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An Application Of The Single Index Model To Regional And Farm Level Risk Analysis

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  • Turvey, Calum Greig

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  • Turvey, Calum Greig, 1990. "An Application Of The Single Index Model To Regional And Farm Level Risk Analysis," 1990 Annual meeting, August 5-8, Vancouver, Canada 270859, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea90:270859
    DOI: 10.22004/ag.econ.270859
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    References listed on IDEAS

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    1. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
    2. Adams, Richard M. & Menkhaus, Dale J. & Woolery, Bruce A., 1980. "Alternative Parameter Specification In E, V Analysis: Implications For Farm Level Decision Making," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 5(1), pages 1-8, July.
    3. William Lin & G. W. Dean & C. V. Moore, 1974. "An Empirical Test of Utility vs. Profit Maximization in Agricultural Production," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 56(3), pages 497-508.
    4. Robert A. Collins & Peter J. Barry, 1986. "Risk Analysis with Single-Index Portfolio Models: An Application to Farm Planning," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(1), pages 152-161.
    5. Calum G. Turvey & H. C. Driver & Timothy G. Baker, 1988. "Systematic and Nonsystematic Risk in Farm Portfolio Selection," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(4), pages 831-836.
    6. Gempesaw, Conrado M., II & Tambe, A.M. & Nayga, Rodolfo M., Jr. & Toensmeyer, Ulrich C., 1988. "The Single Index Market Model In Agriculture," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 17(2), pages 1-9, October.
    7. Calum Greig Turvey & H. C. Driver, 1987. "Systematic and Nonsystematic Risks in Agriculture," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 35(2), pages 387-401, July.
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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.

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