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 2 3 3 154
Bargaining Set and Anonymous Core without the Monotonicity Assumption 0 0 0 33 0 0 1 255
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 0 0 401
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 11 0 0 1 92
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 37 0 0 1 258
Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods 0 0 0 45 2 3 4 284
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 28 1 1 1 182
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 8 0 2 2 101
Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks 0 0 0 71 3 4 4 279
Existence of Equilibria and Core Convergence in Economies with Bads 0 0 0 74 1 2 2 368
Heterogeneous Beliefs in a Continuous-Time Model 1 1 1 32 1 2 3 111
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 5 0 1 1 86
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 2 1 1 2 87
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 34 1 2 2 158
Heterogeneous Risk Attitudes in a Continuous-Time Model 0 0 0 99 2 3 3 361
Marginal Rates of Substitution for Uninsurable Risks with Constrained-Efficient Asset Structures 0 0 0 4 0 0 0 22
On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams 0 0 0 15 0 0 2 89
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 1 189 1 2 5 2,189
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 76 2 2 2 625
Pareto Improvement and Agenda Control of Sequential Financial Innovations 0 0 0 31 1 1 1 121
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 21 0 1 2 134
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 151 2 2 3 712
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 40 0 0 1 188
Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs 0 0 0 123 1 2 5 797
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 1 1 1 136
Total Working Papers 1 1 2 1,212 22 35 52 8,200

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 2 2 3 69
Commission-Revenue Maximization in a General Equilibrium Model of Asset Creation 0 0 0 29 0 2 3 149
Complete monotonicity of the representative consumer's discount factor 0 0 0 16 0 1 2 70
Continuity and egalitarianism in the evaluation of infinite utility streams 0 0 0 23 2 2 2 85
Effects of background risks on cautiousness with an application to a portfolio choice problem 0 0 0 30 2 3 4 114
Existence of Equilibria in Economies with Bads 0 0 0 66 0 1 1 257
HETEROGENEOUS RISK ATTITUDES IN A CONTINUOUS‐TIME MODEL* 0 0 0 9 1 2 2 57
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 1 1 80
The Sixth Asian General Equilibrium Theory Workshop 0 0 2 38 0 0 3 82
The anonymous core of an exchange economy 0 0 0 10 0 1 3 68
Transaction costs and a redundant security: divergence of individual and social relevance1 0 0 0 13 1 2 3 64
Welfare analysis of the coordinating role of a redundant security 0 0 0 4 0 0 1 36
Total Journal Articles 0 0 2 309 8 17 28 1,273

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Statistics updated 2025-12-06