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 0 1 142
Bargaining Set and Anonymous Core without the Monotonicity Assumption 0 0 0 31 0 1 1 228
Bounds on the Risk-Free Interest Rate in Incomplete Markets With and Without Utility Functions Exhibiting Constant Absolute Risk Aversion 0 0 0 53 0 0 0 378
Complete Monotonicity of the Representative Consumer's Discount Factor 0 0 0 32 0 2 7 236
Complete Monotonicity of the Representative Consumer's Discount Factor 1 1 2 11 1 1 5 77
Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods 0 0 0 41 0 1 3 271
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 26 0 0 0 168
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem 0 0 0 8 0 0 1 77
Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks 0 1 2 67 0 2 7 248
Existence of Equilibria and Core Convergence in Economies with Bads 1 1 3 73 1 1 3 352
Heterogeneous Beliefs in a Continuous-Time Model 0 0 0 23 0 1 5 85
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 4 0 1 2 76
Heterogeneous Impatience in a Continuous-Time Model 0 0 1 33 0 1 4 147
Heterogeneous Impatience in a Continuous-Time Model 0 0 0 2 0 1 2 75
Heterogeneous Risk Attitudes in a Continuous-Time Model 0 0 1 99 0 1 5 343
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 1 2 3 76
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 188 0 0 1 2,172
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 56 0 0 0 346
On the Range of the Risk-Free Interest Rate in Incomplete Markets 0 0 0 73 0 0 1 600
Pareto Improvement and Agenda Control of Sequential Financial Innovations 0 0 2 30 1 2 7 105
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 1 38 0 1 3 168
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 0 21 1 1 3 113
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules 0 0 1 151 0 0 6 686
Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs 0 0 2 122 0 0 2 782
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 2 3 15 1,218 5 19 72 8,104


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 1 51
Commission-Revenue Maximization in a General Equilibrium Model of Asset Creation 0 0 0 29 0 0 0 137
Complete monotonicity of the representative consumer's discount factor 0 0 0 15 0 1 1 59
Continuity and egalitarianism in the evaluation of infinite utility streams 0 0 1 23 0 0 2 74
Effects of background risks on cautiousness with an application to a portfolio choice problem 0 0 0 27 1 1 3 96
Existence of Equilibria in Economies with Bads 0 0 2 57 2 2 6 230
HETEROGENEOUS RISK ATTITUDES IN A CONTINUOUS-TIME MODEL 0 0 0 8 0 0 2 44
Representative consumer's risk aversion and efficient risk-sharing rules 0 0 0 45 0 0 2 123
Risk-free bond prices in incomplete markets with recursive multiple-prior utilities 0 0 1 12 0 0 1 68
The Sixth Asian General Equilibrium Theory Workshop 0 0 1 30 1 1 2 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 5 282 4 5 20 1,089


Statistics updated 2019-07-03