Before revision:  For utility functions finite on the  real line, our class represents a minimal set containing simple strategies which also contains the optimizer, under conditions that are substantially milder than the celebrated reasonable asymptotic elasticity condition on the utility function . In particular, no condition on the behavior of the utility at -\infty is needed .
After revision:  For utility functions finite on the real line, our class represents a minimal set containing simple strategies which also contains the optimizer, under conditions that are substantially milder than the celebrated reasonable asymptotic elasticity condition on the utility function .