If it's worth saying, but not worth its own post (even in Discussion), then it goes here.
Notes for future OT posters:
1. Please add the 'open_thread' tag.
2. Check if there is an active Open Thread before posting a new one. (Immediately before; refresh the list-of-threads page before posting.)
3. Open Threads should be posted in Discussion, and not Main.
4. Open Threads should start on Monday, and end on Sunday.
Is that a critique of expected utility maximization in general, or are you saying that concave functions of wealth aren't risk-averse enough?
Is it an observation that expected utility maximization does not include risk management for free, just because it's "utility".