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Representative consumer's risk aversion and efficient risk-sharing rules
Hara, Chiaki
;
Huang, James
;
Kuzmics, Christoph
- In:
Journal of economic theory
137
(
2007
),
pp. 652-672
Persistent link: https://www.econbiz.de/10007880679
Saved in:
2
Effects of background risks on cautiousness with an application to a portfolio choice problem
Hara, Chiaki
;
Huang, James
;
Kuzmics, Christoph
- In:
Journal of economic theory
146
(
2011
)
1
,
pp. 346-359
Persistent link: https://www.econbiz.de/10008812496
Saved in:
3
Core convergence in economies with bads
Hara, Chiaki
- In:
Advances in mathematical economics
11
(
2008
),
pp. 45-76
Persistent link: https://www.econbiz.de/10009902306
Saved in:
4
Option Pricing Bounds and the Elasticity of the Pricing Kernel
Huang, James
- In:
Review of derivatives research
7
(
2004
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10005929160
Saved in:
5
Impact of Divergent Consumer Confidence on Option Prices
Huang, James
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 165-178
Persistent link: https://www.econbiz.de/10005931029
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6
Two-dimensional risk-neutral valuation relationships for the pricing of options
Franke, Guenter
;
Huang, James
;
Stapleton, Richard
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 213-238
Persistent link: https://www.econbiz.de/10007877251
Saved in:
7
Some New Results on When Extra Risk Strictly Increases an Option's Value
Huang, James
;
Zhang, Deyuan
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 44-54
Persistent link: https://www.econbiz.de/10010054160
Saved in:
8
Existence of Equilibria in Economies with Bads
Hara, Chiaki
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
2
,
pp. 647-658
Persistent link: https://www.econbiz.de/10006748893
Saved in:
9
The anonymous core of an exchange economy
Hara, Chiaki
- In:
Journal of mathematical economics
38
(
2002
)
1
,
pp. 91-116
Persistent link: https://www.econbiz.de/10006032336
Saved in:
10
Bargaining set and anonymous core without the monotonicity assumption
Hara, Chiaki
- In:
Journal of mathematical economics
41
(
2005
)
4
,
pp. 545-556
Persistent link: https://www.econbiz.de/10006016206
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