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

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.

Year of publication:	2014
Authors:	Cui, Zhenyu
Published in:	Journal of Economic Theory. - Elsevier, ISSN 0022-0531. - Vol. 153.2014, C, p. 703-705
Publisher:	Elsevier
Subject:	SAHARA utility \| Prudence \| Power utility

Type of publication:	Article
Classification:	g02 ; G11 - Portfolio Choice
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011043041