@article{econhot_econhot-cited-568b88d166ac7811, title = {The World Price of Covariance Risk}, author = {Campbell R. Harvey}, journal = {The Journal of Finance}, year = {1991}, volume = {46}, number = {1}, pages = {111-157}, doi = {10.1111/j.1540-6261.1991.tb03747.x}, url = {https://doi.org/10.1111/j.1540-6261.1991.tb03747.x} }