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Farmland as a portfolio investment
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Farmland as a portfolio investment (1985)Farmland as a portfolio investmentOptimizing agricultural land-use portfolios with scarce data—A non-stochastic model (2015)Optimizing agricultural land-…The Long-Horizon Benefits of Traditional and New Real Assets in the Institutional Portfolio (2010)The Long-Horizon Benefits of …Performance Attribution: Measuring Dynamic Allocation Skill (2010)Performance Attribution: Meas…The Financial Gains from Adding Farmland to an International Investment Portfolio (2008)The Financial Gains from Addi…The Role of U.S. Farml and in Real Estate Portfolios (2007)The Role of U.S. Farml and in…Institutional Portfolios: Diversification through Farmland Investment (1992)Institutional Portfolios: Div…Returns to Farm Real Estate Revisited (1988)Returns to Farm Real Estate R…Census of Agriculture (1979)The Inflation-Hedging Effectiveness of Real Estate (1989)Capital Asset Pricing and Farm Real Estate (1980)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Another Look at Returns to Agricultural and Nonagricultural Assets (1992)Farmland: Is It Currently Priced as an Attractive Investment? (2014)Stock Returns, Real Activity, Inflation, and Money (1981)Intangibles: Management, Measurement, and Reporting (2001)Intangibles: Management, Measurement, and Reporting (2001)A sociedade da informação do Brasil no paradigma tecno-economico das tecnologias da informação e comunicação (2009)Inflation hedging and protection characteristics of infrastructure and real estate assets (2015)Inflation and infrastructure sector returns in emerging markets—panel ARDL approach (2020)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)For better performance (1988)Smoothing in appraisal-based returns (1991)Stocks, bonds, bills, and inflation yearbook (1993)The Role of Non-Traditional Real Estate Sectors in REIT Portfolios (2006)PORTFOLIO SELECTION* (1952)The Sharpe Ratio (1994)The Price of Robustness (2004)Utilising portfolio theory in environmental research – New perspectives and considerations (2018)Towards sustainable resource allocation in agriculture: A systematic review on cropping pattern optimization approaches (2024)
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  • 2015Optimizing agricultural land-use portfolios with scarce data—A non-stochastic model68 cited
  • 1992Institutional Portfolios: Diversification through Farmland Investment50 cited
  • 1988Returns to Farm Real Estate Revisited48 cited
  • 2010The Long-Horizon Benefits of Traditional and New Real Assets in the Institutional Portfolio34 cited
  • 2010Performance Attribution: Measuring Dynamic Allocation Skill33 cited
  • 2008The Financial Gains from Adding Farmland to an International Investment Portfolio26 cited
  • 2007The Role of U.S. Farml and in Real Estate Portfolios24 cited

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