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Wheat Variety Selection to Maximize Returns and Minimize Risk: An Application of Portfolio Theory
14 references·1 citing·26 second hop
Wheat Variety Selection to Maximize Returns and Minimize Risk: An Application of Portfolio Theory (2010)Wheat Variety Selection to Maximize Retur…Microsoft Excel Data Analysis and Business Modeling (2004)Microsoft Excel Data Analysis…Bio-folio: applying portfolio theory to biodiversity (2004)Bio-folio: applying portfolio…Portfolio Risk and Returns from Timber Asset Investments (1988)Portfolio Risk and Returns fr…Mathematical Programming for Economic Analysis in Agriculture. (1987)Mathematical Programming for …Mathematical programming for economic analysis in agriculture (1986)Mathematical programming for …Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Capital Asset Pricing and Farm Real Estate (1980)Capital Asset Pricing and Far…Prices and Demands for Input Characteristics (1976)Prices and Demands for Input …Portfolio Theory and Capital Markets. (1972)Portfolio Theory and Capital …SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)SECURITY PRICES, RISK, AND MA…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments. (1960)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…Systematic Risk in Agriculture: A Case of Slovakia (2014)Systematic Risk in Agricultur…PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Explaining agricultural collapse: Macro-forces, micro-crises and the emergence of land use vulnerability in southern Romania (2009)Tensions in Corporate Sustainability: Towards an Integrative Framework (2014)Capturing the complexity of biodiversity: A critical review of economic valuation studies of biological diversity (2015)The Pricing of Options and Corporate Liabilities (1973)The New Institutionalism: Organizational Factors in Political Life (1983)The resource‐based view within the conversation of strategic management (1992)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An Intertemporal Capital Asset Pricing Model (1973)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)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Positive Mathematical Programming (1995)Transport Costs and Smallholder Cropping Choices: An Application to Siaya District, Kenya (1998)Value of travel time reliability: A review of current evidence (2012)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Capital Asset Pricing Model: Theory and Evidence (2004)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Farm‐to‐market transaction costs and specialisation in small‐scale agriculture: Explorations with a non‐separable household model (1998)Operations Research Models and the Management of Agricultural and Forestry Resources: A Review and Comparison (2006)
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References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,598 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,990 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,698 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,036 cited
  • 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,500 cited
  • 1972Portfolio Theory and Capital Markets.1,221 cited
  • 1986Mathematical programming for economic analysis in agriculture948 cited
  • 1960Portfolio Selection: Efficient Diversification of Investments.608 cited
  • 2004Bio-folio: applying portfolio theory to biodiversity266 cited
  • 1987Mathematical Programming for Economic Analysis in Agriculture.262 cited
  • 1976Prices and Demands for Input Characteristics199 cited
  • 1980Capital Asset Pricing and Farm Real Estate135 cited
  • 1988Portfolio Risk and Returns from Timber Asset Investments84 cited
  • 2004Microsoft Excel Data Analysis and Business Modeling82 cited

Cited by

  • 2014Systematic Risk in Agriculture: A Case of Slovakia12 cited

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