Chiaki Hara

Kyoto University - Institute of Economic Research

Yoshida-Honmachi

Sakyo-ku

Kyoto 606-8501

Japan

SCHOLARLY PAPERS

6

DOWNLOADS

765

SSRN CITATIONS
Rank 45,555

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Top 45,555

in Total Papers Citations

13

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules

Number of pages: 28 Posted: 19 May 2006
Chiaki Hara, James Huang and Christoph Kuzmics
Kyoto University - Institute of Economic Research, Lancaster University - Department of Accounting and Finance and University of Graz - Department of Economics
Downloads 175 (208,140)
Citation 14

Abstract:

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aggregation, heterogeneous consumers, absolute risk tolerance, mutual fund theorem

2.

Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks

Number of pages: 32 Posted: 19 May 2006
Christoph Kuzmics, Chiaki Hara and James Huang
University of Graz - Department of Economics, Kyoto University - Institute of Economic Research and Lancaster University - Department of Accounting and Finance
Downloads 175 (208,140)
Citation 1

Abstract:

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efficient risk-sharing rules, relative risk aversion, absolute risk tolerance, Inada condition, idiosyncratic risks, background risks, incomplete markets

3.

On the Range of the Risk-Free Interest Rate in Incomplete Markets

Number of pages: 22 Posted: 06 Feb 2004
Chiaki Hara and Atsushi Kajii
Kyoto University - Institute of Economic Research and Institute of Economic Research, Kyoto University
Downloads 156 (229,446)

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The risk-free rate puzzle, constant absolute risk aversion, incomplete markets, general equilibrium

4.

Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs

KIER, Kyoto University Paper No. 590
Number of pages: 26 Posted: 28 Sep 2004
Chiaki Hara and Atsushi Kajii
Kyoto University - Institute of Economic Research and Institute of Economic Research, Kyoto University
Downloads 108 (303,203)

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The risk-free rate puzzle, constant absolute risk aversion, incomplete markets

5.

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem

Number of pages: 27 Posted: 17 Jun 2008
Chiaki Hara, James Huang and Christoph Kuzmics
Kyoto University - Institute of Economic Research, Lancaster University - Department of Accounting and Finance and University of Graz - Department of Economics
Downloads 84 (356,168)
Citation 2

Abstract:

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Risk aversion, risk tolerance, cautiousness, portfolio insurance, idiosyncratic risks, background risks, incomplete markets

6.

On the Possibility of Continuous, Paretian and Egalitarian Evaluation of Infinite Utility Streams

Andrew Young School of Policy Studies Research Paper Series No. 07-12
Number of pages: 16 Posted: 31 Mar 2007
Chiaki Hara, Kotaro Suzumura and Yongsheng Xu
Kyoto University - Institute of Economic Research, Hitotsubashi University - Institute of Economic Research and Georgia State University - Andrew Young School of Policy Studies
Downloads 67 (404,570)
Citation 3

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