Modeling non-monotone risk aversion using SAHARA utility functions
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- Cui, Zhenyu, 2014. "Comment on “Modeling non-monotone risk aversion using SAHARA utility functions” [J. Econ. Theory 146 (2011) 2075–2092]," Journal of Economic Theory, Elsevier, vol. 153(C), pages 703-705.
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KeywordsSAHARA utility Optimal investment problem Dual approach Utility indifference pricing;
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