Modeling non-monotone risk aversion using SAHARA utility functions
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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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.
- Chen, An & Vellekoop, Michel, 2017. "Optimal investment and consumption when allowing terminal debt," European Journal of Operational Research, Elsevier, vol. 258(1), pages 385-397.
- repec:eee:jetheo:v:174:y:2018:i:c:p:224-260 is not listed on IDEAS
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KeywordsSAHARA utility Optimal investment problem Dual approach Utility indifference pricing;
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