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Volumn 61, Issue 1, 2001, Pages 38-56

A comparison of criteria for evaluating risk management strategies

Author keywords

Agricultural risk; Risk management; Risk ranking criteria; Sharpe ratio; Stochastic dominance; Value at risk

Indexed keywords


EID: 84874945632     PISSN: 00021466     EISSN: 20416326     Source Type: Journal    
DOI: 10.1108/00214740180001115     Document Type: Review
Times cited : (11)

References (15)
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  • 2
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    • Baker, T.G.1    Patrick, G.F.2
  • 4
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    • Pub. No. Pm-1695, University Extension, Ames, IA, January, [48 pp.]
    • Iowa State University, Agriculture and Home Economics Experiment Station. Managing Change—Managing Risk: A Primer for Agriculture. Pub. No. Pm-1695, University Extension, Ames, IA, January 1997. [48 pp.]
    • (1997) Managing Change—Managing Risk: A Primer for Agriculture
  • 6
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    • Ordering Uncertain Options with Borrowing and Lending
    • May
    • Levy, H., and Y. Kroll. “Ordering Uncertain Options with Borrowing and Lending.” J. Finance 33(May 1978): 553–74.
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    • Levy, H.1    Kroll, Y.2
  • 7
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    • Efficiency Analysis with Borrowing and Lending: Criteria and Their Effectiveness
    • February
    • Levy, H., and Y. Kroll. “Efficiency Analysis with Borrowing and Lending: Criteria and Their Effectiveness.” Rev. Econ. and Statis. 61 (February 1979): 125–30.
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    • Levy, H.1    Kroll, Y.2
  • 8
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    • Value-at-Risk Analysis: A Review and the Potential for Agricultural Applications
    • Spring/Summer
    • Manfredo, M. R., and R. M. Leuthold. “Value-at-Risk Analysis: A Review and the Potential for Agricultural Applications.” Rev. Agr. Econ. 21(Spring/Summer 1999):99–111.
    • (1999) Rev. Agr. Econ , vol.21 , pp. 99-111
    • Manfredo, M.R.1    Leuthold, R.M.2
  • 9
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    • AgRISK 1.0 Technical Reference
    • Dept. of Agr., Environ, and Develop. Econ., Ohio State University, Columbus
    • Miranda, M. J. AgRISK 1.0 Technical Reference. Dept. of Agr., Environ, and Develop. Econ., Ohio State University, Columbus, 2000.
    • (2000)
    • Miranda, M.J.1
  • 10
    • 0012115467 scopus 로고    scopus 로고
    • Evaluating Risk Management Strategies in Hog and Crop Production
    • Unpub. M.S. thesis, Dept. of Agr. Econ., Purdue University
    • Nydene, C. D. “Evaluating Risk Management Strategies in Hog and Crop Production.” Unpub. M.S. thesis, Dept. of Agr. Econ., Purdue University, 1999.
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    • Nydene, C.D.1
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    • Mutual Fund Performance
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    • Adjusting for Risk in Portfolio Performance Measurement
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    • Sharpe, W. F. “Adjusting for Risk in Portfolio Performance Measurement.” J. Portfolio Manage. (Winter 1975):29–34.
    • (1975) J. Portfolio Manage , pp. 29-34
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  • 14
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    • The Sharpe Ratio
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    • Sharpe, W.F.1
  • 15
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    • Liquidity Preference as Behavior Towards Risk
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.