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 19 0 1 1 143
Bargaining Set and Anonymous Core without the Monotonicity Assumption 0 0 0 31 1 1 2 229
Bounds on the Risk-Free Interest Rate in Incomplete Markets With and Without Utility Functions Exhibiting Constant Absolute Risk Aversion 0 1 1 54 0 1 1 379
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 32 0 0 5 236
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 2 11 0 1 4 78
Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods 0 0 0 41 0 0 3 271
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 8 1 4 4 81
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 26 0 0 0 168
Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks 0 0 1 67 2 2 5 250
Existence of Equilibria and Core Convergence in Economies with Bads 0 0 2 73 0 0 2 352
Heterogeneous Beliefs in a Continuous-Time Model 1 1 1 24 1 2 4 87
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 4 1 2 3 78
Heterogeneous Impatience in a Continuous-Time Model 0 0 1 33 1 1 4 148
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 2 0 0 1 75
Heterogeneous Risk Attitudes in a Continuous-Time Model 0 0 0 99 1 2 4 345
Marginal Rates of Substitution for Uninsurable Risks with Constrained-Efficient Asset Structures 0 0 0 2 0 0 0 19
On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams 0 0 0 13 0 1 3 77
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 73 1 1 2 601
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 188 1 1 1 2,173
Pareto Improvement and Agenda Control of Sequential Financial Innovations 0 0 2 30 2 6 13 111
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 151 0 1 5 687
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 21 2 3 4 116
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 38 1 2 3 170
Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs 0 0 1 122 1 1 2 783
Robustness of the coordinating role of a redundant security 0 0 0 1 0 0 0 7
The coordinating role of a redundant security in frictional markets 0 0 0 1 0 0 0 127
Total Working Papers 1 2 11 1,164 16 33 76 7,791


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 9 0 0 0 51
Commission-Revenue Maximization in a General Equilibrium Model of Asset Creation 0 0 0 29 1 1 1 138
Complete monotonicity of the representative consumer's discount factor 0 0 0 15 0 0 1 59
Continuity and egalitarianism in the evaluation of infinite utility streams 0 0 0 23 0 0 0 74
Effects of background risks on cautiousness with an application to a portfolio choice problem 0 0 0 27 0 1 4 97
Existence of Equilibria in Economies with Bads 0 0 1 57 0 1 5 231
HETEROGENEOUS RISK ATTITUDES IN A CONTINUOUS‐TIME MODEL* 0 0 0 8 1 1 1 45
Representative consumer's risk aversion and efficient risk-sharing rules 0 0 0 45 3 3 4 126
Risk‐free bond prices in incomplete markets with recursive multiple‐prior utilities 0 0 0 12 0 0 0 68
The Sixth Asian General Equilibrium Theory Workshop 0 0 0 30 0 0 1 64
The anonymous core of an exchange economy 0 0 0 10 0 0 0 59
Transaction costs and a redundant security: divergence of individual and social relevance1 0 0 0 13 0 0 0 52
Welfare analysis of the coordinating role of a redundant security 0 0 0 4 0 0 0 32
Total Journal Articles 0 0 1 282 5 7 17 1,096


Statistics updated 2019-10-05