Access Statistics for Chiaki Hara

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Equivalence Theorem for the Anonymous Core 0 0 0 22 0 0 0 151
Bargaining Set and Anonymous Core without the Monotonicity Assumption 0 0 0 33 1 1 1 255
Bounds on the Risk-Free Interest Rate in Incomplete Markets With and Without Utility Functions Exhibiting Constant Absolute Risk Aversion 0 0 1 58 0 0 2 401
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 11 0 0 0 91
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 37 0 0 0 257
Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods 0 0 1 45 1 1 2 281
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 28 0 0 0 181
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 8 0 0 0 99
Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks 0 0 1 71 0 0 1 275
Existence of Equilibria and Core Convergence in Economies with Bads 0 0 0 74 0 0 1 366
Heterogeneous Beliefs in a Continuous-Time Model 0 0 0 31 0 0 0 108
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 5 0 0 0 85
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 2 0 1 1 86
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 34 0 0 0 156
Heterogeneous Risk Attitudes in a Continuous-Time Model 0 0 0 99 0 0 0 358
Marginal Rates of Substitution for Uninsurable Risks with Constrained-Efficient Asset Structures 0 0 1 4 0 0 1 22
On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams 0 0 0 15 1 1 2 88
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 76 0 0 0 623
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 188 0 0 0 2,184
Pareto Improvement and Agenda Control of Sequential Financial Innovations 0 0 0 31 0 0 0 120
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 151 0 0 1 709
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 21 1 1 2 133
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 40 1 1 1 188
Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs 0 0 0 123 0 0 0 792
Robustness of the coordinating role of a redundant security 0 0 0 1 0 0 0 10
The coordinating role of a redundant security in frictional markets 0 0 0 2 0 0 0 135
Total Working Papers 0 0 4 1,210 5 6 15 8,154

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bargaining set and anonymous core without the monotonicity assumption 0 0 0 10 0 0 0 66
Commission-Revenue Maximization in a General Equilibrium Model of Asset Creation 0 0 0 29 0 0 0 146
Complete monotonicity of the representative consumer's discount factor 0 0 0 16 1 1 2 69
Continuity and egalitarianism in the evaluation of infinite utility streams 0 0 0 23 0 0 0 83
Effects of background risks on cautiousness with an application to a portfolio choice problem 0 0 0 30 0 1 1 111
Existence of Equilibria in Economies with Bads 0 0 0 66 0 0 0 256
HETEROGENEOUS RISK ATTITUDES IN A CONTINUOUS‐TIME MODEL* 0 0 1 9 0 0 1 55
Representative consumer's risk aversion and efficient risk-sharing rules 0 0 0 48 0 0 0 142
Risk‐free bond prices in incomplete markets with recursive multiple‐prior utilities 0 0 0 13 0 0 0 79
The Sixth Asian General Equilibrium Theory Workshop 0 0 0 36 1 1 2 80
The anonymous core of an exchange economy 0 0 0 10 0 1 3 66
Transaction costs and a redundant security: divergence of individual and social relevance1 0 0 0 13 0 0 1 61
Welfare analysis of the coordinating role of a redundant security 0 0 0 4 0 0 0 35
Total Journal Articles 0 0 1 307 2 4 10 1,249

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Statistics updated 2025-03-03