Risk management for grain processors and “Copulas”
Year of publication: |
June 2016
|
---|---|
Authors: | Chen, Songjiao ; Wilson, William W. ; Larsen, Ryan ; Dahl, Bruce L. |
Published in: |
Canadian journal of agricultural economics : CJAE. - Hoboken, NJ : Wiley-Blackwell, ISSN 0008-3976, ZDB-ID 417256-5. - Vol. 64.2016, 2, p. 365-382
|
Subject: | Mühlenindustrie | Grain milling industry | Weizen | Wheat | Risikomaß | Risk measure | Nutzenmaximierung | Utility maximization | Multivariate Verteilung | Multivariate distribution |
-
Portfolio optimization using multivariate t-copulas with conditionally skewed margins
Shekhar, Chirag, (2017)
-
Risk aggregation with copula for banking industry
Yoshiba, Toshinao, (2015)
-
Mean-variance versus mean-expected shortfall models : an application to wheat variety selection
Sukcharoen, Kunlapath, (2016)
- More ...
-
Investing in agriculture as an asset class
Chen, Songjiao, (2015)
-
Investing in Agriculture as an Asset Class
Chen, Songjiao, (2013)
-
Spatial competition, arbitrage, and risk in US soybeans
Skadberg, Kristopher, (2015)
- More ...