Chiaki Hara
Personal Details
First Name:  Chiaki 
Middle Name:  
Last Name:  Hara 
Suffix:  
RePEc ShortID:  pha666 
http://www.kier.kyotou.ac.jp/~hara/  
Terminal Degree:  1993 Department of Economics; Harvard University (from RePEc Genealogy) 
Affiliation
Institute of Economic Research
Kyoto University
Kyoto, Japanhttp://www.kier.kyotou.ac.jp/
: +81757537102
+81757537193
YoshidaHonmachi, Sakyoku, Kyoto 6068501
RePEc:edi:iekyojp (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
 Chiaki Hara, 2010. "Heterogeneous Beliefs in a ContinuousTime Model," KIER Working Papers 701, Kyoto University, Institute of Economic Research.
 Chiaki Hara, 2010. "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers 748, Kyoto University, Institute of Economic Research.
 Chiaki Hara, 2009. "Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods," KIER Working Papers 685, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2009.
"Heterogeneous Impatience in a ContinuousTime Model,"
PIE/CIS Discussion Paper
425, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Hara, Chiaki, 2008. "Heterogeneous Impatience in a ContinuousTime Model," PIE/CIS Discussion Paper 396, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara, 2009. "Heterogeneous Impatience in a ContinuousTime Model," KIER Working Papers 665, Kyoto University, Institute of Economic Research.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2008.
"Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem,"
PIE/CIS Discussion Paper
368, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2011. "Effects of background risks on cautiousness with an application to a portfolio choice problem," Journal of Economic Theory, Elsevier, vol. 146(1), pages 346358, January.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," KIER Working Papers 654, Kyoto University, Institute of Economic Research.
 Hara, Chiaki & Shinotsuka, Tomoichi & Suzumura, Kotaro & Xu, Yongsheng, 2007. "On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams," Discussion Paper 322, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara, 2007.
"Complete Monotonicity of the Representative Consumer's Discount Factor,"
KIER Working Papers
636, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2008. "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, vol. 44(12), pages 13211331, December.
 Hara, Chiaki, 2008. "Complete Monotonicity of the Representative Consumer's Discount Factor," PIE/CIS Discussion Paper 367, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient RiskSharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006.
"Representative Consumer's Risk Aversion and Efficient RiskSharing Rules,"
KIER Working Papers
620, Kyoto University, Institute of Economic Research.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risksharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652672, November.
 Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara, 2005.
"Heterogeneous Risk Attitudes in a ContinuousTime Model,"
KIER Working Papers
609, Kyoto University, Institute of Economic Research.
 Chiaki Hara, 2006. "Heterogeneous Risk Attitudes In A ContinuousTime Model," The Japanese Economic Review, Japanese Economic Association, vol. 57(3), pages 377405.
 Chaiki Hara & Atsushi Kajii, 2004. "RiskFree Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs," KIER Working Papers 590, Kyoto University, Institute of Economic Research.
 Chiaki Hara, 2004.
"Bargaining Set and Anonymous Core without the Monotonicity Assumption,"
KIER Working Papers
599, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2005. "Bargaining set and anonymous core without the monotonicity assumption," Journal of Mathematical Economics, Elsevier, vol. 41(45), pages 545556, August.
 Hara, C., 2004. "Existence of Equilibria and Core Convergence in Economies with Bads," Cambridge Working Papers in Economics 0413, Faculty of Economics, University of Cambridge.
 Chiaki Hara & Atsushi Kajii, 2003.
"On the Range of the RiskFree Interest Rate in Incomplete Markets,"
KIER Working Papers
577, Kyoto University, Institute of Economic Research.
 Kajii, A. & Hara, C., 2000. "On the Range of the RiskFree Interest Rate in Incomplete Markets," Cambridge Working Papers in Economics 0030, Faculty of Economics, University of Cambridge.
 Atsushi Kajii & Chiaki Hara, 2003. "On the Range of the RiskFree Interest Rate in Incomplete Markets," Levine's Bibliography 666156000000000383, UCLA Department of Economics.
 Chiaki Hara, 2000. "Bounds on the RiskFree Interest Rate in Incomplete Markets With and Without Utility Functions Exhibiting Constant Absolute Risk Aversion," Econometric Society World Congress 2000 Contributed Papers 1448, Econometric Society.
 Chiaki Hara, 2000. "An Equivalence Theorem for the Anonymous Core," Econometric Society World Congress 2000 Contributed Papers 1634, Econometric Society.
 HARA, Chiaki, 1997. "Robustness of the coordinating role of a redundant security," CORE Discussion Papers 1997057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
 HARA, Chiaki, 1997. "The coordinating role of a redundant security in frictional markets," CORE Discussion Papers 1997058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
 HARA , Chiaki, 1995. "Marginal Rates of Substitution for Uninsurable Risks with ConstrainedEfficient Asset Structures," CORE Discussion Papers 1995029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Articles
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2011.
"Effects of background risks on cautiousness with an application to a portfolio choice problem,"
Journal of Economic Theory,
Elsevier, vol. 146(1), pages 346358, January.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," PIE/CIS Discussion Paper 368, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," KIER Working Papers 654, Kyoto University, Institute of Economic Research.
 Chiaki Hara & Atsushi Kajii, 2009. "The Sixth Asian General Equilibrium Theory Workshop," Economics Bulletin, AccessEcon, vol. 29(2), pages 113.
 Chiaki Hara & Tomoichi Shinotsuka & Kotaro Suzumura & Yongsheng Xu, 2008. "Continuity and egalitarianism in the evaluation of infinite utility streams," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 31(2), pages 179191, August.
 Hara, Chiaki, 2008.
"Complete monotonicity of the representative consumer's discount factor,"
Journal of Mathematical Economics,
Elsevier, vol. 44(12), pages 13211331, December.
