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This paper presents a comparison of three portfolio selection models, Mean-Variance (MV), Mean Absolute Deviation (MAD), and Minimax, as applied to the Brazilian Stock Market (BOVESPA). For this comparison, we used BOVESPA data from three different 12 month time periods: 1999 to 2000, 2001, and...
Persistent link: https://www.econbiz.de/10008491815
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...
Persistent link: https://www.econbiz.de/10005493601
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...
Persistent link: https://www.econbiz.de/10008555664
Microcredit has expanded rapidly since its beginnings in the last 1970s, but whether and how much it reduces poverty is the subject of intense debate. Generally it depends on how the program is implemented and the set of policies that regulate it. In this spirit, microcredit impacts in the...
Persistent link: https://www.econbiz.de/10010880678
Persistent link: https://www.econbiz.de/10010878631
The Mediterranean has always been an area of strategic interest for the European Union (EU), since its establishment, has woven with his partners of the South and East of the Mediterranean a dense network of relationships, by signing agreements cooperation, first, and association, then. The...
Persistent link: https://www.econbiz.de/10010878666
This report summarizes the 2007 financial and production records of 77 Michigan cash grain farms. To be included, the farms must have produced at least 50 percent of gross cash farm income from one or a combination of these items: corn, soybeans, wheat, navy beans, oats, sugar beets and other...
Persistent link: https://www.econbiz.de/10010878702
This report summarizes the financial and production records of 24 dairy farms across the Upper Peninsula (UP) of Michigan. To be included, the farms must have produced at least 50 percent of gross cash farm income from milk and dairy animal sales. The records came from Michigan State...
Persistent link: https://www.econbiz.de/10010878703
This report summarizes the financial and production records of 16 dairy farms across the Upper Peninsula (UP) of Michigan. To be included, the farms must have produced at least 50 percent of gross cash farm income from milk and dairy animal sales. The records came from Michigan State...
Persistent link: https://www.econbiz.de/10010878704
This report summarizes the 2008 financial and production records of 44 Michigan cash grain farms. To be included, the farms must have produced at least 50 percent of gross cash farm income from one or a combination of these items: corn, soybeans, wheat, navy beans, oats, sugar beets and other...
Persistent link: https://www.econbiz.de/10010878705