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| Registros recuperados: 10 | |
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| Hoe, Lam Weng; Saiful Hafizah, Jaaman; Zaidi, Isa. |
| Risk is one of the important parameters in portfolio optimization problem. Since the introduction of the mean-variance model, variance has become the most common risk measure used by practitioners and researchers in portfolio optimization. However, the mean-variance model relies strictly on the assumptions that assets returns are multivariate normally distributed or investors have a quadratic utility function. Many studies have proposed different risk measures to overcome the drawbacks of variance. The purpose of this paper is to discuss and compare the portfolio compositions and performances of four different portfolio optimization models employing different risk measures, specifically the variance, absolute deviation, minimax and semi-variance. Results... |
| Tipo: Journal Article |
Palavras-chave: Portfolio; Optimization; Risk measures; Variance.; Financial Economics; CO2; C61; G11. |
| Ano: 2010 |
URL: http://purl.umn.edu/95934 |
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| Silveira, Rodrigo Lanna Franco da; Barros, Geraldo Sant'Ana de Camargo. |
| This study investigates the composition of maximum expected utility portfolio, considering stocks, bonds, gold, dollar and agricultural futures contract, between August of 1994 and December of 2007. From the optimal combinations of risk-return (calculated by Markowitz algorithm) and the use of a quadratic utility function (with different levels of risk aversion), were obtained portfolios that maximizes expected utility. The commodity futures were not present in the maximum expected utility portfolios for the complete period, 1994-2000. However, with division of sample in two and three periods, the commodity futures were included in these portfolios during the 2000s. Furthermore, in general, with the risk aversion increase, the participation of these papers... |
| Tipo: Journal Article |
Palavras-chave: Portfolio; Agricultural futures contract; Utility; Risk and Uncertainty. |
| Ano: 2009 |
URL: http://purl.umn.edu/56854 |
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| Boland, Michael A.; Amanor-Boadu, Vincent; Barton, David G.. |
| The case begins with an examination of Land O' Lakes' diversified portfolio of businesses. The business had undergone significant changes since 1998 - it dominated market share in butter and deli cheese, had become the largest crop protection, plant nutrient, and feed manufacturer in the US, and was the fourth largest US seed company. Land O'Lakes used mergers, joint ventures, acquisitions of public and private firms, and divestitures/closing of assets to restructure its portfolio to build its portfolio. The main issue was to evaluate its diversified portfolio of businesses and find ways to improve future performance. |
| Tipo: Journal Article |
Palavras-chave: Dairy; Agribusiness; Portfolio; Cooperative; Agribusiness; Livestock Production/Industries. |
| Ano: 2004 |
URL: http://purl.umn.edu/8118 |
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| Connor, Larry J.. |
| Major changes affecting Agricultural Economics include: level and sources of funding, increased accountability, a renewed emphasis on teaching, increasing university and college linkages, an evolving student base, and the continuing adoption of educational technology. Major implications include: broader faculty teaching involvement, agribusiness program development, expanding multidisciplinary majors, Ph.D program modifications for teacher preparation, expanding professional M.S. degrees, graduate program size and specialization reductions, alternative financing of graduate education, and faculty training in teaching methods. Teaching represents a major growth opportunity for Agricultural Economics, but it remains to be seen whether the discipline takes... |
| Tipo: Journal Article |
Palavras-chave: Agribusiness; Accountability; Funding; Environmental; Undergraduate; Graduate; Multidisciplinary; Portfolio; Teaching/Communication/Extension/Profession. |
| Ano: 1993 |
URL: http://purl.umn.edu/15211 |
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| Roucan-Kane, Maud; Boehlje, Michael. |
| This teaching note accompanies the case study titled “Strategic Decision Making under Uncertainty: Innovation and New Product Introduction during Volatile Times” published under the reference: Boehlje, M. And M. Roucan-Kane, ”Strategic Decision Making under Uncertainty: Innovation and New Product Introduction during Volatile Times”, International Food and Agribusiness Management Review, 12 (4), 2009. This case study outlines the strategic, marketing, and organizational issues facing the farm machinery and equipment division of Deere and Company as it is considering the development of products in the information domain, which encompasses many opportunities of disruptive innovations to market to new or underserved customers. While these disruptive... |
| Tipo: Working or Discussion Paper |
Palavras-chave: Teaching note; Uncertainty; Innovation; Real options; Portfolio; Agribusiness; D81. |
| Ano: 2009 |
URL: http://purl.umn.edu/54372 |
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| Registros recuperados: 10 | |
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