Geographical diversification in wheat farming : a copula-based CVaR framework
Ryan Larsen and David Leatham and Kunlapath Sukcharoen
| Year of publication: |
2015
|
|---|---|
| Authors: | Larsen, Ryan ; Leatham, David J. ; Sukcharoen, Kunlapath |
| Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 75.2015, 3, p. 368-384
|
| Subject: | Agriculture | Copulas | Portfolio theory | Conditional Value-at-Risk | Geographical diversification | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Landwirtschaft | Diversifikation | Diversification | Multivariate Verteilung | Multivariate distribution | Weizenanbau | Wheat production | Räumliche Verteilung | Spatial distribution | Risikomanagement | Risk management | Weizen | Wheat |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011341937