Mean-variance versus mean-expected shortfall models : an application to wheat variety selection
Kunlapath Sukcharoen, David Leatham
| Year of publication: |
May 2016
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|---|---|
| Authors: | Sukcharoen, Kunlapath ; Leatham, David J. |
| Published in: |
Journal of agricultural and applied economics : JAEE. - Cambridge : Cambridge Univ. Press, ISSN 2056-7405, ZDB-ID 2141115-3. - Vol. 48.2016, 2, p. 148-172
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| Subject: | Conditional value at risk | expected shortfall | portfolio theory | wheat variety selection | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Theorie | Theory | Weizenanbau | Wheat production | Weizen | Wheat | Weizenmarkt | Wheat market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/aae.2016.8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619747