Comment on ``Modeling non-monotone risk aversion using SAHARA utility functions

DOI10.1016/J.JET.2014.03.011zbMATH Open1309.91051OpenAlexW1965764327MaRDI QIDQ406431FDOQ406431

Authors: Zhenyu Cui 

Publication date: 8 September 2014

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2014.03.011

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• scientific article; zbMATH DE number 4087374

zbMATH Keywords

prudencepower utilitySAHARA utility

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Modeling non-monotone risk aversion using SAHARA utility functions

Cited In (2)

• Modeling non-monotone risk aversion using SAHARA utility functions
• Optimal investment strategies for general utilities under dynamic elasticity of variance models

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