Marginal Risk Constraint Linear Program for Activity Analysis

Joyce T. Chen · Chester B. Baker

26 citations0/0 files storedAmerican Journal of Agricultural Economics

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Agricultural economics and policies Risk and Portfolio Optimization Optimization and Mathematical Programming

Abstract

Abstract A dichotomous Marginal Risk Constraint (MRC) criterion is proposed to take explicit account of activity income covariance relationships and to restrict the choice of activities within the range of rational combinations. A parametric LP solution procedure is also presented. The E,V boundary approximated is satisfactorily close to that generated from QP.

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1971A Linear Alternative to Quadratic and Semivariance Programming for Farm Planning under Uncertainty 1972Reliability of Using the Mean Absolute Deviation to Derive Efficient E,V Farm Plans 1966Income Variation and Selection of Enterprises 1972Separable Programming for Considering Risk in Farm Planning

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