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Registros recuperados: 14
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A Comparison of Traditional and Copula based VaR with Agricultural portfolio AgEcon
Mandal, Maitreyi; Lagerkvist, Carl Johan.
Mean-Variance theory of portfolio construction is still regarded as the main building block of modern portfolio theory. However, many authors have suggested that the mean-variance criterion, conceived by Markowitz (1952), is not optimal for asset allocation, because the investor expected utility function is better proxied by a function that uses higher moments and because returns are distributed in a non-Normal way, being asymmetric and/or leptokurtic, so the mean-variance criterion cannot correctly proxy the expected utility with non-Normal returns. Copulas are a very useful tool to deal with non standard multivariate distribution. Value at Risk (VaR) and Conditional Value at Risk (CVaR) have emerged as a golden measure of risk in recent times. Though...
Tipo: Presentation Palavras-chave: Portfolio Choice; Downside Risk Protection; Value at risk; Copula; Agricultural Finance; Risk and Uncertainty; C52; G11; Q14.
Ano: 2012 URL: http://purl.umn.edu/124387
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A Supply-Chain Analysis of Food Safety Standards Related to the Use of Wastewater for Irrigation of Crops AgEcon
Lagerkvist, Carl Johan; Johansson, Helena; Birol, Ekin; Roy, Devesh; Narrod, Clare A..
Irrigation with raw or diluted wastewater is a widespread phenomenon, occurring on 20 million hectares across the developing world, especially in Asian countries, but also in peri-urban areas around almost every city of sub-Saharan Africa and in many Latin American cities. Growing urban populations and consequent increases in demand for food and water has spurred the use of sewage to water crops as this is, in many cases, the only form of irrigation for farmers who either lack clean water or for whom clean water is too expensive. Wastewater has high nutrient value and constitutes a reliable source (Scott et al., 2004). It is mostly used to produce cash crops (e.g. vegetables and cereals). For example, it has been estimated that in most parts of Sub-...
Tipo: Conference Paper or Presentation Palavras-chave: Agribusiness; Agricultural and Food Policy; Farm Management; Food Consumption/Nutrition/Food Safety; Research and Development/Tech Change/Emerging Technologies; Risk and Uncertainty.
Ano: 2009 URL: http://purl.umn.edu/59115
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AGRICULTURAL POLICY UNCERTAINTY AND ANTICIPATORY FIRM LEVEL ADJUSTMENTS AgEcon
Lagerkvist, Carl Johan.
This paper investigates, through a dynamic stochastic adjustment model the extent to which an active agricultural policy can be the source of volatility in agricultural investment. It is shown that noise in formulation of agricultural policy has adverse effects even in cases where earlier results would take that investment is increased.
Tipo: Conference Paper or Presentation Palavras-chave: Uncertainty; Agricultural Policy; Investment; Agricultural and Food Policy; Financial Economics; Risk and Uncertainty; D8; E2; H20; Q18.
Ano: 2000 URL: http://purl.umn.edu/21734
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Assessing farmers' risk attitudes based on economic, social, personal, and environmental sources of risk: evidence from Sweden AgEcon
Lagerkvist, Carl Johan.
This paper examines farmers'’ risk attitudes, obtained by responses to sources of risk, using an attitudinal scale approach. Economic, social, personal, and environmental sources of risk are considered in the measurement of risk attitudes. In addition, use of various types of expertise and information sources are included as risk management tools. Inferences are drawn from results of a survey mailed to a representative random sample of 500 farmers drawn from the population of medium to large farms (by acreage) in southern Sweden. Regarding the adequacy of the results it was found that a mail survey produces results similar to earlier results obtained by personal interview. Farmers'’ responses to the attitudinal scales showed levels of communal variation...
Tipo: Conference Paper or Presentation Palavras-chave: Risk and Uncertainty.
Ano: 2005 URL: http://purl.umn.edu/19361
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Assessment of developing-country urban consumers’ willingness to pay for quality of leafy vegetables: The case of middle and high income consumers in Nairobi, Kenya AgEcon
Ngigi, Marther W.; Okello, Julius Juma; Lagerkvist, Carl Johan; Karanja, Nancy; Mburu, John G..
The improvement in income in developing countries has led to emergence of middle and high income consumers in urban centers. Improvement in income usually causes the shift to consumption of non-staples including leafy vegetables. Thus in major developing country urban centers there has been rapid expansion of the grocery sections featuring leafy vegetables in leading retail stores. Specialty stores have also emerged featuring broad range vegetables. Many middle and high income consumers shop these stores. This study examines the willing of the middle and high income consumers who shop specialized stores to pay for quality of leafy vegetables and drivers of willingness to pay for quality. The study uses contingent valuation and the payment card method in...
Tipo: Journal Article Palavras-chave: Willingness to pay; Food safety; Urban consumers; Leafy vegetables; Kenya; Crop Production/Industries; Demand and Price Analysis.
Ano: 2010 URL: http://purl.umn.edu/96191
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ASYMMETRIC INFORMATION, CAPITAL STRUCTURE AND AGRICULTURAL INVESTMENT AgEcon
Lagerkvist, Carl Johan; Olson, Kent D..
This paper explicitly models the interdependent finance and investment decision in order to increase the understanding on how fluctuations in agricultural investment are attributable to changes in financial decisions. Euler equations for investment and finance are estimated by the use of the GMM technique on an unbalanced panel data set for 342 farm operations in Southwestern Minnesota for the 1989-1998 period.
Tipo: Conference Paper or Presentation Palavras-chave: Agricultural Finance.
Ano: 2001 URL: http://purl.umn.edu/20652
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Consumer benefits of labels and bans on genetically modified food - An empirical analysis using Choice Experiments AgEcon
Carlsson, Fredrik; Frykblom, Peter; Lagerkvist, Carl Johan.
