Details about Katsutoshi Wakai

Access statistics for papers by Katsutoshi Wakai.

Last updated 2018-11-12. Update your information in the RePEc Author Service.

Short-id: pwa646

Working Papers

2018

1. A Factor Pricing Model under Ambiguity
   Discussion papers, Graduate School of Economics , Kyoto University View citations (2)

2016

2. An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information
   Discussion papers, Graduate School of Economics , Kyoto University
3. Repeated Games with Recursive Utility:Cournot Duopoly under Gain/Loss Asymmetry
   Discussion papers, Graduate School of Economics , Kyoto University View citations (1)

2015

4. Equilibrium Alpha in Asset Pricing in an Ambiguity-averse Economy
   Discussion papers, Graduate School of Economics , Kyoto University View citations (2)

2014

5. The change of correlation structure across industries:an analysis in the regime-switching framework
   Discussion papers, Graduate School of Economics Project Center, Kyoto University

Journal Articles

2015

1. Recursive extension of a multicommodity analysis
   Economic Theory Bulletin, 2015, 3, (2), 271-285

2014

2. Observational equivalence and nonequivalence of subjective and robust mean–variance preferences
   Economics Letters, 2014, 124, (2), 219-221

2013

3. An alternative axiomatization of intertemporal utility smoothing
   Economics Letters, 2013, 119, (2), 224-227
4. INTERTEMPORAL UTILITY SMOOTHING: THEORY AND APPLICATIONS
   The Japanese Economic Review, 2013, 64, (1), 16-41 View citations (4)
5. Intertemporal utility smoothing under uncertainty
   Theory and Decision, 2013, 74, (2), 285-310

2012

6. An infinite-horizon model of nonmonotone utility smoothing
   Economics Letters, 2012, 116, (2), 170-173

2011

7. Modeling nonmonotone preferences: The case of utility smoothing
   Journal of Mathematical Economics, 2011, 47, (2), 213-226 View citations (5)

2008

8. A Model of Utility Smoothing
   Econometrica, 2008, 76, (1), 137-153 View citations (22)

2007

9. A note on recursive multiple-priors
   Journal of Economic Theory, 2007, 135, (1), 567-571 View citations (4)
10. Aggregation under homogeneous ambiguity: a two-fund separation result
    Economic Theory, 2007, 30, (2), 363-372 View citations (5)