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| Farias, Christiano Alves; Vieira, Wilson da Cruz; Santos, Maurinho Luiz dos. |
| The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained from the Brazilian Stock Market (Bovespa). They were selected optimal portfolios to each month based on the returns of the last twelve months. The results show that the returns obtained through the Mean-Variance model were superiors in certain circumstances and inferiors in others when compared to the Ibovespa index. The Minimax model obtained the best accumulated returns when compared with the others models and the Ibovespa index. |
| Tipo: Journal Article |
Palavras-chave: Portfolio selection; Mean-variance; Bovespa; Game theory; Financial Economics. |
| Ano: 2004 |
URL: http://purl.umn.edu/56814 |
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| Vassalos, Michael; Dillon, Carl R.; Coolong, Tim. |
| This study combines whole farm economic analysis with biophysical simulation techniques in order to achieve a twofold objective. First, the study seeks to develop a multiple enterprise vegetable farm model with a production and marketing decision interface and, second, to determine optimal production practices for Kentucky vegetable growers. Three vegetable crops are examined: tomatoes, bell peppers and sweet corn. The findings indicate that the risk associated with vegetable production can be significantly mitigated with diversification of production mix and with a greater number of transplanting dates. However, this reduction in risk comes at a high cost in terms of expected net returns. |
| Tipo: Presentation |
Palavras-chave: Vegetable production; Mean-variance; Biophysical simulation; Farm management; Farm Management; C61; C63; D81. |
| Ano: 2012 |
URL: http://purl.umn.edu/120016 |
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