Applying an experiment on the choice of consumer goods, we show that Swedish consumers do not regard genetically modified (GM) food as being equivalent to conventional food. A central argument by proponents of GM is that the end products are identical to those where GM has not been used. That respondents in our survey disagree with this argument is supported by two observations. First, a positive significant WTP is found for a mandatory labeling policy. This result confirms previous observations that GM food can be a credence good causing a market failure. Second, consumers are also willing to pay a significantly higher product price to ensure a total ban on the use of GM in animal fodder. Even if scientists and politicians argue that most of today's GM...
Tipo: Conference Paper or Presentation Palavras-chave: Institutional and Behavioral Economics.
Ano: 2004 URL: http://purl.umn.edu/20370
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Consumers’ Willingness to Pay for Food Safety in Nairobi: The Case of Fresh Vegetables AgEcon
Lagerkvist, Carl Johan; Hess, Sebastian; Ngigi, Marther W.; Okello, Julius Juma.
Large urban areas in developing countries represent currently the most dynamically growing markets for food products. This study investigates the willingness to pay of consumers in Nairobi for safer leafy vegetables. We survey individuals’ perceived food safety across four major market categories, while also considering the explanatory role of trust and behavioral, psychological, and socio-demographic covariates. Results show that willingness to pay is market-specific and multi-faceted, with trust and perceived risks as important drivers, while income plays only a subordinate role. We conclude that policy makers should aim to reduce asymmetric information within the value chain without raising food prices such that safer vegetables would become...
Tipo: Conference Paper or Presentation Palavras-chave: Food safety; Perceived risk; Willingness to pay; Regression tree; Urban agriculture; Crop Production/Industries; Food Consumption/Nutrition/Food Safety.
Ano: 2011 URL: http://purl.umn.edu/114409
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ENHANCING THE COMPETITIVENESS AND RISK-EFFICIENCY OF FARM ASSETS THROUGH HOLDING FARM/FINANCIAL ASSET AND OFF-FARM INCOME PORTFOLIOS AgEcon
Lagerkvist, Carl Johan; Gregory, Mark; Olson, Kent D..
This study employs a dynamic continuous time model to calculate farm and total farm/financial/off-farm investment portfolios. Data are from the Southwestern Minnesota Farm Business Management Association records. Results are derived for classes of farms sorted by farm profitability. It is shown that this categorization of farm assets has a significant impact on the portfolio results as well as on the degree of competitiveness of the farm asset in relation to financial assets. The impact of off-farm income to portfolio selection is modest but found to differ across farm types.
Tipo: Conference Paper or Presentation Palavras-chave: Portfolio selection; Agricultural Finance; Off-farm income; Financial Economics.
Ano: 2003 URL: http://purl.umn.edu/22125
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Farm Animal Welfare - Testing for Market Failure AgEcon
Carlsson, Fredrik; Grykblom, Peter; Lagerkvist, Carl Johan.
Many consumers are concerned with animal welfare in the conventional production of farm livestock. This concern can be related both to their own and others’ consumption. In the latter case, there is a negative externality from consumption. We suggest a survey design that enables us to test for a market failure in farm livestock production. Applying this to the question of battery cages in egg production, we cannot show that a market failure exists. The policy can be extended to general discussion of how potential market failures for all kind of farm livestock should be managed.
Tipo: Journal Article Palavras-chave: Animal welfare; Choice experiments; Market failure; Livestock Production/Industries; Marketing; D12; Q13; Q18.
Ano: 2007 URL: http://purl.umn.edu/6687
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Farmer Participation in the Conservation Reserve Program and Bio-fuel Production under Uncertainty and Irreversibility AgEcon
Di Corato, Luca; Mandal, Maitreyi; Lagerkvist, Carl Johan.
Tipo: Conference Paper or Presentation Palavras-chave: Crop Production/Industries; Land Economics/Use; Resource /Energy Economics and Policy.
Ano: 2011 URL: http://purl.umn.edu/103701
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Off-farm income and farm capital accumulation: a farm-level data analysis AgEcon
Lagerkvist, Carl Johan; Larsen, Karin; Olson, Kent D..
Replaced with revised version of paper 06/30/06.
Tipo: Conference Paper or Presentation Palavras-chave: Farm Management.
Ano: 2006 URL: http://purl.umn.edu/21480
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OPTIMAL CAPITAL STRUCTURE AND INCOME SUPPORT REFORM UNCERTAINTY AgEcon
Lagerkvist, Carl Johan; Olson, Kent D..
This paper investigates the extent to which an active agricultural policy directed to the return and/or the variability of return in farming that is understood and anticipated, where the political process creates parameter uncertainty and noise about the precise timing of reform, influences the capital structure at the farm level. Closed for solutions for the implied restructuring prior to the reform is derived. The empirical analyses the policy induced incentives for debt levels adjustment that may have prevailed prior to and after the 1996 Farm Bill. The empirical analysis strongly supports the theoretical analysis.
Tipo: Conference Paper or Presentation Palavras-chave: Financial Economics.
Ano: 2002 URL: http://purl.umn.edu/19694
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Portfolio selection with growth optimization and downside protection AgEcon
Lagerkvist, Carl Johan; Olson, Kent D..
This paper applies growth optimization with downside protection as a portfolio selection technique. The model is based on power-log utility functions that combine portfolio growth maximization with the behavioural tenets of prospect theory. We use three assets (a farm return index, a stock market index, and a Treasury bond index) to illustrate how effective this technique is compared to the standard model of growth maximization.
Tipo: Conference Paper or Presentation Palavras-chave: Portfolio management; Growth optimization; Financial Economics; D92.
Ano: 2007 URL: http://purl.umn.edu/9724
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