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

Zhenyu Cui

Journal of Economic Theory, 2014, vol. 153, issue C, 703-705

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: SAHARA utility; Prudence; Power utility (search for similar items in EconPapers)
JEL-codes: G02 G11 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jetheo:v:153:y:2014:i:c:p:703-705

DOI: 10.1016/j.jet.2014.03.011

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