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 0 5 8 159
Bargaining Set and Anonymous Core without the Monotonicity Assumption 0 0 0 33 1 5 6 261
Bounds on the Risk-Free Interest Rate in Incomplete Markets With and Without Utility Functions Exhibiting Constant Absolute Risk Aversion 0 0 0 58 0 5 5 406
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 11 1 1 2 93
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 37 1 6 7 264
Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods 0 0 0 45 0 2 6 287
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 28 0 8 10 191
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 8 1 2 6 105
Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks 0 0 0 71 1 7 12 287
Existence of Equilibria and Core Convergence in Economies with Bads 0 0 0 74 3 4 7 373
Heterogeneous Beliefs in a Continuous-Time Model 0 0 1 32 0 1 7 116
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 2 0 4 6 92
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 5 0 4 5 90
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 34 0 4 6 162
Heterogeneous Risk Attitudes in a Continuous-Time Model 0 0 0 99 1 8 12 370
Marginal Rates of Substitution for Uninsurable Risks with Constrained-Efficient Asset Structures 0 0 0 4 1 4 4 26
On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams 0 0 0 15 1 7 8 97
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 1 189 2 7 13 2,197
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 76 0 9 11 634
Pareto Improvement and Agenda Control of Sequential Financial Innovations 0 0 0 31 0 7 9 129
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 21 1 12 13 146
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 151 0 1 5 714
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 40 3 13 15 203
Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs 0 0 0 123 0 2 8 801
Robustness of the coordinating role of a redundant security 0 0 0 1 0 3 4 14
The coordinating role of a redundant security in frictional markets 0 0 0 2 1 7 8 143
Total Working Papers 0 0 2 1,212 18 138 203 8,360

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 1 5 8 74
Commission-Revenue Maximization in a General Equilibrium Model of Asset Creation 0 0 0 29 1 1 5 151
Complete monotonicity of the representative consumer's discount factor 0 0 0 16 4 5 9 78
Continuity and egalitarianism in the evaluation of infinite utility streams 0 0 0 23 2 8 10 93
Effects of background risks on cautiousness with an application to a portfolio choice problem 0 0 0 30 0 2 7 118
Existence of Equilibria in Economies with Bads 0 0 0 66 2 3 6 262
HETEROGENEOUS RISK ATTITUDES IN A CONTINUOUS‐TIME MODEL* 0 0 0 9 1 6 8 63
Representative consumer's risk aversion and efficient risk-sharing rules 0 0 0 48 0 1 2 144
Risk‐free bond prices in incomplete markets with recursive multiple‐prior utilities 0 0 0 13 0 5 7 86
The Sixth Asian General Equilibrium Theory Workshop 0 0 2 38 0 3 5 85
The anonymous core of an exchange economy 0 0 0 10 0 1 6 72
Transaction costs and a redundant security: divergence of individual and social relevance1 0 0 0 13 0 3 6 67
Welfare analysis of the coordinating role of a redundant security 0 0 0 4 0 2 3 38
Total Journal Articles 0 0 2 309 11 45 82 1,331

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Statistics updated 2026-04-09