 Hara, Chiaki, 2008. "Complete Monotonicity of the Representative Consumer's Discount Factor," PIE/CIS Discussion Paper 367, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara, 2007. "Complete Monotonicity of the Representative Consumer's Discount Factor," KIER Working Papers 636, Kyoto University, Institute of Economic Research.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007.
"Representative consumer's risk aversion and efficient risksharing rules,"
Journal of Economic Theory,
Elsevier, vol. 137(1), pages 652672, November.
 Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," KIER Working Papers 620, Kyoto University, Institute of Economic Research.
 Chiaki Hara, 2006.
"Heterogeneous Risk Attitudes In A ContinuousTime Model,"
The Japanese Economic Review,
Japanese Economic Association, vol. 57(3), pages 377405.
 Chiaki Hara, 2005. "Heterogeneous Risk Attitudes in a ContinuousTime Model," KIER Working Papers 609, Kyoto University, Institute of Economic Research.
 Chiaki Hara & Atsushi Kajii, 2006. "Riskfree bond prices in incomplete markets with recursive multipleprior utilities," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(2), pages 135157.
 Chiaki Hara, 2005. "Existence of Equilibria in Economies with Bads," Econometrica, Econometric Society, vol. 73(2), pages 647658, March.
 Hara, Chiaki, 2005.
"Bargaining set and anonymous core without the monotonicity assumption,"
Journal of Mathematical Economics,
Elsevier, vol. 41(45), pages 545556, August.
 Chiaki Hara, 2004. "Bargaining Set and Anonymous Core without the Monotonicity Assumption," KIER Working Papers 599, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2002. "The anonymous core of an exchange economy," Journal of Mathematical Economics, Elsevier, vol. 38(12), pages 91116, September.
 Hara, Chiaki, 2000. "Transaction costs and a redundant security: divergence of individual and social relevance1," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 497530, May.
 Hara, Chiaki, 1997. "Welfare analysis of the coordinating role of a redundant security," Economics Letters, Elsevier, vol. 56(3), pages 299303, November.
 Hara Chiaki, 1995. "CommissionRevenue Maximization in a General Equilibrium Model of Asset Creation," Journal of Economic Theory, Elsevier, vol. 65(1), pages 258298, February.
Books
 Masaaki Kijima & Chiaki Hara & Keiichi Tanaka & Yukio Muromachi (ed.), 2010. "Recent Advances In Financial Engineering 2009:," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7700, June.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
 Chiaki Hara, 2010.
"Pareto Improvement and Agenda Control of Sequential Financial Innovations,"
KIER Working Papers
748, Kyoto University, Institute of Economic Research.
Cited by:
 Chiaki Hara, 2018. "Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets," KIER Working Papers 1005, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2009.
"Heterogeneous Impatience in a ContinuousTime Model,"
PIE/CIS Discussion Paper
425, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Hara, Chiaki, 2008. "Heterogeneous Impatience in a ContinuousTime Model," PIE/CIS Discussion Paper 396, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara, 2009. "Heterogeneous Impatience in a ContinuousTime Model," KIER Working Papers 665, Kyoto University, Institute of Economic Research.
Cited by:
 Chiaki Hara, 2019. "Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer," KIER Working Papers 1009, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2008.
"Complete Monotonicity of the Representative Consumer's Discount Factor,"
PIE/CIS Discussion Paper
367, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Hara, Chiaki, 2008. "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, vol. 44(12), pages 13211331, December.
 Chiaki Hara, 2007. "Complete Monotonicity of the Representative Consumer's Discount Factor," KIER Working Papers 636, Kyoto University, Institute of Economic Research.
 Chenghu Ma & Jiankang Zhang, 2013. "Aggregation in Incomplete Market with General Utility Functions," Working Papers 20131014, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
 Geoffrey Heal & Antony Millner, 2013.
"Discounting under disagreement,"
GRI Working Papers
112, Grantham Research Institute on Climate Change and the Environment.
 Geoffrey Heal & Antony Millner, 2013. "Discounting under Disagreement," NBER Working Papers 18999, National Bureau of Economic Research, Inc.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2008.
"Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem,"
PIE/CIS Discussion Paper
368, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2011. "Effects of background risks on cautiousness with an application to a portfolio choice problem," Journal of Economic Theory, Elsevier, vol. 146(1), pages 346358, January.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," KIER Working Papers 654, Kyoto University, Institute of Economic Research.
Cited by:
 Christian Gollier & Miles S. Kimball, 2018.
"Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions,"
Journal of Risk & Insurance,
The American Risk and Insurance Association, vol. 85(2), pages 397430, June.
 Gollier, Christian & Kimball, Miles S., 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," IDEI Working Papers 884, Institut d'Économie Industrielle (IDEI), Toulouse.
 Gollier, Christian & Kimball, Miles S., 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," TSE Working Papers 18909, Toulouse School of Economics (TSE).
 Huang, HungHsi & Wang, ChingPing, 2013. "Portfolio selection and portfolio frontier with background risk," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 177196.
 James Huang & Richard Stapleton, 2017. "Higherorder risk vulnerability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 387406, February.
 Huang, James, 2014. "Convex and decreasing absolute risk aversion is proper," Economics Letters, Elsevier, vol. 125(1), pages 123125.
 Huang, Xiaoxia & Di, Hao, 2016. "Uncertain portfolio selection with background risk," Applied Mathematics and Computation, Elsevier, vol. 276(C), pages 284296.
 Guo, Xu & Wong, WingKeung & Zhu, Lixing, 2013. "An analysis of portfolio selection with multiplicative background risk," MPRA Paper 51331, University Library of Munich, Germany.
 Hara, Chiaki & Shinotsuka, Tomoichi & Suzumura, Kotaro & Xu, Yongsheng, 2007.
