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Keywords: Structural break
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Journal Articles
Journal:
Agricultural Finance Review
Agricultural Finance Review (2007) 67 (2): 259–278.
Published: 01 November 2007
...Dustin L. Pendell; Allen M. Featherstone Structural breaks have been found to have large effects on optimal investment allocations. This analysis empirically tests for a structural break and then evaluates the impact the break has on the optimal allocation of agricultural and nonagricultural...
