Systematic and Nonsystematic Risk in Farm Portfolio Selection
作者： Calum G. Turvey , H. C. Driver , Timothy G. Baker
DOI: 10.2307/1241924
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摘要: The concepts of systematic and nonsystematic risk are evaluated as measures in farm planning models. A diagonal quadratic programming model based upon a single-index yields plans similar to the full variance-covariance program with four thirteen being identical. Surprisingly, linear using only produces that identical for eleven income levels. Accordingly, it is suggested single-index-based models may prove be practical alternatives deriving mean-variance-efficient plans.
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sci-hub.se 参考文章(6)
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