EVALUATING RISK MANAGEMENT STRATEGIES USING STOCHASTIC DOMINANCE WITH A RISK FREE ASSET

The stochastic dominance with a risk free asset (SDRA) criteria are evaluated. Results show that the inclusion of the risk free asset (combined with the traditional assumptions of stochastic dominance) produce risk efficiency criteria that are very powerful at narrowing the risk management alternatives relevant for farm manager's further consideration.

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Year of publication:	1999
Authors:	Gloy, Brent A. ; Baker, Timothy G.
Institutions:	Agricultural and Applied Economics Association - AAEA
Subject:	Research Methods/ Statistical Methods \| Risk and Uncertainty

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Extent:	application/pdf
Series:	1999 Annual meeting, August 8-11, Nashville, TN.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 1999 Annual meeting, August 8-11, Nashville, TN Number 21673
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005494125