2
H index
0
i10 index
12
Citations
| 2 H index 0 i10 index 12 Citations RESEARCH PRODUCTION: 9 Articles 5 Papers RESEARCH ACTIVITY: 14 years (2010 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pti205 |
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: |
Journals with more than one article published | # docs |
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Statistics & Probability Letters | 5 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 5 |
Year | Title of citing document |
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2023 | Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 0 |
2024 | Set-valued Star-Shaped Risk Measures In: Papers. [Full Text][Citation analysis] | paper | 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 | 0 |
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 | 3 |
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, 3 2024. Contact: CitEc Team