"On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams,"
Discussion Paper
322, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
Cited by:
 José Carlos R. Alcantud, 2013.
"The impossibility of social evaluations of infinite streams with strict inequality aversion,"
Economic Theory Bulletin,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(2), pages 123130, November.
 Alcantud, José Carlos R., 2011. "The impossibility of social evaluations of infinite streams with strict inequality aversion," MPRA Paper 33716, University Library of Munich, Germany.
 Mohamed Mabrouk, 2005. "Intergenerational anonymity as an alternative to the discounted sum criterion in the calculus of optimal growth II: Pareto optimality and some economic interpretations," GE, Growth, Math methods 0511007, University Library of Munich, Germany.
 Mohamed Mabrouk, 2005. "Intergenerational anonymity as an alternative to the discounted sum criterion in the calculus of optimal growth I: Consensual optimality," GE, Growth, Math methods 0510013, University Library of Munich, Germany.
 Chiaki Hara & Tomoichi Shinotsuka & Kotaro Suzumura & Yongsheng Xu, 2008. "Continuity and egalitarianism in the evaluation of infinite utility streams," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 31(2), pages 179191, August.
 Tapan Mitra & M. Ozbek, 2013. "On representation of monotone preference orders in a sequence space," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(3), pages 473487, September.
 Sakamoto, Norihito, 2011. "Impossibilities of Paretian Social Welfare Functions for Infinite Utility Streams with Distributive Equity," Discussion Papers 201109, Graduate School of Economics, Hitotsubashi University.
 José Carlos R. Alcantud, 2013.
"The impossibility of social evaluations of infinite streams with strict inequality aversion,"
Economic Theory Bulletin,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(2), pages 123130, November.
 Chiaki Hara, 2007.
"Complete Monotonicity of the Representative Consumer's Discount Factor,"
KIER Working Papers
636, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2008. "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, vol. 44(12), pages 13211331, December.
 Hara, Chiaki, 2008. "Complete Monotonicity of the Representative Consumer's Discount Factor," PIE/CIS Discussion Paper 367, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
Cited by:
 Chiaki Hara, 2019. "Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer," KIER Working Papers 1009, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2009.
"Heterogeneous Impatience in a ContinuousTime Model,"
PIE/CIS Discussion Paper
425, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Hara, Chiaki, 2008. "Heterogeneous Impatience in a ContinuousTime Model," PIE/CIS Discussion Paper 396, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara, 2009. "Heterogeneous Impatience in a ContinuousTime Model," KIER Working Papers 665, Kyoto University, Institute of Economic Research.
 Arai, Takuji & Asano, Takao & Nishide, Katsumasa, 2019. "Optimal initial capital induced by the optimized certainty equivalent," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 115125.
 Chiaki Hara & Kenjiro Hirata, 2015. "Dynamic Inconsistency in Pension Fund Management," KIER Working Papers 916, Kyoto University, Institute of Economic Research.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006.
"Efficient RiskSharing Rules with Heterogeneous Risk Attitudes and Background Risks,"
KIER Working Papers
621, Kyoto University, Institute of Economic Research.
Cited by:
 Chiaki Hara, 2006.
"Heterogeneous Risk Attitudes In A ContinuousTime Model,"
The Japanese Economic Review,
Japanese Economic Association, vol. 57(3), pages 377405.
 Chiaki Hara, 2005. "Heterogeneous Risk Attitudes in a ContinuousTime Model," KIER Working Papers 609, Kyoto University, Institute of Economic Research.
 Maurizio Mazzocco & Shiv Saini, 2012. "Testing Efficient Risk Sharing with Heterogeneous Risk Preferences," American Economic Review, American Economic Association, vol. 102(1), pages 428468, February.
 Chiaki Hara, 2006.
"Heterogeneous Risk Attitudes In A ContinuousTime Model,"
The Japanese Economic Review,
Japanese Economic Association, vol. 57(3), pages 377405.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006.
"Representative Consumer's Risk Aversion and Efficient RiskSharing Rules,"
KIER Working Papers
620, Kyoto University, Institute of Economic Research.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risksharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652672, November.
 Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
Cited by:
 Sylvia SarantopoulouChiourea & George Skiadopoulos, 2015. "A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Working Papers 741, Queen Mary University of London, School of Economics and Finance.
 Calvet, LaurentEmmanuel & Sodini, Paolo, 2011.
"Twin picks: disentangling the determinants of risktaking in household portfolios,"
HEC Research Papers Series
948, HEC Paris.
 LaurentEmmanuel Calvet & Paolo Sodini, 2011. "Twin Picks: Disentangling the Determinants of RiskTaking in Household Portfolios," Working Papers hal00625504, HAL.
 Laurent E. Calvet & Paolo Sodini, 2010. "Twin Picks: Disentangling the Determinants of RiskTaking in Household Portfolios," NBER Working Papers 15859, National Bureau of Economic Research, Inc.
 Laurent E. Calvet & Paolo Sodini, 2014. "Twin Picks: Disentangling the Determinants of RiskTaking in Household Portfolios," Journal of Finance, American Finance Association, vol. 69(2), pages 867906, April.
 Calvet, Laurent E. & Sodini, Paolo, 2013. "Twin picks: Disentangling the determinants of risktaking in household portfolios," SAFE Working Paper Series 13, Research Center SAFE  Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
 Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013.
"Collective risk aversion,"
PostPrint
halshs00559137, HAL.
 Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Collective risk aversion," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 40(2), pages 411437, February.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006.
"Representative Consumer's Risk Aversion and Efficient RiskSharing Rules,"
KIER Working Papers
620, Kyoto University, Institute of Economic Research.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risksharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652672, November.
 Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Suen, Richard M.H., 2018. "Standard risk aversion and efficient risk sharing," Economics Letters, Elsevier, vol. 173(C), pages 2326.
