Art as an investment: Short and long-term comovements in major painting markets
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More about this item
KeywordsArt and collectibles; portfolio diversification; market efficiency; risk and return; C32; D12; G11;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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