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Property / full work available at URL: https://doi.org/10.1016/j.jet.2011.06.011 / rank
 
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Modeling non-monotone risk aversion using SAHARA utility functions
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    Modeling non-monotone risk aversion using SAHARA utility functions (English)
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    28 October 2011
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    SAHARA utility
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    optimal investment problem
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    dual approach
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    utility indifference pricing
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