 Hennessy, David A. & Lapan, Harvey E., 2006.
"On the Nature of Certainty Equivalent Functionals,"
Staff General Research Papers Archive
12552, Iowa State University, Department of Economics.
 Hennessy, David A. & Lapan, Harvey E., 2006. "On the nature of certainty equivalent functionals," Journal of Mathematical Economics, Elsevier, vol. 43(1), pages 110, December.
 Sara Jonsson & IngaLill Söderberg, 2018. "Investigating explanatory theories on laypeople’s risk perception of personal economic collapse in a bank crisis – the Cyprus case," Journal of Risk Research, Taylor & Francis Journals, vol. 21(6), pages 763779, June.
 Calvet, LaurentEmmanuel & Grandmont, JeanMichel & Lemaire, Isabelle, 2018.
"Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets,"
Research in Economics,
Elsevier, vol. 72(1), pages 117146.
 Laurent Calvet & JeanMichel Grandmont & Isabelle Lemaire, 2004. "Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets," Working Papers 200412, Center for Research in Economics and Statistics.
 Christian Gollier & Richard Zeckhauser, 2003.
"Collective Investment Decision Making with Heterogeneous Time Preferences,"
NBER Working Papers
9629, National Bureau of Economic Research, Inc.
 Christian Gollier & Richard Zeckhauser, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," CESifo Working Paper Series 915, CESifo Group Munich.
 Gollier, Christian & Zeckhauser, Richard, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," IDEI Working Papers 198, Institut d'Économie Industrielle (IDEI), Toulouse.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2011.
"Effects of background risks on cautiousness with an application to a portfolio choice problem,"
Journal of Economic Theory,
Elsevier, vol. 146(1), pages 346358, January.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," PIE/CIS Discussion Paper 368, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," KIER Working Papers 654, Kyoto University, Institute of Economic Research.
 Carlier, G. & Lachapelle, A., 2011. "A numerical approach for a class of risksharing problems," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 113, January.
 Toda, Alexis Akira & Walsh, Kieran James, 2014.
"The Equity Premium and the One Percent,"
MPRA Paper
79009, University Library of Munich, Germany, revised 28 Feb 2017.
 Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
 Felix KUBLER & Karl SCHMEDDERS, 2009.
"Nonparametric counterfactual analysis in dynamic general equilibrium,"
Swiss Finance Institute Research Paper Series
0905, Swiss Finance Institute.
 Felix Kubler & Karl Schmedders, 2010. "Nonparametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 181200, October.
 Felix Kubler & Karl Schmedders, 2007. "Nonparametric counterfactual analysis in dynamic general equilibrium," PIER Working Paper Archive 07027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
 Gollier, Christian, 2003. "Who Should we Believe? Collective RiskTaking Decisions with Heterogeneous Beliefs," IDEI Working Papers 201, Institut d'Économie Industrielle (IDEI), Toulouse.
 Christian Gollier, 2003. "Collective RiskTaking Decisions with Heterogeneous Beliefs," CESifo Working Paper Series 909, CESifo Group Munich.
 Chiaki Hara, 2006.
"Heterogeneous Risk Attitudes In A ContinuousTime Model,"
The Japanese Economic Review,
Japanese Economic Association, vol. 57(3), pages 377405.
 Chiaki Hara, 2005. "Heterogeneous Risk Attitudes in a ContinuousTime Model," KIER Working Papers 609, Kyoto University, Institute of Economic Research.
 Marc Fleurbaey & Stéphane Zuber, 2017.
"Fair Utilitarianism,"
Documents de travail du Centre d'Economie de la Sorbonne
17005r, Université PanthéonSorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jul 2017.
 Marc Fleurbaey & Stéphane Zuber, 2017. "Fair Utilitarianism," Université Paris1 PanthéonSorbonne (PostPrint and Working Papers) halshs01441070, HAL.
 Marc Fleurbaey & Stéphane Zuber, 2017. "Fair Utilitarianism," Documents de travail du Centre d'Economie de la Sorbonne 17005, Université PanthéonSorbonne (Paris 1), Centre d'Economie de la Sorbonne.
 Marc Fleurbaey & Stephane Zuber, 2017. "Fair Utilitarianism," Working Papers 088_2017, Princeton University, Department of Economics, Econometric Research Program..
 Flåm, Sjur Didrik, 2016. "Borch’s theorem, equal margins, and efficient allocation," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 162168.
 Evren Ceritoglu, 2017.
"SelfInsurance and Consumption RiskSharing between BirthYear Cohorts in Turkey,"
Working Papers
1701, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
 Evren Ceritoğlu, 2018. "Selfinsurance and consumption risksharing between birthyear cohorts in Turkey," Review of Economics of the Household, Springer, vol. 16(4), pages 10851118, December.
 Bjarne Astrup Jensen & Jørgen Aase Nielsen, 2016. "How suboptimal are linear sharing rules?," Annals of Finance, Springer, vol. 12(2), pages 221243, May.
 Campos, Rolf, 2013.
"RiskSharing and Crises. Global Games of Regime Change with Endogenous Wealth,"
IESE Research Papers
D/1064, IESE Business School.
 Campos, Rodolfo G., 2013. "Risksharing and crises. Global games of regime change with endogenous wealth," Journal of Economic Theory, Elsevier, vol. 148(4), pages 16241658.
 Ghiglino, Christian & Venditti, Alain, 2011. "Wealth distribution and output fluctuations," Journal of Economic Theory, Elsevier, vol. 146(6), pages 24782509.
 Dean T. Jamison & Julian Jamison, 2010. "Characterizing the amount and speed of discounting procedures," Working Papers 1014, Federal Reserve Bank of Boston.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient RiskSharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research.
 Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
 Jamison Dean T. & Jamison Julian, 2011. "Characterizing the Amount and Speed of Discounting Procedures," Journal of BenefitCost Analysis, De Gruyter, vol. 2(2), pages 156, April.
 Suen, Richard M. H., 2018. "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper 88881, University Library of Munich, Germany.
 Chiaki Hara, 2018. "Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets," KIER Working Papers 1005, Kyoto University, Institute of Economic Research.
 Suen, Richard M. H., 2018. "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper 86499, University Library of Munich, Germany.
 Sylvia SarantopoulouChiourea & George Skiadopoulos, 2015. "A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Working Papers 741, Queen Mary University of London, School of Economics and Finance.
 J. Aquilina & L. C. G. Rogers, 2004. "The Squared OrnsteinUhlenbeck Market," Mathematical Finance, Wiley Blackwell, vol. 14(4), pages 487513.
 Chiaki Hara, 2005.
"Heterogeneous Risk Attitudes in a ContinuousTime Model,"
KIER Working Papers
609, Kyoto University, Institute of Economic Research.
 Chiaki Hara, 2006. "Heterogeneous Risk Attitudes In A ContinuousTime Model," The Japanese Economic Review, Japanese Economic Association, vol. 57(3), pages 377405.
Cited by:
 Hara, Chiaki, 2009.
"Heterogeneous Impatience in a ContinuousTime Model,"
PIE/CIS Discussion Paper
425, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Hara, Chiaki, 2008. "Heterogeneous Impatience in a ContinuousTime Model," PIE/CIS Discussion Paper 396, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara, 2009. "Heterogeneous Impatience in a ContinuousTime Model," KIER Working Papers 665, Kyoto University, Institute of Economic Research.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006.
"Representative Consumer's Risk Aversion and Efficient RiskSharing Rules,"
KIER Working Papers
620, Kyoto University, Institute of Economic Research.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risksharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652672, November.
 Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Hara, Chiaki, 2008.
"Complete Monotonicity of the Representative Consumer's Discount Factor,"
PIE/CIS Discussion Paper
367, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Hara, Chiaki, 2008. "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, vol. 44(12), pages 13211331, December.
 Chiaki Hara, 2007. "Complete Monotonicity of the Representative Consumer's Discount Factor," KIER Working Papers 636, Kyoto University, Institute of Economic Research.
 Bjarne Astrup Jensen & Jørgen Aase Nielsen, 2016. "How suboptimal are linear sharing rules?," Annals of Finance, Springer, vol. 12(2), pages 221243, May.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient RiskSharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research.
 Chiaki Hara, 2004.
"Bargaining Set and Anonymous Core without the Monotonicity Assumption,"
KIER Working Papers
599, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2005. "Bargaining set and anonymous core without the monotonicity assumption," Journal of Mathematical Economics, Elsevier, vol. 41(45), pages 545556, August.
Cited by:
 Yang, YiYou, 2015. "On the Maximal Domain Theorem," MPRA Paper 67265, University Library of Munich, Germany.
 Hara, C., 2004.
"Existence of Equilibria and Core Convergence in Economies with Bads,"
Cambridge Working Papers in Economics
0413, Faculty of Economics, University of Cambridge.
Cited by:
 Inoue, Tomoki, 2005. "Do pure indivisibilities prevent core equivalence? Core equivalence theorem in an atomless economy with purely indivisible commodities only," Journal of Mathematical Economics, Elsevier, vol. 41(45), pages 571601, August.
 Chiaki Hara & Atsushi Kajii, 2003.
"On the Range of the RiskFree Interest Rate in Incomplete Markets,"
KIER Working Papers
577, Kyoto University, Institute of Economic Research.
 Kajii, A. & Hara, C., 2000. "On the Range of the RiskFree Interest Rate in Incomplete Markets," Cambridge Working Papers in Economics 0030, Faculty of Economics, University of Cambridge.
 Atsushi Kajii & Chiaki Hara, 2003. "On the Range of the RiskFree Interest Rate in Incomplete Markets," Levine's Bibliography 666156000000000383, UCLA Department of Economics.
Cited by:
 David K. Levine & William Zame, 2001.
"Does Market Incompleteness Matter,"
Levine's Working Paper Archive
78, David K. Levine.
 David K. Levine & William R. Zame, 2002. "Does Market Incompleteness Matter?," Econometrica, Econometric Society, vol. 70(5), pages 18051839, September.
 Chiaki Hara, 2000.
"Bounds on the RiskFree Interest Rate in Incomplete Markets With and Without Utility Functions Exhibiting Constant Absolute Risk Aversion,"
Econometric Society World Congress 2000 Contributed Papers
1448, Econometric Society.
Cited by:
 David K. Levine & William Zame, 2001.
"Does Market Incompleteness Matter,"
Levine's Working Paper Archive
78, David K. Levine.
 David K. Levine & William R. Zame, 2002. "Does Market Incompleteness Matter?," Econometrica, Econometric Society, vol. 70(5), pages 18051839, September.
 David K. Levine & William Zame, 2001.
"Does Market Incompleteness Matter,"
Levine's Working Paper Archive
78, David K. Levine.
 Chiaki Hara, 2000.
"An Equivalence Theorem for the Anonymous Core,"
Econometric Society World Congress 2000 Contributed Papers
1634, Econometric Society.
Cited by:
 Francoise Forges & Enrico Minelli & Rajiv Vohra, 2000.
"Incentives and the Core of an Exchange Economy: A Survey,"
Working Papers
200022, Brown University, Department of Economics.
 Forges, Francoise & Minelli, Enrico & Vohra, Rajiv, 2002. "Incentives and the core of an exchange economy: a survey," Journal of Mathematical Economics, Elsevier, vol. 38(12), pages 141, September.
