Comparison of the approaches mean-variance and mean-semivariance to choose an agricultural portfolio

The objective of this research was to compare the method proposed by Markowitz (mean-variance) and the method proposed by Estrada (mean-semivariance), in the choice of an agricultural portfolio. The data were the returns of five agricultural products for the period 1980-2009; both the covariance mat...

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Bibliografische gegevens
Gepubliceerd in:REVISTA CHAPINGO SERIE HORTICULTURA
Hoofdauteurs: Albert León-Herrera, Miguel Ángel Martínez-Damián, Laura Elena Garza-Bueno
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: Universidad Autónoma Chapingo 2015
Onderwerpen:
Agrociencias
return
Semivariance
net earnings
diversification
Online toegang:https://www.redalyc.org/articulo.oa?id=60937765006
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