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

DOI10.1016/J.JET.2014.03.011MaRDI QIDQ406431zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

prudencepower utilitySAHARA utility

Mathematics Subject Classification ID

Utility theory (91B16)

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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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