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AgEcon Search 53 records found 1 - 10nextlast  jump to record: Search took 0.03 seconds. 
Mean-Variance theory of portfolio construction is still regarded as the main building block of modern portfolio theory. However, many authors have suggested that the mean [...]
2012 | Conference Paper/ Presentation |
This paper applies growth optimization with downside protection as a portfolio selection technique. The model is based on power-log utility functions that combine portfol [...]
2007 | Conference Paper/ Presentation |
This study employs a dynamic continuous time model to calculate farm and total farm/financial/off-farm investment portfolios. Data are from the Southwestern Minnesota Far [...]
2003 | Conference Paper/ Presentation |
As agriculture becomes more industrialized, the role of risk measures such as value-at-risk (VaR) will become more utilized. In this case it was applied to geographical [...]
2009 | Conference Paper/ Presentation |
This paper investigates the extent to which an active agricultural policy directed to the return and/or the variability of return in farming that is understood and antici [...]
2002 | Conference Paper/ Presentation |
This paper explicitly models the interdependent finance and investment decision in order to increase the understanding on how fluctuations in agricultural investment are [...]
2001 | Conference Paper/ Presentation |
This paper test farm households' joint decisions to work off-farm, and their investments in farm capital respectively, using a farm level data set involving 252 sole prop [...]
2006 | Conference Paper/ Presentation |
This paper investigates, through a dynamic stochastic adjustment model the extent to which an active agricultural policy can be the source of volatility in agricultural i [...]
2000 | Conference Paper/ Presentation |
U.S. farmland has achieved total returns of 10%-13% over the past decade with volatility of only 4%-5% (NCREIF Farmland Index). In addition, farmland returns have had low [...]
2016 | Conference Paper/ Presentation |