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Risk Analysis with Single-Index Portfolio Models: An Application to Farm Planning: Reply

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  • Robert A. Collins

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  • Robert A. Collins, 1988. "Risk Analysis with Single-Index Portfolio Models: An Application to Farm Planning: Reply," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(1), pages 195-196.
    • Handle: RePEc:oup:ajagec:v:70:y:1988:i:1:p:195-196.
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    File URL: http://hdl.handle.net/10.2307/1241990
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    References listed on IDEAS

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    1. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
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    Cited by:

    1. Libbin, James D. & Kohler, Jeremy D. & Hawkes, Jerry M., 2004. "Does Modern Portfolio Theory Apply to Agricultural Land Ownership? Concepts for Farmers and Farm Managers," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2004, pages 1-12.
    2. Blank, Steven C., 1991. "The Robustness Of Single Index Models In Crop Markets: A Multiple Index Model Test," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(2), pages 1-9, December.
    3. Keenan, Michael & Karanja, Stanley & Pamuk, Haki & Ruben, Ruerd, 2021. "Smallholder Farming Households' Make-or-Buy Decisions: Linking Market Access, Production Risks, and Production Diversity to Dietary Diversity," 2021 Conference, August 17-31, 2021, Virtual 315349, International Association of Agricultural Economists.
    4. Turvey, Calum G., 1991. "Regional And Farm-Level Risk Analyses With The Single-Index Model," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 20(2), pages 1-8, October.

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