Farmland in a Mixed-Asset Portfolio: A Mean-Semivariance Approach
Author:
Affiliation:
1. Mississippi State University, Mississippi State, MS
2. Florida Atlantic University, Boca Raton, FL
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous),Management Information Systems
Link
https://www.tandfonline.com/doi/pdf/10.1080/10835547.2005.12089718
Reference23 articles.
1. Comparing Downside-Risk and Mean-Variance Analysis Using Bootstrap Simulation
2. Optimal Diversification: Is It Really Worthwhile?
3. MPT and the Downside Risk Framework: A Comment on Two Recent Studies
4. SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION: TRACING OUT THE EFFICIENT FRONTIER
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