MEASURING SYSTEMATIC RISK OF UNQUOTED AGRICULTURAL FARMS

In this paper we estimate systematic risk of the Slovak unquoted agricultural farms – agricultural cooperatives and companies, in the period of 2009-2012. An alternative Markowitz portfolio theory approach was applied. As a measure of the systematic risk, we used return on equity (ROE). Based on the...

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Bibliographic Details
Main Authors: Marián Tóth, Drahoslav Lančarič, Andrea Piterková, Radovan Savov, Tomáš Rábek
Format: Article
Language:English
Published: Slovak University of Agriculture 2014-03-01
Series:Review of Agricultural and Applied Economics
Subjects:
Online Access:http://roaae.org/wp-content/uploads/2014/11/RAAE_01_2014_Toth_et_al.pdf