Portfolio Choice in the Presence of Background Risk

Abstract

Journal Article Portfolio Choice in the Presence of Background Risk Get access John Heaton, John Heaton University of Chicago and NBER Search for other works by this author on: Oxford Academic Google Scholar Deborah Lucas Deborah Lucas Northwestern University and NBER Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 110, Issue 460, January 2000, Pages 1–26, https://doi.org/10.1111/1468-0297.00488 Published: 25 December 2001