Portfolio Risk and Returns from Timber Asset Investments
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- 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, vol. 18(2), pages 90-96, April.
- Sadorsky, Perry & Henriques, Irene, 2001. "Multifactor risk and the stock returns of Canadian paper and forest products companies," Forest Policy and Economics, Elsevier, vol. 3(3-4), pages 199-208, November.
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"A test of the Hotelling rule using old-growth timber data,"
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- Livernois, J. & Thille, H. & Zhang, X., 2003. "A Test of the Hotelling Rule Using Old-Growth Timber Data," Working Papers 2003-4, University of Guelph, Department of Economics and Finance.
- La, Le & Mei, Bin, 2015. "Portfolio diversification through timber real estate investment trusts: A cointegration analysis," Forest Policy and Economics, Elsevier, vol. 50(C), pages 269-274.
- Gjolberg, Ole & Guttormsen, Atle G., 2002. "Real options in the forest: what if prices are mean-reverting?," Forest Policy and Economics, Elsevier, vol. 4(1), pages 13-20, May.
- Cochran, Steven J. & Mansur, Iqbal & Odusami, Babatunde, 2012. "Volatility persistence in metal returns: A FIGARCH approach," Journal of Economics and Business, Elsevier, vol. 64(4), pages 287-305.
- 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, vol. 1(3-4), pages 331-346, December.
- Hildebrandt, Patrick & Knoke, Thomas, 2011. "Investment decisions under uncertainty--A methodological review on forest science studies," Forest Policy and Economics, Elsevier, vol. 13(1), pages 1-15, January.
- Hyytiainen, Kari & Penttinen, Markku, 2008. "Applying portfolio optimisation to the harvesting decisions of non-industrial private forest owners," Forest Policy and Economics, Elsevier, vol. 10(3), pages 151-160, January.
- Tommy Lundgren, 2005. "Assessing the Investment Performance of Swedish Timberland: A Capital Asset Pricing Model Approach," Land Economics, University of Wisconsin Press, vol. 81(3).
- Andersson, Mats & Gong, Peichen, 2010. "Risk preferences, risk perceptions and timber harvest decisions -- An empirical study of nonindustrial private forest owners in northern Sweden," Forest Policy and Economics, Elsevier, vol. 12(5), pages 330-339, June.
- repec:eee:ecomod:v:255:y:2013:i:c:p:58-69 is not listed on IDEAS
- Mats, Andersson & Gong, Peichen, 6. "Risk Preferences, Risk Perceptions and Timber Harvest Decisions – An Empirical Study of NIPF Owners in Northern Sweden," Scandinavian Forest Economics: Proceedings of the Biennial Meeting of the Scandinavian Society of Forest Economics, Scandinavian Society of Forest Economics, issue 42, April.
- Veli-Pekka Heikkinen, 2003. "Timber Harvesting as a Part of the Portfolio Management: A Multiperiod Stochastic Optimisation Approach," Management Science, INFORMS, vol. 49(1), pages 131-142, January.
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