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BibliographyContents
Heterogeneous Risk Attitudes in a Continuous-Time Model
  Hara, Chiaki (2005-12)
  KIER Discussion Paper, 609
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Bargaining Set and Anonymous Core without the Monotonicity Assumption
  Hara, Chiaki (2004-11)
  KIER Discussion Paper, 599
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Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks
  Hara, Chiaki; Huang, James; Kuzmics, Christoph (2006-05)
  KIER Discussion Paper, 621
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Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules
  Hara, Chiaki; Huang, James; Kuzmics, Christoph (2006-05)
  KIER Discussion Paper, 620
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Complele Monotonicity of the Representative Consumer's Discout Factor
  Hara, Chiaki (2007-07)
  KIER Discussion Paper, 636
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Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem
  Hara, Chiaki; Huang, James; Kuzmics, Christoph (2008-06)
  KIER Discussion Paper, 654
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Heterogeneous Impatience in a Continuous-Time Model
  Hara, Chiaki (2009-01)
  KIER Discussion Paper, 665
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Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs
  Hara, Chiaki; Kajii, Atsushi (2004-05)
  KIER Discussion Paper, 590
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On the Range of the Risk-Free Interest Rate in Incomplete Markets
  Hara, Chiaki; Kajii, Atsushi (2003-11)
  KIER Discussion Paper, 577
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Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio
  Hara, Chiaki; Honda, Toshiki (2016-06)
  KIER Discussion Paper, 943
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