Corpus ID: 49377868

Investing in Agribusiness Stocks and Farmland: A Boom or Bust Analysis

@inproceedings{Rasool2018InvestingIA,
  title={Investing in Agribusiness Stocks and Farmland: A Boom or Bust Analysis},
  author={Asif Rasool},
  year={2018}
}
INVESTING IN AGRIBUSINESS STOCKS AND FARMLAND: A BOOM OR BUST ANALYSIS by Asif Rasool, Master of Science Utah State University, 2018 Major Professor: Ryan Larsen Department: Applied Economics The recent slump in the agricultural sector started at the end of 2013. In this study, we analyze the change in asset compositions in an agricultural portfolio due to boom and bust. Farmland has been a part of portfolios since the inception of the concept of portfolio diversification. Modern portfolio… Expand
1 Citations
The impact of COVID-induced shock on the risk-return correspondence of agricultural ETFs
TLDR
Four approaches to risk measurement were considered and were applied to the sample of agricultural ETFs and the results indicated differences in risk changing by the path from before shock to postshock. Expand

References

SHOWING 1-10 OF 17 REFERENCES
Agriculture's Boom-Bust Cycles: Is This Time Different?
Agriculture in the United States is notorious for its cycles of boom and bust. Golden eras of a booming farm economy often fade quickly as economic and financial market conditions change. Today, U.S.Expand
Copula‐Based Models of Systemic Risk in U.S. Agriculture: Implications for Crop Insurance and Reinsurance Contracts
The federal crop insurance program has been a major fixture of U.S. agricultural policy since the 1930s, and continues to grow in size and importance. Indeed, it now represents the most prominentExpand
The Copula-GARCH model of conditional dependencies: An international stock market application
Abstract Modeling the dependency between stock market returns is a difficult task when returns follow a complicated dynamics. When returns are non-normal, it is often simply impossible to specify theExpand
The Use of Archimedean Copulas to Model Portfolio Allocations
A copula is a means of generating an n-variate distribution function from an arbitrary set of n univariate distributions. For the class of portfolio allocators that are risk averse, we use the copulaExpand
Economic analysis of the introduction of agricultural revenue insurance contracts in Spain using statistical copulas
This article aims at determining how the introduction of agricultural revenue insurance contracts in Spain will affect the cost of purchasing insurance, relative to yield insurance schemes. We focusExpand
What's Driving Food Prices?
Preface : The temperature of the rhetoric in the food-versus-fuel debate has been rising right along with the prices of corn and oil. Farm Foundation is not about heat or fueling fires. Our missionExpand
Quantitative Risk Management
  • P. Embrechts
  • Economics, Computer Science
  • International Encyclopedia of Statistical Science
  • 2011
TLDR
The book’s methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics, to satisfactorily address extreme outcomes and the dependence of key risk drivers. Expand
Investing in Agriculture
While developing the agriculture sector remains a priority for the central government, private investment levels fail to match official enthusiasm.
A Comparison of Traditional and Copula
  • Farmland Investment. Real Estate Economics,
  • 2012
Portfolio construction incorporating asymmetric
  • 2007
...
1
2
...