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An Examination of Systematic Risks in Agriculture: A Farm Sector Capital Asset Pricing Model

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  • Turvey, Calum G.
  • Driver, H.C.

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  • Turvey, Calum G. & Driver, H.C., 1985. "An Examination of Systematic Risks in Agriculture: A Farm Sector Capital Asset Pricing Model," 1985 Annual Meeting, August 4-7, Ames, Iowa 278553, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea85:278553
    DOI: 10.22004/ag.econ.278553
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    References listed on IDEAS

    as
    1. S. R. Johnson, 1967. "A Re-examination of the Farm Diversification Problem," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 49(3), pages 610-621.
    2. P. B. R. Hazell, 1971. "A Linear Alternative to Quadratic and Semivariance Programming for Farm Planning under Uncertainty," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 53(1), pages 53-62.
    3. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
    4. P. B. R. Hazell, 1971. "A Linear Alternative to Quadratic and Semivariance Programming for Farm Planning under Uncertainty: Reply," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 53(4), pages 664-665.
    5. Lars Brink & Bruce McCarl, 1978. "The Tradeoff between Expected Return and Risk Among Cornbelt Farmers," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 60(2), pages 259-263.
    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. H. C. Driver & S. J. B. Stackhouse, 1976. "Organizational Responses to Uncertainty," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 24(1), pages 1-19, February.
    8. Robert A. Collins & Peter J. Barry, 1986. "Risk Analysis with Single-Index Portfolio Models: An Application to Farm Planning," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(1), pages 152-161.
    9. John T. Scott & Chester B. Baker, 1972. "A Practical Way to Select an Optimum Farm Plan Under Risk," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 54(4_Part_1), pages 657-660.
    10. Peter J. Barry, 1980. "Capital Asset Pricing and Farm Real Estate," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(3), pages 549-553.
    11. John G. Stovall, 1966. "Income Variation and Selection of Enterprises," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 48(5), pages 1575-1579.
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