Comment on “Modeling non-monotone risk aversion using SAHARA utility functions” [J. Econ. Theory 146 (2011) 2075–2092]

Zhenyu Cui

doi:10.1016/j.jet.2014.03.011

Comment on “Modeling non-monotone risk aversion using SAHARA utility functions” [J. Econ. Theory 146 (2011) 2075–2092]

Zhenyu Cui

School of Business

Stevens Institute of Technology

Research output: Contribution to journal › Article › peer-review

Abstract

We correct the results in Proposition 2.2 (p. 2078) of Chen et al. (2011) [1] and the part on comparison of prudence levels on p. 2081.

Original language	English
Pages (from-to)	703-705
Number of pages	3
Journal	Journal of Economic Theory
Volume	153
DOIs	https://doi.org/10.1016/j.jet.2014.03.011
State	Published - Sep 1 2014

ASJC Scopus subject areas

Economics and Econometrics

Keywords

Power utility
Prudence
SAHARA utility

Access to Document

10.1016/j.jet.2014.03.011

Cite this

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title = "Comment on “Modeling non-monotone risk aversion using SAHARA utility functions” [J. Econ. Theory 146 (2011) 2075–2092]",

abstract = "We correct the results in Proposition 2.2 (p. 2078) of Chen et al. (2011) [1] and the part on comparison of prudence levels on p. 2081.",

keywords = "Power utility, Prudence, SAHARA utility",

author = "Zhenyu Cui",

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Comment on “Modeling non-monotone risk aversion using SAHARA utility functions” [J. Econ. Theory 146 (2011) 2075–2092]

Abstract

ASJC Scopus subject areas

Keywords

Access to Document

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