{"id":{"repo_id":"uiuc","oai_identifier":"oai:www.ideals.illinois.edu:2142/113866"},"canonical_url":"https://search.dev.ndltd.org/etd/uiuc/oai:www.ideals.illinois.edu:2142/113866","repository":{"repo_id":"uiuc","name":"University of Illinois - Urbana-Champaign","base_url":"https://www.ideals.illinois.edu/oai-pmh"},"display":{"title":"The role of farmland in a mixed asset investment portfolio","abstract":"Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-04-06 without embargo terms","abstract_html":"Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-04-06 without embargo terms","abstract_has_math":false,"creators":["Elmore, Ailie Carlene"],"institution":"University of Illinois at Urbana-Champaign","degree_name":"M.S.","degree_level":"Thesis","degree_discipline":"Agricultural & Applied Econ","degree_department":null,"school":null,"contributors":["Sherrick, Bruce J."],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2022,"date_issued":"2022-04-29T21:34:33Z","date_published":"2022-04-29T21:34:33Z","updated_at":"2026-07-22T22:24:53Z","subjects":["Agriculture"],"languages":["en","eng"],"rights":["© 2021 Ailie Carlene Elmore. 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Finally, the efficient frontier using these assets is derived, and the optimal portfolio composition is determined. Sensitivity analysis related to returns measurement, volatility smoothing, and aggregation bias is presented to demonstrate the robustness of the results. Farmland’s high returns and low standard deviation contribute to an efficient portfolio of stocks, bonds, and treasuries. Even when there are shocks to returns and volatility, farmland remains a large component in efficient portfolios. The findings of this study show that adding farmland to a mixed asset investment portfolio not only provides diversification benefits but can also increase the returns for a long-term investor."]},{"key":"dc:format","label":"Dc Format","values":["application/pdf"]},{"key":"dc:title","label":"Title","values":["The role of farmland in a mixed asset investment portfolio"]}]}],"canonical_facts":{"dc:contributor":["Sherrick, Bruce J."],"dc:creator":["Elmore, Ailie Carlene"],"dc:date":["2022-04-29T21:34:33Z","2021-12","2021-12-06"],"dc:description":["Submission original under an indefinite embargo labeled 'Open Access'. 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