Investing in United States Farmland: A Capital Asset Pricing Model Analysis
| dc.contributor.author | Messner, Bryce Jaden | |
| dc.date.accessioned | 2020-11-05T14:47:33Z | |
| dc.date.available | 2020-11-05T14:47:33Z | |
| dc.date.issued | 2019 | |
| dc.description.abstract | 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. | en_US |
| dc.identifier.uri | https://hdl.handle.net/10365/31635 | |
| dc.publisher | North Dakota State University | en_US |
| dc.rights | NDSU policy 190.6.2 | en_US |
| dc.rights.uri | https://www.ndsu.edu/fileadmin/policy/190.pdf | en_US |
| dc.subject | agriculture | en_US |
| dc.subject | CAPM | en_US |
| dc.subject | farmland | en_US |
| dc.subject | investment | en_US |
| dc.title | Investing in United States Farmland: A Capital Asset Pricing Model Analysis | en_US |
| dc.type | Thesis | en_US |
| ndsu.advisor | Hanson, Erik | |
| ndsu.college | Agriculture, Food Systems and Natural Resources | en_US |
| ndsu.degree | Master of Science (MS) | en_US |
| ndsu.department | Agribusiness and Applied Economics | en_US |
| ndsu.program | Agribusiness and Applied Economics | en_US |
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