 FORGES, Françoise & MINELLI, Enrico & VOHRA, Rajiv, 2001. "Incentives and the core of an exchange economy: a survey," CORE Discussion Papers 2001043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
 Francoise Forges & Enrico Minelli & Rajiv Vohra, 2000.
"Incentives and the Core of an Exchange Economy: A Survey,"
Working Papers
200022, Brown University, Department of Economics.
 HARA, Chiaki, 1997.
"Robustness of the coordinating role of a redundant security,"
CORE Discussion Papers
1997057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cited by:
 Hara, Chiaki, 2000. "Transaction costs and a redundant security: divergence of individual and social relevance1," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 497530, May.
 HARA, Chiaki, 1997.
"The coordinating role of a redundant security in frictional markets,"
CORE Discussion Papers
1997058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cited by:
 Hara, Chiaki, 1997. "Welfare analysis of the coordinating role of a redundant security," Economics Letters, Elsevier, vol. 56(3), pages 299303, November.
 Hara, Chiaki, 2000. "Transaction costs and a redundant security: divergence of individual and social relevance1," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 497530, May.
Articles
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2011.
"Effects of background risks on cautiousness with an application to a portfolio choice problem,"
Journal of Economic Theory,
Elsevier, vol. 146(1), pages 346358, January.
See citations under working paper version above.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," PIE/CIS Discussion Paper 368, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," KIER Working Papers 654, Kyoto University, Institute of Economic Research.
 Chiaki Hara & Tomoichi Shinotsuka & Kotaro Suzumura & Yongsheng Xu, 2008.
"Continuity and egalitarianism in the evaluation of infinite utility streams,"
Social Choice and Welfare,
Springer;The Society for Social Choice and Welfare, vol. 31(2), pages 179191, August.
Cited by:
 José Carlos R. Alcantud, 2013.
"The impossibility of social evaluations of infinite streams with strict inequality aversion,"
Economic Theory Bulletin,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(2), pages 123130, November.
 Alcantud, José Carlos R., 2011. "The impossibility of social evaluations of infinite streams with strict inequality aversion," MPRA Paper 33716, University Library of Munich, Germany.
 Michele Lombardi & Roberto Veneziani, 2009.
"Liberal Egalitarianism and the Harm Principle,"
Working Papers
649, Queen Mary University of London, School of Economics and Finance.
 Michele Lombardi & Kaname Miyagishima & Roberto Veneziani, 2016. "Liberal Egalitarianism and the Harm Principle," Economic Journal, Royal Economic Society, vol. 126(597), pages 21732196, November.
 Michele Lombardi & Roberto Veneziani, 2009. "Liberal Egalitarianism and the Harm Principle," Working Papers 649, Queen Mary University of London, School of Economics and Finance.
 Lombardi, Michele & Miyagishima, Kaname & Veneziani, Roberto, 2013. "Liberal Egalitarianism and the Harm Principle," MPRA Paper 48458, University Library of Munich, Germany.
 Michele Lombardi & Roberto Veneziani, 2009. "Liberal Egalitarianism and the Harm Principle," Global COE HiStat Discussion Paper Series gd09078, Institute of Economic Research, Hitotsubashi University.
 Michele Lombardi & Kahame Miyagishima & Roberto Veneziani, 2013. "Liberal Egalitarianism and the Harm Principle," UMASS Amherst Economics Working Papers 201307, University of Massachusetts Amherst, Department of Economics.
 Alcantud, José Carlos R., 2012.
"Inequality averse criteria for evaluating infinite utility streams: The impossibility of Weak Pareto,"
Journal of Economic Theory,
Elsevier, vol. 147(1), pages 353363.
 Alcantud, José Carlos R., 2010. "Inequality averse criteria for evaluating infinite utility streams: The impossibility of Weak Pareto," MPRA Paper 27618, University Library of Munich, Germany.
 Asheim, Geir B. & Mitra, Tapan & Tungodden, Bertil, 2006.
"Sustainable recursive social welfare functions,"
Memorandum
18/2006, Oslo University, Department of Economics.
 Geir Asheim & Tapan Mitra & Bertil Tungodden, 2012. "Sustainable recursive social welfare functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(2), pages 267292, February.
 Dubey, Ram Sewak, 2016. "A Note On Social Welfare Orders Satisfying PigouDalton Transfer Principle," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 57(2), pages 243262, December.
 Asheim, Geir B. & Bossert, Walter & Sprumont, Yves & Suzumura, Kotaro, 2008.
"Infinitehorizon choice functions,"
PIE/CIS Discussion Paper
379, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Asheim, Geir B. & Bossert, Walter & Sprumont, Yves & Suzumura, Kotaro, 2006. "Infinitehorizon choice functions," Memorandum 17/2006, Oslo University, Department of Economics.
 ASHEIM, Geir B. & BOSSERT, Walter & SPRUMONT, Yves, 2006. "InfiniteHorizon Choice Functions," Cahiers de recherche 200608, Universite de Montreal, Departement de sciences economiques.
 ASHEIM, Geir B. & BOSSERT, Walter & SPRUMONT, Yves & SUZUMURA, Kotaro, 2006. "InfiniteHorizon Choice Functions," Cahiers de recherche 052006, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
 Geir Asheim & Walter Bossert & Yves Sprumont & Kotaro Suzumura, 2010. "Infinitehorizon choice functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(1), pages 121, April.
 BOSSERT, Walter & SUZUMURA, Kotaro, 2008.
"MultiProfile Intergenerational Social Choice,"
Cahiers de recherche
082008, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
 Bossert, Walter & Suzumura, Kotaro, 2009. "MultiProfile Intergenerational Social Choice," PIE/CIS Discussion Paper 426, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Bossert, Walter & Suzumura, Kotaro, 2010. "MultiProfile Intergenerational Social Choice," PIE/CIS Discussion Paper 484, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 BOSSERT, Walter & SUZUMURA, Kotaro, 2008. "MultiProfile Intergenerational Social Choice," Cahiers de recherche 200808, Universite de Montreal, Departement de sciences economiques.
