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Systematic Risk, Unanticipated Inflation, Excess Returns, and Texas Cropland Investments

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  • Dodson, Carles

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  • Dodson, Carles, 1992. "Systematic Risk, Unanticipated Inflation, Excess Returns, and Texas Cropland Investments," WAEA/ WFEA Conference Archive (1929-1995) 321400, Western Agricultural Economics Association.
    • Handle: RePEc:ags:waeaar:321400
    DOI: 10.22004/ag.econ.321400
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    References listed on IDEAS

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    1. James R. Webb & Jack H. Rubens, 1986. "Portfolio Considerations in the Valuation of Real Estate," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 14(3), pages 465-495, September.
    2. Black, Stanley W, 1976. "Rational Response to Shocks in a Dynamic Model of Capital Asset Pricing," American Economic Review, American Economic Association, vol. 66(5), pages 767-779, December.
    3. Michael C. Jensen, 1972. "Capital Markets: Theory and Evidence," Bell Journal of Economics, The RAND Corporation, vol. 3(2), pages 357-398, Autumn.
    4. W. B. Brueggeman & A. H. Chen & T. G. Thibodeau, 1984. "Real Estate Investment Funds: Performance and Portfolio Considerations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(3), pages 333-354, September.
    5. Peter J. Barry, 1980. "Capital Asset Pricing and Farm Real Estate," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(3), pages 549-553.
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