Portfolio Risk and Returns from Timber Asset Investments
AbstractThis paper evaluates the investment performance of Swedish timberland during the last three decades using the Capital Asset Pricing Model (CAPM). Results suggests that Swedish timberland investments show diversification potential and can serve as a hedge ...
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Bibliographic InfoArticle provided by University of Wisconsin Press in its journal Land Economics.
Volume (Year): 64 (1988)
Issue (Month): 4 ()
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- Livernois, J. & Thille, H. & Zhang, X., 2003.
"A Test of the Hotelling Rule Using Old-Growth Timber Data,"
Working Papers, University of Guelph, Department of Economics and Finance
2003-4, University of Guelph, Department of Economics and Finance.
- John Livernois & Henry Thille & Xianqiang Zhang, 2006. "A test of the Hotelling rule using old-growth timber data," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 39(1), pages 163-186, February.
- Raunikar, Ronald & Buongiorno, Joseph & Prestemon, Jeffrey P. & Lee Abt, Karen, 2000. "Financial performance of mixed-age naturally regenerated loblolly-hardwood stands in the south central United States," Forest Policy and Economics, Elsevier, Elsevier, vol. 1(3-4), pages 331-346, December.
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- Cochran, Steven J. & Mansur, Iqbal & Odusami, Babatunde, 2012. "Volatility persistence in metal returns: A FIGARCH approach," Journal of Economics and Business, Elsevier, Elsevier, vol. 64(4), pages 287-305.
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- Hyytiainen, Kari & Penttinen, Markku, 2008. "Applying portfolio optimisation to the harvesting decisions of non-industrial private forest owners," Forest Policy and Economics, Elsevier, Elsevier, vol. 10(3), pages 151-160, January.
- Waggle, Doug & Johnson, Don T., 2009. "An analysis of the impact of timberland, farmland and commercial real estate in the asset allocation decisions of institutional investors," Review of Financial Economics, Elsevier, Elsevier, vol. 18(2), pages 90-96, April.
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