Household portfolio allocation, uncertainty, and risk

Brown, S., Gray, D., Harris, M.N. et al. (1 more author) (2021) Household portfolio allocation, uncertainty, and risk. Journal of Empirical Finance, 63. pp. 96-117. ISSN 0927-5398



  • Brown, S.
  • Gray, D.
  • Harris, M.N.
  • Spencer, C.
Copyright, Publisher and Additional Information: © 2021 Elsevier B.V. This is an author produced version of a paper subsequently published in Journal of Empirical Finance. Uploaded in accordance with the publisher's self-archiving policy. Article available under the terms of the CC-BY-NC-ND licence (
Keywords: Applied econometrics; Asset allocation; Background risk; Fractional models
  • Accepted: 31 May 2021
  • Published (online): 4 June 2021
  • Published: September 2021
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 15 Jun 2021 16:12
Last Modified: 04 Dec 2022 01:13
Status: Published
Publisher: Elsevier BV
Refereed: Yes
Identification Number:


Filename: DG04 2027.pdf

Licence: CC-BY-NC-ND 4.0

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