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An Examination of Systematic Risks in Agriculture: A Farm Sector Capital Asset Pricing Model

Turvey, Calum G.; Driver, H.C.

1985

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Title

An Examination of Systematic Risks in Agriculture: A Farm Sector Capital Asset Pricing Model

Keywords

A Farm Sector Capital Asset Pricing Model (FSCAPM) is developed to; examine systematic agricultural risks. Beta coefficients are derived for; various agricultural activities and portfolios. The results reveal a great; deal of systematic risk and low compensation for accepting these risks.; Off-farm investment which reduces systematic risk is recommended.

Author(s)

Turvey, Calum G.
Driver, H.C.

Subject(s)

Demand and Price Analysis
Farm Management
Risk and Uncertainty

Issue Date

1985-08

Publication Type

Conference Paper/ Presentation

Digital Object Identifier

https://doi.org/10.22004/ag.econ.278553

Record Identifier

https://ageconsearch.umn.edu/record/278553

Language

English

Total Pages

17

Record Appears in

Agricultural and Applied Economics Association (AAEA) > Agricultural and Applied Economics Association (AAEA) Conferences > 1985 Annual Meeting, August 4-7, Ames, Iowa

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