Talk:Hyperbolic absolute risk aversion

Untitled[edit]

I think there is an error in the "Decreasing, constant, and increasing absolute risk aversion" section. Namely it says that absolute risk aversion is decreasing if $\gamma <1$ , and increasing if $\gamma >0$ , and constant when $\gamma$ goes to positive or negative infinity. Thus for $\gamma \in (0,1)$ it is decreasing, increasing, and not constant. A contradiction. Absolute risk aversion is increasing if $\gamma >1$ 75.25.138.213 (talk) 05:18, 10 February 2011 (UTC)[reply]

Thanks -- I've corrected it. Duoduoduo (talk) 15:12, 10 February 2011 (UTC)[reply]

Linear, risk neutral.[edit]

when \gamma=1 the function is not defined. — Preceding unsigned comment added by 147.162.174.172 (talk) 15:10, 18 April 2012 (UTC)[reply]

Use L'hospital rule like for CRRA functions. — Preceding unsigned comment added by 160.39.228.91 (talk) 02:27, 17 October 2017 (UTC)[reply]

What does the "hyberbolic" in the name mean?[edit]

I am curious about where the the name "hyperbolic" comes from, but can't find an explanation. It would be nice if someone knew and added it to the article. I see no relation to the hyberbolic functions. If there is one, it should be explained in the article. --Milkywayhello (talk) 19:47, 19 September 2012 (UTC)[reply]

I was told that the H in HARA actually stands for harmonic abs. risk aversion. Which makes sense I suppose.

Another editor's submission[edit]

Another editor (User:Captain economics, whose only contributions relate to this topic), created a submission at Wikipedia talk:Articles for creation/Hyperbolic Absolute Risk Aversion (HARA) a few years ago. Perhaps some of the text in that submission could be added to this article. I do not have the subject matter expertise to decide whether to do so myself. Eastmain (talk • contribs) 12:53, 7 September 2013 (UTC)[reply]