Interactivity and soft computing in portfolio management: Should farmers own food and agribusiness stocks?

Interactivity and soft computing in portfolio management: Should farmers own food and agribusiness stocks?

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Article ID: iaor2004199
Country: United States
Volume: 84
Issue: 1
Start Page Number: 120
End Page Number: 133
Publication Date: Feb 2002
Journal: American Journal of Agricultural Economics
Authors: ,
Keywords: investment
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.

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