Access Statistics for Chiaki Hara

Author contact details at EconPapers.

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 3 5 6 157
Bargaining Set and Anonymous Core without the Monotonicity Assumption 0 0 0 33 4 5 6 260
Bounds on the Risk-Free Interest Rate in Incomplete Markets With and Without Utility Functions Exhibiting Constant Absolute Risk Aversion 0 0 0 58 4 4 4 405
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 37 4 4 5 262
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 11 0 0 1 92
Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods 0 0 0 45 2 5 7 287
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 28 2 4 4 185
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 8 1 3 5 104
Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks 0 0 0 71 4 8 9 284
Existence of Equilibria and Core Convergence in Economies with Bads 0 0 0 74 1 3 4 370
Heterogeneous Beliefs in a Continuous-Time Model 0 1 1 32 1 6 8 116
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 2 4 6 6 92
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 34 4 5 6 162
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 5 4 4 5 90
Heterogeneous Risk Attitudes in a Continuous-Time Model 0 0 0 99 0 3 4 362
Marginal Rates of Substitution for Uninsurable Risks with Constrained-Efficient Asset Structures 0 0 0 4 3 3 3 25
On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams 0 0 0 15 4 5 7 94
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 76 5 7 7 630
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 1 189 1 3 7 2,191
Pareto Improvement and Agenda Control of Sequential Financial Innovations 0 0 0 31 5 7 7 127
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 21 7 7 9 141
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 40 6 8 9 196
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 151 1 4 5 714
Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs 0 0 0 123 1 4 8 800
Robustness of the coordinating role of a redundant security 0 0 0 1 2 3 3 13
The coordinating role of a redundant security in frictional markets 0 0 0 2 5 6 6 141
Total Working Papers 0 1 2 1,212 78 122 151 8,300

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 4 6 7 73
Commission-Revenue Maximization in a General Equilibrium Model of Asset Creation 0 0 0 29 0 1 4 150
Complete monotonicity of the representative consumer's discount factor 0 0 0 16 1 4 6 74
Continuity and egalitarianism in the evaluation of infinite utility streams 0 0 0 23 6 8 8 91
Effects of background risks on cautiousness with an application to a portfolio choice problem 0 0 0 30 2 6 7 118
Existence of Equilibria in Economies with Bads 0 0 0 66 0 2 3 259
HETEROGENEOUS RISK ATTITUDES IN A CONTINUOUS‐TIME MODEL* 0 0 0 9 5 6 7 62
Representative consumer's risk aversion and efficient risk-sharing rules 0 0 0 48 1 2 2 144
Risk‐free bond prices in incomplete markets with recursive multiple‐prior utilities 0 0 0 13 2 3 4 83
The Sixth Asian General Equilibrium Theory Workshop 0 0 2 38 3 3 6 85
The anonymous core of an exchange economy 0 0 0 10 1 4 6 72
Transaction costs and a redundant security: divergence of individual and social relevance1 0 0 0 13 3 4 6 67
Welfare analysis of the coordinating role of a redundant security 0 0 0 4 1 1 2 37
Total Journal Articles 0 0 2 309 29 50 68 1,315

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Statistics updated 2026-02-12