RETURNS TO LIMITED CROP DIVERSIFICATION

This study suggests a new single index model (SIM) application procedure which enables users to more easily assess the risk/return tradeoff among crop portfolios. A decision criterion is presented, based on a new crop portfolio performance measure derived here. The new procedure aids in reducing problems of data sensitivity often faced when using quadratic programming or standard SIM techniques.


Issue Date:
1990-12
Publication Type:
Journal Article
PURL Identifier:
http://purl.umn.edu/32057
Published in:
Western Journal of Agricultural Economics, Volume 15, Number 2
Page range:
204-212
Total Pages:
9




 Record created 2017-04-01, last modified 2017-08-24

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