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

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

4 Scopus citations

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 - 1 Sep 2014

Keywords

Power utility
Prudence
SAHARA utility

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10.1016/j.jet.2014.03.011

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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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year = "2014",

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doi = "10.1016/j.jet.2014.03.011",

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AU - Cui, Zhenyu

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Y1 - 2014/9/1

N2 - 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.

AB - 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.

KW - Power utility

KW - Prudence

KW - SAHARA utility

UR - https://www.scopus.com/pages/publications/84896588997

UR - https://www.scopus.com/pages/publications/84896588997#tab=citedBy

U2 - 10.1016/j.jet.2014.03.011

DO - 10.1016/j.jet.2014.03.011

M3 - Article

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VL - 153

SP - 703

EP - 705

JO - Journal of Economic Theory

JF - Journal of Economic Theory

ER -

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

Abstract

Keywords

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