Geographical Diversification: An Application of Copula Based CVaR

Ryan Larsen (), David Leatham (), James W. Mjelde and Jared L. Wolfley

No 119533, 2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri from Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition

Keywords: Risk; and; Uncertainty (search for similar items in EconPapers)
Pages: 27
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/119533/files/1014%20Ryan%20Larsen.pdf (application/pdf)

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:ags:nc1008:119533

DOI: 10.22004/ag.econ.119533

Access Statistics for this paper

More papers in 2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri from Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().