 Walter Bossert & Kotaro Suzumura, 2011. "Multiprofile intergenerational social choice," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 37(3), pages 493509, September.
 Bossert, Walter & Suzumura, Kotaro, 2008. "MultiProfile Intergenerational Social Choice," PIE/CIS Discussion Paper 380, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Zuber, Stéphane & Asheim, Geir B., 2012.
"Justifying social discounting: The rankdiscounted utilitarian approach,"
Journal of Economic Theory,
Elsevier, vol. 147(4), pages 15721601.
 Stéphane Zuber & Geir B. Asheim, 2010. "Justifying Social Discounting: The RankDiscounted Utilitarian Approach," CESifo Working Paper Series 3192, CESifo Group Munich.
 ZUBER, Stéphane, 2010. "Justifying social discounting: the rankdiscounted utilitarian approach," CORE Discussion Papers 2010036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
 Alcantud, José Carlos R., 2010. "The compromise efficiency vs. egalitarianism among generations with an infinite horizon," MPRA Paper 22284, University Library of Munich, Germany.
 Sakai, Toyotaka, 2008.
"Intergenerational equity and an explicit construction of welfare criteria,"
PIE/CIS Discussion Paper
395, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Toyotaka Sakai, 2010. "Intergenerational equity and an explicit construction of welfare criteria," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 35(3), pages 393414, September.
 Ram Dubey & Tapan Mitra, 2014. "Combining monotonicity and strong equity: construction and representation of orders on infinite utility streams," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 43(3), pages 591602, October.
 Mariotti, Marco & Veneziani, Roberto, 2012. "Allocating chances of success in finite and infinite societies: The utilitarian criterion," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 226236.
 Dubey, Ram Sewak, 2016. "On construction of social welfare orders satisfying Hammond equity and Weak Pareto axioms," Mathematical Social Sciences, Elsevier, vol. 84(C), pages 119124.
 José Carlos R. Alcantud & María D. GarcíaSanz, 2013.
"Evaluations of Infinite Utility Streams: Pareto Efficient and Egalitarian Axiomatics,"
Metroeconomica,
Wiley Blackwell, vol. 64(3), pages 432447, July.
 Alcantud, José Carlos R. & GarcíaSanz, María D., 2010. "Evaluations of infinite utility streams: Paretoefficient and egalitarian axiomatics," MPRA Paper 20133, University Library of Munich, Germany.
 Dubey, Ram Sewak & Mitra, Tapan, 2014. "On construction of equitable social welfare orders on infinite utility streams," Mathematical Social Sciences, Elsevier, vol. 71(C), pages 5360.
 Kohei Kamaga & Takashi Kojima, 2009. "$${\mathcal{Q}}$$ anonymous social welfare relations on infinite utility streams," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 33(3), pages 405413, September.
 Alcantud, José Carlos R., 2011.
"Liberal approaches to ranking infinite utility streams: When can we avoid interferences?,"
MPRA Paper
32198, University Library of Munich, Germany.
 José Alcantud, 2013. "Liberal approaches to ranking infinite utility streams: when can we avoid interference?," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(2), pages 381396, July.
 Christopher Chambers, 2009. "Intergenerational equity: sup, inf, lim sup, and lim inf," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 32(2), pages 243252, February.
 Dubey, Ram Sewak & Mitra, Tapan, 2010.
"On Equitable Social Welfare Functions Satisfying the Weak Pareto Axiom: A Complete Characterimplete Characterization,"
Working Papers
1002, Cornell University, Center for Analytic Economics.
 Ram Sewak Dubey & Tapan Mitra, 2011. "On equitable social welfare functions satisfying the Weak Pareto Axiom: A complete characterization," International Journal of Economic Theory, The International Society for Economic Theory, vol. 7(3), pages 231250, September.
 Susumu Cato, 2009. "Characterizing the Nash social welfare relation for infinite utility streams: a note," Economics Bulletin, AccessEcon, vol. 29(3), pages 23722379.
 Ram Sewak Dubey & Tapan Mitra, 2015. "On social welfare functions on infinite utility streams satisfying Hammond Equity and Weak Pareto axioms: a complete characterization," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 169180, October.
 José Carlos R. Alcantud, 2013.
"The impossibility of social evaluations of infinite streams with strict inequality aversion,"
Economic Theory Bulletin,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(2), pages 123130, November.
 Hara, Chiaki, 2008.
"Complete monotonicity of the representative consumer's discount factor,"
Journal of Mathematical Economics,
Elsevier, vol. 44(12), pages 13211331, December.
See citations under working paper version above.
 Hara, Chiaki, 2008. "Complete Monotonicity of the Representative Consumer's Discount Factor," PIE/CIS Discussion Paper 367, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara, 2007. "Complete Monotonicity of the Representative Consumer's Discount Factor," KIER Working Papers 636, Kyoto University, Institute of Economic Research.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007.
"Representative consumer's risk aversion and efficient risksharing rules,"
Journal of Economic Theory,
Elsevier, vol. 137(1), pages 652672, November.
See citations under working paper version above.
 Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge.
 Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
 Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Representative Consumer's Risk Aversion and Efficient RiskSharing Rules," KIER Working Papers 620, Kyoto University, Institute of Economic Research.
 Chiaki Hara, 2006.
"Heterogeneous Risk Attitudes In A ContinuousTime Model,"
The Japanese Economic Review,
Japanese Economic Association, vol. 57(3), pages 377405.
See citations under working paper version above.
 Chiaki Hara, 2005. "Heterogeneous Risk Attitudes in a ContinuousTime Model," KIER Working Papers 609, Kyoto University, Institute of Economic Research.
