The use of copulas in explaining crop yield dependence structures for use in geographic diversification
Year of publication: |
2013
|
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Authors: | Larsen, Ryan ; Mjelde, James W. ; Klinefelter, Danny ; Wolfley, Jared |
Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 73.2013, 3, p. 469-492
|
Subject: | Diversification | Risk management | Correlation | Copulas | Land investment | Risikomanagement | Multivariate Verteilung | Multivariate distribution | Ernteertrag | Crop yield | Diversifikation | Korrelation | Portfolio-Management | Portfolio selection | Theorie | Theory |
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