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Estimation Of Risk Aversion Coefficients For Dryland Wheat And Irrigated Corn Enterprises In Kansas

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Author Info
Abdulkadri, Abdullahi O.
Langemeier, Michael R.
Abstract

The risk attitudes of dryland wheat and irrigated corn enterprises in Kansas have been examined in this paper using the nonlinear mean-standard deviation approach. Our results showed that dryland wheat enterprises are characterized by increasing absolute and increasing relative risk aversion. The level of wealth is noted to have an impact on risk attitudes.

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File URL: http://purl.umn.edu/21658
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Publisher Info
Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 1999 Annual meeting, August 8-11, Nashville, TN with number 21658.

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Date of creation: 1999
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Handle: RePEc:ags:aaea99:21658

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Related research
Keywords: Crop Production/Industries; Risk and Uncertainty;

References listed on IDEAS
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  1. Cohn, Richard A, et al, 1975. "Individual Investor Risk Aversion and Investment Portfolio Composition," Journal of Finance, American Finance Association, vol. 30(2), pages 605-20, May. [Downloadable!] (restricted)
  2. Anderson, Jock R. & Feder, Gershon, 2007. "Agricultural Extension," Handbook of Agricultural Economics, Elsevier. [Downloadable!] (restricted)
  3. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-70, March. [Downloadable!] (restricted)
  4. Szpiro, George G, 1986. "Measuring Risk Aversion: An Alternative Approach," The Review of Economics and Statistics, MIT Press, vol. 68(1), pages 156-59, February. [Downloadable!] (restricted)
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