EVALUATING RISK MANAGEMENT STRATEGIES USING STOCHASTIC DOMINANCE WITH A RISK FREE ASSET

The stochastic dominance with a risk free asset (SDRA) criteria are evaluated. Results show that the inclusion of the risk free asset (combined with the traditional assumptions of stochastic dominance) produce risk efficiency criteria that are very powerful at narrowing the risk management alternatives relevant for farm manager's further consideration.


Issue Date:
1999
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/21673
Total Pages:
14
Series Statement:
Selected Paper




 Record created 2017-04-01, last modified 2017-04-26

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