IDEAS home Printed from https://ideas.repec.org/a/oup/ajagec/v84y2002i1p120-133.html
   My bibliography  Save this article

Interactivity and Soft Computing in Portfolio Management: Should Farmers Own Food and Agribusiness Stocks?

Author

Listed:
  • Yann Duval
  • Allen M. Featherstone

Abstract

This article proposes a fully integrated and interactive elicitation-optimization procedure for portfolio management. A soft computing approach based on fuzzy logic is developed as an alternative to the traditional mean variance model and compromise programming approach. The models are applied to farmers to examine whether they should buy publicly traded food and agribusiness firms stocks rather than invest in a broader market stock portfolio. Results suggest that investments in publicly traded food and agribusiness stocks allow farmers to capture additional benefits beyond those of simply diversifying in the broader market. Copyright 2002, Oxford University Press.

Suggested Citation

  • Yann Duval & Allen M. Featherstone, 2002. "Interactivity and Soft Computing in Portfolio Management: Should Farmers Own Food and Agribusiness Stocks?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(1), pages 120-133.
    • Handle: RePEc:oup:ajagec:v:84:y:2002:i:1:p:120-133
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/1467-8276.00247
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Amin W. Mugera, 2013. "Measuring technical efficiency of dairy farms with imprecise data: a fuzzy data envelopment analysis approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 501-520, October.
    2. Juan Carlos Pérez-Mesa & Francisco Javier Pérez-Mesa & Juan José Tapia-León & Diego Luis Valera, 2022. "Scheduling vegetable sales to supermarkets in Europe: The tomato case," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 68(11), pages 403-412.
    3. Perez-Mesa, Juan Carlos & Galdeano-Gomez, Emilio & Aznar-Sanchez, Jose A., 2011. "Management System for Harvest Scheduling: The Case of Horticultural Production in Southeast Spain," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 14(4), pages 1-20, November.
    4. Pérez-Mesa, Juan Carlos & Pérez-Mesa, Fº Javier & Tapia-León, Juan José & Valera-Martínez, Diego, 2022. "Scheduling vegetable sales to supermarkets in Europe: The tomato case," MPRA Paper 119883, University Library of Munich, Germany.
    5. Royer, Jeffrey S., 2012. "Implications of the Cooperative Organizational Form for Vertical Expansion," Journal of Rural Cooperation, Hebrew University, Center for Agricultural Economic Research, vol. 40(2), pages 1-20.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:ajagec:v:84:y:2002:i:1:p:120-133. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Oxford University Press (email available below). General contact details of provider: https://edirc.repec.org/data/aaeaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.