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	Provedor de dados AgEcon (2) Autor Good, Darrel L. (2) Irwin, Scott H. (2) Martines-Filho, Joao Gomes (2) Cabrini, Silvina M. (1) Jackson, Thomas E. (1) Jirik, Mark A. (1) Stark, Brian G. (1) Mais... Palavra-chave Crop Production/Industries (2) Market advisory service (2) Marketing (2) Agricultural Finance (1) Benchmark (1) Corn (1) Diversification (1) G11 (1) Market efficiency (1) Portfolio (1) Predictability (1) Pricing performance (1) Q10 (1) Q12 (1) Q14 (1) Soybeans (1) Wheat (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2005 (1) 2000 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Portfolios of Agricultural Market Advisory Services: How Much Diversification is Enough? AgEcon Cabrini, Silvina M.; Stark, Brian G.; Irwin, Scott H.; Good, Darrel L.; Martines-Filho, Joao Gomes. This study analyzes the potential risk-reduction gains from naïve diversification among market advisory services for corn and soybeans. The total possible decrease in risk through naïve diversification is small, mainly because advisory prices are highly correlated on average. Moreover, because marginal risk-reduction benefits decrease rapidly with size and the cost of holding the portfolios increases linearly due to services’ subscription fees, it is optimal to limit portfolio size to a few advisory programs. Based on certainty equivalent measures and two representative risk-aversion levels, preferred portfolio sizes are between one and three programs. Tipo: Journal Article Palavras-chave: Corn; Diversification; Market advisory service; Portfolio; Soybeans; Agricultural Finance; Crop Production/Industries; Marketing; G11; Q10; Q12; Q14. Ano: 2005 URL: http://purl.umn.edu/43717 THE PERFORMANCE OF AGRICULTURAL MARKET ADVISORY SERVICES IN MARKETING WHEAT AgEcon Jirik, Mark A.; Irwin, Scott H.; Good, Darrel L.; Jackson, Thomas E.; Martines-Filho, Joao Gomes. The purpose of this paper is to investigate the performance of agricultural market advisory services in marketing wheat. Two key performance questions are addressed: 1) Do market advisory services, on average, outperform an appropriate wheat market benchmark? and 2) Do market advisory services exhibit persistence in their wheat performance from year-to-year? Market advisory service recommendations for wheat are available from the AgMAS Project for the 1995, 1996, 1997 and 1998 marketing years. At least 20 advisory programs are included for each year. Tests of pricing performance relative to a market benchmark are based on the proportion of programs exceeding the benchmark price and the average percentage difference between the net price of advisory... Tipo: Conference Paper or Presentation Palavras-chave: Wheat; Market advisory service; Benchmark; Market efficiency; Pricing performance; Predictability; Crop Production/Industries; Marketing. Ano: 2000 URL: http://purl.umn.edu/18928 Registros recuperados: 2 Primeira ... 1 ... Última

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