Weidong Tian

Available identifiers

zbMath Open tian.weidongMaRDI QIDQ377794

List of research outcomes

Publication	Date of Publication	Type
Smoothness of the Value Function for Optimal Consumption Model with Consumption-Wealth Utility and Borrowing Constraint	2022-10-03	Paper
A portfolio choice problem under risk capacity constraint	2022-09-21	Paper
Portfolio concentration, portfolio inertia, and ambiguous correlation	2022-07-15	Paper
A generalized stochastic differential utility driven by \(G\)-Brownian motion	2020-06-18	Paper
Semi-nonparametric approximation and index options	2020-01-31	Paper
Portfolio choice with skewness preference and wealth-dependent risk aversion	2020-01-24	Paper
The financial market: not as big as you think	2019-05-08	Paper
Comparative statics under κ‐ambiguity for log‐Brownian asset prices	2018-09-04	Paper
Optimal portfolio choice and consistent performance	2015-05-04	Paper
Optimal risk-sharing under mutually singular beliefs	2014-12-09	Paper
Spanning with indexes	2014-09-08	Paper
An optimal insurance design problem under Knightian uncertainty	2013-11-07	Paper
An optimal stopping problem with a reward constraint	2012-11-15	Paper
The Valuation of American Options for a Class of Diffusion Processes	2012-02-19	Paper
Optimal design of equity-linked products with a probabilistic constraint	2011-02-22	Paper
The design of equity-indexed annuities	2009-01-16	Paper
PORTFOLIO MANAGEMENT WITH CONSTRAINTS	2007-11-21	Paper
The valuation of American call options on the minimum of two dividend-paying assets	2004-03-21	Paper
Calibrating the Black-Derman-Toy model: some theoretical results	2002-09-05	Paper
The Riccati equation in mathematical finance.	2002-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q4245159	1999-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4037986	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q3974301	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3480185	1988-01-01	Paper

Research outcomes over time

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