Art Market Momentum: An Analysis of Five Living Artists

被引：0
作者：
Strati, Francesco [1 ]
机构：
[1] PwC SpA, Milan, Italy
来源：
JOURNAL OF ALTERNATIVE INVESTMENTS | 2024年 / 26卷 / 04期
关键词：
RETURNS; INVESTMENT; PRICES;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The author investigates the presence of time -series momentum in the market of five highly rated living artists by considering a different approach, which asks a purely investment -related question: Is this index investable? He tests for time -series predictability and then examines the profitability of two different trading strategies: speculative and passive.
引用
收藏
页码：110 / 119
页数：10
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