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

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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 languageEnglish
Pages (from-to)703-705
Number of pages3
JournalJournal of Economic Theory
Volume153
DOIs
StatePublished - 1 Sep 2014

Keywords

  • Power utility
  • Prudence
  • SAHARA utility

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