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Using Conditional Value at Risk (CVaR) to select radiata pine trees for operational deployment

dc.creatorPinto,Antonio A
dc.creatorAlzamora,Rosa M
dc.creatorApiolaza,Luis A
dc.date2015-01-01
dc.date.accessioned2019-06-12T02:00:38Z
dc.date.available2019-06-12T02:00:38Z
dc.identifierhttps://scielo.conicyt.cl/scielo.php?script=sci_arttext&pid=S0717-92002015000100015
dc.identifier.urihttps://bibliotecadigital.infor.cl/handle/20.500.12220/28932
dc.descriptionConditional Value at Risk (CVaR) was used to account for risk when building a portfolio of Pinus radiata trees for operational plantation deployment, under hypothetical changes on volume, modulus of elasticity, resin defects and lumber prices. The study considers three groups of trees grown to produce appearance lumber, structural lumber, or both. The CVaR model selected structural trees, which had high and variable returns across a wide range of risks, especially under low aversion scenarios; however, as risk-aversion increased, the model diversified incorporating trees producing both structural and appearance grades. Similarly, trees producing solely appearance grades, characterized by having the lowest returns variability, were only incorporated in scenarios of high risk-aversion.
dc.formattext/html
dc.languageen
dc.publisherUniversidad Austral de Chile, Facultad de Ciencias Forestales
dc.relation10.4067/S0717-92002015000100015
dc.rightsinfo:eu-repo/semantics/openAccess
dc.sourceBosque (Valdivia) v.36 n.1 2015
dc.subjectRadiata pine
dc.subjectwood traits
dc.subjectportfolio selection
dc.subjectCVaR
dc.titleUsing Conditional Value at Risk (CVaR) to select radiata pine trees for operational deployment
dc.typeArtículo de revista


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