Timber harvest scheduling with price uncertainty using Markowitz portfolio optimization
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DOI: 10.1023/A:1018974712925
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Citations
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Cited by:
- Kanieski da Silva, Bruno & Tanger, Shaun & Marufuzzaman, Mohammad & Cubbage, Frederick, 2022. "Perfect assumptions in an imperfect world: Managing timberland in an oligopoly market," Forest Policy and Economics, Elsevier, vol. 137(C).
- Busby, Gwenlyn M. & Binkley, Clark S. & Chudy, Rafal P., 2020. "Constructing optimal global timberland investment portfolios," Forest Policy and Economics, Elsevier, vol. 111(C).
- Miguel A. Lejeune & Janne Kettunen, 2017. "Managing Reliability and Stability Risks in Forest Harvesting," Manufacturing & Service Operations Management, INFORMS, vol. 19(4), pages 620-638, October.
- Bernardo K. Pagnoncelli & Adriana Piazza, 2017. "The optimal harvesting problem under price uncertainty: the risk averse case," Annals of Operations Research, Springer, vol. 258(2), pages 479-502, November.
- Ran Wei & Alan Murray, 2015. "Spatial uncertainty in harvest scheduling," Annals of Operations Research, Springer, vol. 232(1), pages 275-289, September.
- Adriana Piazza & Bernardo Pagnoncelli, 2014. "The optimal harvesting problem under price uncertainty," Annals of Operations Research, Springer, vol. 217(1), pages 425-445, June.
- Veli-Pekka Heikkinen, 2003. "Timber Harvesting as a Part of the Portfolio Management: A Multiperiod Stochastic Optimisation Approach," Management Science, INFORMS, vol. 49(1), pages 131-142, January.
- Rakotoarison, Hanitra & Loisel, Patrice, 2016. "The Faustmann model under storm risk and price uncertainty: A case study of European beech in Northwestern France," MPRA Paper 85114, University Library of Munich, Germany.
- Couture, Stéphane & Cros, Marie-Josée & Sabbadin, Régis, 2016. "Risk aversion and optimal management of an uneven-aged forest under risk of windthrow: A Markov decision process approach," Journal of Forest Economics, Elsevier, vol. 25(C), pages 94-114.
- Hildebrandt, Patrick & Knoke, Thomas, 2011. "Investment decisions under uncertainty--A methodological review on forest science studies," Forest Policy and Economics, Elsevier, vol. 13(1), pages 1-15, January.
- Restrepo, Héctor I. & Orrego, Sergio A., 2015. "A comprehensive analysis of teak plantation investment in Colombia," Forest Policy and Economics, Elsevier, vol. 57(C), pages 31-37.
- V.-P. Heikkinen & & Timo Kuosmanen, 2002. "Stochastic Dominance Portfolio Analysis of Forestry Assets," Finance 0210002, University Library of Munich, Germany.
- Newman, D.H., 2002. "Forestry's golden rule and the development of the optimal forest rotation literature," Journal of Forest Economics, Elsevier, vol. 8(1), pages 5-27.
- Buongiorno, Joseph & Zhou, Mo, 2011. "Further generalization of Faustmann's formula for stochastic interest rates," Journal of Forest Economics, Elsevier, vol. 17(3), pages 248-257, August.
- Guo, Christopher & Costello, Christopher, 2013. "The value of adaption: Climate change and timberland management," Journal of Environmental Economics and Management, Elsevier, vol. 65(3), pages 452-468.
- Müller, Fabian & Hanewinkel, Marc, 2018. "Challenging the assumptions of a standard model: How historical triggers in terms of technical innovations, labor costs and timber price change the land expectation value," Forest Policy and Economics, Elsevier, vol. 95(C), pages 46-56.
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