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Revista fitotecnia mexicana
versão impressa ISSN 0187-7380
Resumo
CALDINO GARCIA, Eneas Arturo e 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.
Palavras-chave : Portfolio; convex optimization program; risk.