Sharpe ratio with CVaR for denominator and different investor utility functions

I would like to model different type of investors, hence I need to find some kind of utility functions to optimize. Apart from very abstract exponential utility function, I couldn't find any proper one. Frankly speaking, I would like to find some kind of more realistic criteria rather than type of abstract utility function. For example, for risk-neutral investor I have two questions: 1)Is it possible to use Sharpe ratio? (Can it be named as a criterion for risk-neutral?) 2)Can I use CVaR/VaR in