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BibliographyContents
Dynamic Inconsistency in Pension Fund Management
  Hara, Chiaki; Hirata, Kenjiro (2015-03)
  KIER Discussion Paper, 916
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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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A Ranking over "More Risk Averse Than" Relations and its Applicaion to the Smooh Ambiguity Model
  Hara, Chiaki (2020-01-30)
  KIER Discussion Paper, 1019: 1-28
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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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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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Heterogeneous Risk Attitudes in a Continuous-Time Model
  Hara, Chiaki (2005-12)
  KIER Discussion Paper, 609
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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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Asset Demand and Ambiguity Aversion
  Hara, Chiaki; Honda, Toshiki (2014-12)
  KIER Discussion Paper, 911
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Implied Ambiguity: Mean-Variance Efficiency and Pricing Errors
  Hara, Chiaki; Honda, Toshiki (2018-10-09)
  KIER Discussion Paper, 1004: 1-45
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Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets
  Hara, Chiaki (2018-10-11)
  KIER Discussion Paper, 1005: 0-33
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