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This study examines the impact of farmland investments on the risk-efficiency of mixed asset portfolios. Traditional asset classes considered available for investment include various equity market indices, commercial REITs, corporate bonds of investment- and sub investment grade, government...
Persistent link: https://www.econbiz.de/10009442931
Generated crop insurance rates depend critically on the distributional assumptions of theunderlying crop yield loss model. Using farm level corn yield data from 1972-2008, we revisitthe problem of examining in-sample goodness-of-fit measures across a set of flexibleparametric, semi-parametric,...
Persistent link: https://www.econbiz.de/10009446157
Persistent link: https://www.econbiz.de/10009203336
Generated crop insurance rates depend critically on the distributional assumptions of the underlying crop yield loss model. Using farm level corn yield data from 1972-2008, we revisit the problem of examining in-sample goodness-of-fit measures across a set of flexible parametric,...
Persistent link: https://www.econbiz.de/10009020311
The effect of risk on farmland values and returns is analyzed using a capitalization model. County-level models are estimated using spatial econometric techniques. Our results show that riskier regions and growing conditions have both lower land values and higher risk-adjusted rates of return to...
Persistent link: https://www.econbiz.de/10005513464