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

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:
agriculture
CAPM
farmland
investment
Online Access:https://hdl.handle.net/10365/31635
id ndltd-ndsu.edu-oai-library.ndsu.edu-10365-31635
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spelling ndltd-ndsu.edu-oai-library.ndsu.edu-10365-316352021-09-28T17:11:08Z Investing in United States Farmland: A Capital Asset Pricing Model Analysis Messner, Bryce Jaden agriculture CAPM farmland investment 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 favorable returns and low correlation with other commonly held assets. This study’s findings are generally consistent with similar research conducted in the past. 2020-11-05T14:47:33Z 2020-11-05T14:47:33Z 2019 text/thesis https://hdl.handle.net/10365/31635 NDSU policy 190.6.2 https://www.ndsu.edu/fileadmin/policy/190.pdf application/pdf North Dakota State University
collection NDLTD
format Others
sources NDLTD
topic agriculture
CAPM
farmland
investment
spellingShingle agriculture
CAPM
farmland
investment
Messner, Bryce Jaden
Investing in United States Farmland: A Capital Asset Pricing Model Analysis
description 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 favorable returns and low correlation with other commonly held assets. This study’s findings are generally consistent with similar research conducted in the past.
author Messner, Bryce Jaden
author_facet Messner, Bryce Jaden
author_sort Messner, Bryce Jaden
title Investing in United States Farmland: A Capital Asset Pricing Model Analysis
title_short Investing in United States Farmland: A Capital Asset Pricing Model Analysis
title_full Investing in United States Farmland: A Capital Asset Pricing Model Analysis
title_fullStr Investing in United States Farmland: A Capital Asset Pricing Model Analysis
title_full_unstemmed Investing in United States Farmland: A Capital Asset Pricing Model Analysis
title_sort investing in united states farmland: a capital asset pricing model analysis
publisher North Dakota State University
publishDate 2020
url https://hdl.handle.net/10365/31635
work_keys_str_mv AT messnerbrycejaden investinginunitedstatesfarmlandacapitalassetpricingmodelanalysis
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