Measuring the risk-adjusted performance of selected soft agricultural commodities
In this paper, we used several elaborate return-to-risk methods to investigate the risk-adjusted performances of five soft commodities. Regarding only the level of risk, we found that cocoa had the highest risk of losses, followed by orange juice. Cotton and coffee had the lowest risk of losses. How...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Czech Academy of Agricultural Sciences
2022-01-01
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| Series: | Agricultural Economics (AGRICECON) |
| Subjects: | |
| Online Access: | https://agricecon.agriculturejournals.cz/artkey/age-202203-0002_measuring-the-risk-adjusted-performance-of-selected-soft-agricultural-commodities.php |