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obtained from the copula estimated dependence measures and Value at Risk (VaR) allows to examine the diversification benefits … portfolio of domestic equities, as represented by the S&P 500 index. The VaR analysis also indicates the risk of extreme losses … diversification in their portfolio, may find it unattractive from a both a risk management and profit maximizing perspective. However …
Persistent link: https://www.econbiz.de/10010940874
Purpose – The purpose of this paper is to analyse how farm production and input use (land, variable inputs, labour, and capital) is related to farm access to credit in the Central and Eastern Europe (CEE) transition countries. Design/methodology/approach – Drawing on a unique farm level...
Persistent link: https://www.econbiz.de/10010551576
investments have performed well compared to most other financial assets on most traditional measures of risk adjusted performance …Purpose – Relatively high recent returns to farmland investments have led to substantially elevated interest in … farmland investments. Absent, however, is a well-functioning equity market in farmland real estate, or well-developed indexes …
Persistent link: https://www.econbiz.de/10010814740
. CPA also analyzes the financial feasibility of potential investments by generating annual net cash flows. …
Persistent link: https://www.econbiz.de/10005007789
agricultural investments are made defective in Africa by factors such as poverty, lack of appropriate agro-based infrastructure and …
Persistent link: https://www.econbiz.de/10010561120