Before revision:  In this paper we show that the case of EXPn utility function differs from the case of the HARA utility and is not connected to the HARA case by the limiting procedure . We carry out the Lie group analysis of the PDEs for the cases EXPn and EXPp utility functions and proved that they are connected by a one-to-one analytical substitution and are identical from the economical, analytical or Lie algebraic point of view. The complete set of nonequivalent group invariant reductions to two dimensional PDEs is provided for the three dimensional PDE with the EXPn utility function in accordance with an optimal system of sub algebras of the admitted Lie algebra.
After revision:  In this paper we show that the case of EXPn utility function differs from the case of the HARA utility and is not connected to the HARA case by the limiting procedure and we obtain essentially different results. For the main three dimensional PDE with the exponential utility function we obtain the complete set of nonequivalent group invariant reductions to two dimensional PDEs is provided for the three dimensional PDE with the EXPn utility function in accordance with an optimal system of sub algebras of the admitted Lie algebra.