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 0 10 161
Bargaining Set and Anonymous Core without the Monotonicity Assumption 0 0 0 33 0 0 9 264
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 6 407
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 11 0 0 5 97
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 37 0 0 9 267
Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods 0 0 0 45 0 0 7 288
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 8 0 0 7 106
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 28 0 0 10 191
Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks 0 0 0 71 0 0 13 288
Existence of Equilibria and Core Convergence in Economies with Bads 1 1 1 75 1 1 10 376
Heterogeneous Beliefs in a Continuous-Time Model 0 0 1 32 0 1 10 119
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 34 0 0 6 162
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 5 0 0 8 93
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 2 0 0 8 94
Heterogeneous Risk Attitudes in a Continuous-Time Model 0 0 0 99 1 1 16 374
Marginal Rates of Substitution for Uninsurable Risks with Constrained-Efficient Asset Structures 0 0 0 4 2 2 6 28
On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams 0 0 0 15 2 2 14 103
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 76 1 1 15 638
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 189 0 0 13 2,200
Pareto Improvement and Agenda Control of Sequential Financial Innovations 0 0 0 31 0 0 9 129
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 21 0 0 15 148
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 40 1 1 18 206
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 151 0 0 7 717
Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs 0 0 0 123 1 2 11 806
Robustness of the coordinating role of a redundant security 0 0 0 1 2 2 8 18
The coordinating role of a redundant security in frictional markets 0 0 0 2 0 0 10 145
Total Working Papers 1 1 2 1,213 11 13 260 8,425

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 1 9 76
Commission-Revenue Maximization in a General Equilibrium Model of Asset Creation 0 0 0 29 0 1 7 154
Complete monotonicity of the representative consumer's discount factor 0 0 0 16 0 1 14 83
Continuity and egalitarianism in the evaluation of infinite utility streams 0 0 0 23 0 0 11 94
Effects of background risks on cautiousness with an application to a portfolio choice problem 0 0 0 30 0 0 8 119
Existence of Equilibria in Economies with Bads 0 0 0 66 0 1 8 264
HETEROGENEOUS RISK ATTITUDES IN A CONTINUOUS‐TIME MODEL* 0 0 0 9 0 0 12 67
Representative consumer's risk aversion and efficient risk-sharing rules 0 0 0 48 0 0 6 148
Risk‐free bond prices in incomplete markets with recursive multiple‐prior utilities 0 0 0 13 0 1 9 88
The Sixth Asian General Equilibrium Theory Workshop 0 2 2 40 0 3 8 90
The anonymous core of an exchange economy 0 0 0 10 0 1 12 79
Transaction costs and a redundant security: divergence of individual and social relevance1 0 0 0 13 0 0 7 69
Welfare analysis of the coordinating role of a redundant security 0 0 0 4 0 0 6 42
Total Journal Articles 0 2 2 311 0 9 117 1,373

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Statistics updated 2026-09-10