Access Statistics for Katsutoshi Wakai

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
A Factor Pricing Model under Ambiguity 0 1 4 18 0 2 9 20
An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information 0 0 1 9 0 1 4 36
Equilibrium Alpha in Asset Pricing in an Ambiguity-averse Economy 0 0 1 44 1 2 9 43
Repeated Games with Recursive Utility:Cournot Duopoly under Gain/Loss Asymmetry 0 0 1 57 0 1 9 63
The change of correlation structure across industries:an analysis in the regime-switching framework 0 0 1 12 0 0 2 37
Total Working Papers 0 1 8 140 1 6 33 199


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of Utility Smoothing 0 0 0 123 3 6 12 356
A note on recursive multiple-priors 0 0 1 36 0 0 2 89
Aggregation under homogeneous ambiguity: a two-fund separation result 0 0 0 25 0 0 0 120
An alternative axiomatization of intertemporal utility smoothing 0 0 0 4 0 0 2 19
An infinite-horizon model of nonmonotone utility smoothing 0 0 0 6 0 1 5 32
INTERTEMPORAL UTILITY SMOOTHING: THEORY AND APPLICATIONS 0 0 0 10 0 0 6 43
Intertemporal utility smoothing under uncertainty 0 0 3 12 0 0 4 54
Modeling nonmonotone preferences: The case of utility smoothing 0 0 1 18 0 1 5 74
Observational equivalence and nonequivalence of subjective and robust mean–variance preferences 0 0 3 15 0 0 3 47
Recursive extension of a multicommodity analysis 0 0 2 11 0 0 5 22
Total Journal Articles 0 0 10 260 3 8 44 856


Statistics updated 2020-11-03