and $g$-expectations In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Set-valued Star-Shaped Risk Measures In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Comparative statics under κ-ambiguity for log-Brownian asset prices In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2014 | Optimal risk-sharing under mutually singular beliefs In: Mathematical Social Sciences. [Full Text][Citation analysis] | article | 1 |
| 2011 | One-dimensional BSDEs with finite and infinite time horizons In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 5 |
| 2019 | Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2020 | Representation theorems for WVaR with respect to a capacity In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Generalized entropic risk measures and related BSDEs In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 6 |
| 2010 | On the existence of solutions to BSDEs with generalized uniformly continuous generators In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Lp solutions to backward stochastic differential equations with discontinuous generators In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | Lp (1 In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2021 | Portfolio choices: comparative statics under both expected return and volatility uncertainty In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team