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Farmland Investment: A Portfolio Perspective

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  • Noumir, Ashraf
  • Langemeier, Michael

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  • Noumir, Ashraf & Langemeier, Michael, 2019. "Farmland Investment: A Portfolio Perspective," 2019 Annual Meeting, February 2-5, 2019, Birmingham, Alabama 284306, Southern Agricultural Economics Association.
    • Handle: RePEc:ags:saea19:284306
    DOI: 10.22004/ag.econ.284306
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    References listed on IDEAS

    as
    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    2. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
    3. Bruce Bjornson & Robert Innes, 1992. "Another Look at Returns to Agricultural and Nonagricultural Assets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(1), pages 109-119.
    4. Bin Mei, 2016. "Transaction-Based Timberland Investment Returns," Land Economics, University of Wisconsin Press, vol. 92(1), pages 187-201.
    5. Bert Scholtens & Laura Spierdijk, 2010. "Does Money Grow on Trees? The Diversification Properties of U.S. Timberland Investments," Land Economics, University of Wisconsin Press, vol. 86(3).
    6. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    7. Wan, Yang & Clutter, Michael L. & Mei, Bin & Siry, Jacek P., 2015. "Assessing the role of U.S. timberland assets in a mixed portfolio under the mean-conditional value at risk framework," Forest Policy and Economics, Elsevier, vol. 50(C), pages 118-126.
    8. Marvin J. Painter, 2000. "Should Saskatchewan Farmland be Part of Your Investment Portfolio?," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 48(1), pages 39-50, March.
    9. Moyer, D. David. & Daugherty, Arthur B., 1982. "Land Purchases and Acquisitions, 1975-77 -- A Report on a Landownership Follow-on Survey," Staff Reports 324729, United States Department of Agriculture, Economic Research Service.
    10. Bessler, Wolfgang & Wolff, Dominik, 2015. "Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 1-20.
    11. David A. Lins & Bruce J. Sherrick & Aravind Venigalla, 1992. "Institutional Portfolios: Diversification through Farmland Investment," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 20(4), pages 549-571, December.
    12. Charles B. Moss & Ani L. Katchova, 2005. "Farmland valuation and asset performance," Agricultural Finance Review, Emerald Group Publishing, vol. 65(2), pages 119-130, July.
    13. Timothy G. Baker & Michael D. Boehlje & Michael R. Langemeier, 2014. "Farmland: Is It Currently Priced as an Attractive Investment?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(5), pages 1321-1333.
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    Cited by:

    1. Choi, Jiseon & Jodlowski, Margaret C., 2023. "Not for sale: the role of farmland as a portfolio investment and its impact on supply in the market," 2023 Annual Meeting, July 23-25, Washington D.C. 335557, Agricultural and Applied Economics Association.

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    Keywords

    Agricultural Finance; Agribusiness; Farm Management;
    All these keywords.

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