The Role of Agribusiness Assets in Investment Portfolios

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Johnson, Michael; Malcolm, Bill; O'Connor, Ian;
(2006)
  • Subject: Agribusiness assets, investment portfolios, mixed asset portfolio, diversified share portfolio, Markowitz's Modern Portfolio Theory, mean variance optimization, MPT, Australian Stock Exchange, ASX, Agribusiness, Agricultural Finance, Farm Management, Production Economics, Research Methods/ Statistical Methods, Teaching/Communication/Extension/Profession, ISSN 1442-6951,

Investment in agribusiness assets has grown significantly in recent years. The question of interest is whether including agribusiness assets in investment portfolios provide benefits. The effects of diversification by including agribusiness assets in two investment port... View more
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