Abstract

CALDINO GARCIA, Eneas Arturo  and  AVILA DORANTES, José Antonio. Risk minimization on the return of a portfolio of two agricultural or forestry activities. Rev. fitotec. mex [online]. 2009, vol.32, n.3, pp.239-249. ISSN 0187-7380.

This paper examines the case of a risk-averse producer who wants to invest in two different simultaneous agricultural or forestry activities and in a risk-free security, by forming a portfolio that minimizes his risk. Putting together this portfolio is a way of self-insurance, allowing the producer a reduction in the risk inherent in his business activities.

Keywords : Portfolio; convex optimization program; risk.

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