Investing in United States Farmland: A Capital Asset Pricing Model Analysis

This study examines the risk and returns to owning United States farmland. State, regional, and national farmland returns from 1998 to 2018 are analyzed via the capital asset pricing model. Results show that farmland may be an effective route of investment portfolio diversification due to its favora...

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Bibliographic Details
Main Author: Messner, Bryce Jaden
Format: Others
Published: North Dakota State University 2020
Subjects:
Online Access:https://hdl.handle.net/10365/31635