Interactivity and Soft Computing in Portfolio Management: Should Farmers Own Food and Agribusiness Stocks?

Yann Duval and Allen Featherstone

American Journal of Agricultural Economics, 2002, vol. 84, issue 1, 120-133

Abstract: This article proposes a fully integrated and interactive elicitation-optimization procedure for portfolio management. A soft computing approach based on fuzzy logic is developed as an alternative to the traditional mean variance model and compromise programming approach. The models are applied to farmers to examine whether they should buy publicly traded food and agribusiness firms stocks rather than invest in a broader market stock portfolio. Results suggest that investments in publicly traded food and agribusiness stocks allow farmers to capture additional benefits beyond those of simply diversifying in the broader market. Copyright 2002, Oxford University Press.

Date: 2002
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://hdl.handle.net/10.1111/1467-8276.00247 (application/pdf)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oup:ajagec:v:84:y:2002:i:1:p:120-133

Access Statistics for this article

American Journal of Agricultural Economics is currently edited by Madhu Khanna, Brian E. Roe, James Vercammen and JunJie Wu

More articles in American Journal of Agricultural Economics from Agricultural and Applied Economics Association Contact information at EDIRC.
Bibliographic data for series maintained by Oxford University Press ().