Modeling non-monotone risk aversion using SAHARA utility functions
type: Item
instance of: scholarly article
title: Modeling non-monotone risk aversion using SAHARA utility functions
zbMATH Open document ID: 1255.91106
author: An Chen
author: Antoon Pelsser
author: M. H. Vellekoop
published in: Journal of Economic Theory
publication date: 2011-10-28T00:00:00Z
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 5965270
zbMATH Keywords: SAHARA utility
zbMATH Keywords: optimal investment problem
zbMATH Keywords: dual approach
zbMATH Keywords: utility indifference pricing
MaRDI profile type: Publication
full work available at URL: j.jet.2011.06.011
OpenAlex ID: W3125321937
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DOI: 10.1016/J.JET.2011.06.011
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description: scientific article; zbMATH DE number 5965270