 Chiaki Hara & Atsushi Kajii, 2006.
"Riskfree bond prices in incomplete markets with recursive multipleprior utilities,"
International Journal of Economic Theory,
The International Society for Economic Theory, vol. 2(2), pages 135157.
Cited by:
 Chiaki Hara, 2010. "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers 748, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2011. "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 336345.
 Chiaki Hara, 2005.
"Existence of Equilibria in Economies with Bads,"
Econometrica,
Econometric Society, vol. 73(2), pages 647658, March.
Cited by:
 Hara, Chiaki, 2005.
"Bargaining set and anonymous core without the monotonicity assumption,"
Journal of Mathematical Economics,
Elsevier, vol. 41(45), pages 545556, August.
 Chiaki Hara, 2004. "Bargaining Set and Anonymous Core without the Monotonicity Assumption," KIER Working Papers 599, Kyoto University, Institute of Economic Research.
 Chiaki Hara, 2006. "An equilibrium existence theorem for atomless economies without the monotonicity assumption," Economics Bulletin, AccessEcon, vol. 4(34), pages 15.
 Yang, YiYou, 2015. "On the Maximal Domain Theorem," MPRA Paper 67265, University Library of Munich, Germany.
 Malakhov, Sergey, 2018. "Propensity to search and income elasticity of demand: does the equilibrium really exist?," MPRA Paper 86250, University Library of Munich, Germany.
 Simina Br^anzei & Fedor Sandomirskiy, 2019. "Algorithms for Competitive Division of Chores," Papers 1907.01766, arXiv.org.
 Hara, Chiaki, 2005.
"Bargaining set and anonymous core without the monotonicity assumption,"
Journal of Mathematical Economics,
Elsevier, vol. 41(45), pages 545556, August.
 Hara, Chiaki, 2005.
"Bargaining set and anonymous core without the monotonicity assumption,"
Journal of Mathematical Economics,
Elsevier, vol. 41(45), pages 545556, August.
See citations under working paper version above.
 Chiaki Hara, 2004. "Bargaining Set and Anonymous Core without the Monotonicity Assumption," KIER Working Papers 599, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2002.
"The anonymous core of an exchange economy,"
Journal of Mathematical Economics,
Elsevier, vol. 38(12), pages 91116, September.
Cited by:
 Hara, Chiaki, 2005.
"Bargaining set and anonymous core without the monotonicity assumption,"
Journal of Mathematical Economics,
Elsevier, vol. 41(45), pages 545556, August.
 Chiaki Hara, 2004. "Bargaining Set and Anonymous Core without the Monotonicity Assumption," KIER Working Papers 599, Kyoto University, Institute of Economic Research.
 Hara, Chiaki, 2005.
"Bargaining set and anonymous core without the monotonicity assumption,"
Journal of Mathematical Economics,
Elsevier, vol. 41(45), pages 545556, August.
 Hara Chiaki, 1995.
"CommissionRevenue Maximization in a General Equilibrium Model of Asset Creation,"
Journal of Economic Theory,
Elsevier, vol. 65(1), pages 258298, February.
Cited by:
 Rohit Rahi & José M. Marín, 1999.
"Speculative securities,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 14(3), pages 653668.
 Rohit Rahi & José Marín, 1997. "Speculative Securities," FMG Discussion Papers dp268, Financial Markets Group.
 José M. Marín & Rohit Rahi, 1997. "Speculative securities," Economics Working Papers 223, Department of Economics and Business, Universitat Pompeu Fabra.
 Faias, Marta, 2004. "General equilibrium and endogenous creation of asset markets," FEUNL Working Paper Series wp454, Universidade Nova de Lisboa, Faculdade de Economia.
 Marc Oliver Bettzuege & Thorsten Hens, "undated". "An Evolutionary Approach to Financial Innovation," IEW  Working Papers 035, Institute for Empirical Research in Economics  University of Zurich.
 Marta Faias, 2008. "Approximate equilibrium in pure strategies for a twostage game of asset creation," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 31(2), pages 117136, November.
 Instefjord, Norvald, 2006. "Forecasting risk, informed speculation, and financial innovation," Journal of Financial Intermediation, Elsevier, vol. 15(1), pages 6785, January.
 YiMin Chen & FengJyh Lin, 2013. "Do financially innovative futures matter?," The Service Industries Journal, Taylor & Francis Journals, vol. 33(910), pages 941957, July.
 Zigrand, JeanPierre, 2004. "A general equilibrium analysis of strategic arbitrage," Journal of Mathematical Economics, Elsevier, vol. 40(8), pages 923952, December.
 Ohashi, Kazuhiko, 1997. "Optimal Futures Innovation in a Dynamic Economy: The DiscreteTime Case," Journal of Economic Theory, Elsevier, vol. 74(2), pages 448465, June.
 Bisin, Alberto, 1998. "General Equilibrium with Endogenously Incomplete Financial Markets," Journal of Economic Theory, Elsevier, vol. 82(1), pages 1945, September.
 Hara, Chiaki, 2000. "Transaction costs and a redundant security: divergence of individual and social relevance1," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 497530, May.
 Rohit Rahi & José M. Marín, 1999.
"Speculative securities,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 14(3), pages 653668.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided. NEPUPT: Utility Models & Prospect Theory (7) 20051209 20060101 20060527 20060527 20070808 20090131 20100417. Author is listed
 NEPCFN: Corporate Finance (2) 20060527 20060527
 NEPFMK: Financial Markets (2) 20051209 20060527
 NEPGTH: Game Theory (2) 20051209 20110103
 NEPMAC: Macroeconomics (2) 20051209 20070808
 NEPMIC: Microeconomics (1) 20040208
 NEPMON: Monetary Economics (1) 20031130
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