diff --git a/HARK/ConsumptionSaving/ConsIndShockModel.py b/HARK/ConsumptionSaving/ConsIndShockModel.py
index 0a527ecd3..f3146c4c1 100644
--- a/HARK/ConsumptionSaving/ConsIndShockModel.py
+++ b/HARK/ConsumptionSaving/ConsIndShockModel.py
@@ -2799,6 +2799,7 @@ class KinkedRconsumerType(IndShockConsumerType):
         \Rfree_{boro} &> \Rfree_{save}, \\
         (\psi_{t+1},\theta_{t+1}) &\sim F_{t+1}, \\
         \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1.
+        u(c) &= \frac{c^{1-\CRRA}}{1-\CRRA} \\
         \end{align*}
 
 
diff --git a/HARK/ConsumptionSaving/ConsLaborModel.py b/HARK/ConsumptionSaving/ConsLaborModel.py
index 9dfc60613..c14f25388 100644
--- a/HARK/ConsumptionSaving/ConsLaborModel.py
+++ b/HARK/ConsumptionSaving/ConsLaborModel.py
@@ -546,7 +546,7 @@ class LaborIntMargConsumerType(IndShockConsumerType):
     r"""
     A class representing agents who make a decision each period about how much
     to consume vs save and how much labor to supply (as a fraction of their time).
-    They get CRRA utility from a composite good x_t = c_t*z_t^alpha, and discount
+    They get CRRA utility from a composite good :math:`x_t = c_t*z_t^alpha`, and discount
     future utility flows at a constant factor.
 
     .. math::
diff --git a/HARK/ConsumptionSaving/ConsPortfolioModel.py b/HARK/ConsumptionSaving/ConsPortfolioModel.py
index 3b1f1616b..d85878dc6 100644
--- a/HARK/ConsumptionSaving/ConsPortfolioModel.py
+++ b/HARK/ConsumptionSaving/ConsPortfolioModel.py
@@ -1117,7 +1117,8 @@ class PortfolioConsumerType(RiskyAssetConsumerType):
         S_t & \text{if } p_t \geq \wp,
         \end{cases}\\
         (\psi_{t+1},\theta_{t+1},\phi_{t+1},p_t) &\sim F_{t+1}, \\
-        \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1.
+        \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1.\\
+        u(c) &= \frac{c^{1-\CRRA}}{1-\CRRA} \\
         \end{align*}
 
 
diff --git a/HARK/ConsumptionSaving/ConsPrefShockModel.py b/HARK/ConsumptionSaving/ConsPrefShockModel.py
index 452d1c359..2abd858b7 100644
--- a/HARK/ConsumptionSaving/ConsPrefShockModel.py
+++ b/HARK/ConsumptionSaving/ConsPrefShockModel.py
@@ -538,6 +538,7 @@ class KinkyPrefConsumerType(PrefShockConsumerType, KinkedRconsumerType):
         \Rfree_{boro} &> \Rfree_{save}, \\
         (\psi_{t+1},\theta_{t+1},\eta_{t+1}) &\sim F_{t+1}, \\
         \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1.
+        u(c) &= \frac{c^{1-\CRRA}}{1-\CRRA} \\
         \end{align*}
 
 
diff --git a/HARK/ConsumptionSaving/ConsRiskyAssetModel.py b/HARK/ConsumptionSaving/ConsRiskyAssetModel.py
index f016fb460..ae5d9b1e5 100644
--- a/HARK/ConsumptionSaving/ConsRiskyAssetModel.py
+++ b/HARK/ConsumptionSaving/ConsRiskyAssetModel.py
@@ -195,6 +195,7 @@ class IndShockRiskyAssetConsumerType(IndShockConsumerType):
         \mathsf{R}_{t+1} &=S_t\phi_{t+1}\mathbf{R}_{t+1}+ (1-S_t)\mathsf{R}_{t+1}, \\
         (\psi_{t+1},\theta_{t+1},\phi_{t+1}) &\sim F_{t+1}, \\
         \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1.
+        u(c) &= \frac{c^{1-\CRRA}}{1-\CRRA} \\
         \end{align*}
 
 
@@ -660,6 +661,7 @@ class FixedPortfolioShareRiskyAssetConsumerType(IndShockRiskyAssetConsumerType):
         \mathsf{R}_{t+1} &=S_t\phi_{t+1}\mathbf{R}_{t+1}+ (1-S_t)\mathsf{R}_{t+1}, \\
         (\psi_{t+1},\theta_{t+1},\phi_{t+1}) &\sim F_{t+1}, \\
         \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1.
+        u(c) &= \frac{c^{1-\CRRA}}{1-\CRRA} \\
         \end{align*}