Qu'est-ce que « Utility function, relative risk aversion, CRRA utility » ?

A utility function $U$ is increasing and concave; the investor maximises $\E[U(W_T)]$. Its relative risk aversion is $-wU^{\prime\prime}(w)/U'(w)$. CRRA utility has constant relative risk aversion $\gamma > 0$: $U(w) = w^{1-\gamma}/(1 - \gamma)$, and $\ln w$ for $\gamma = 1$.