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Maryna Tymoshenko

Master's thesis

The investment performance of wine and other collectibles

The investment performance of Fine Wine and other Collectibles
Abstract:
This thesis provides a combined analysis and compares different types of collectibles available to investors, specifically the markets of wine, cars, art, and whisky as alternative investment options. The thesis examines the risk, returns, hedging and diversification benefits of selected collectibles markets and different types of assets within them through Sharpe ratio, correlation and portfolio construction …more
Abstract:
This thesis provides a combined analysis and compares different types of collectibles available to investors, specifically the markets of wine, cars, art, and whisky as alternative investment options. The thesis examines the risk, returns, hedging and diversification benefits of selected collectibles markets and different types of assets within them through Sharpe ratio, correlation and portfolio construction …more
 

Keywords

Portfolio Correlation Risk-adjusted Return Hedging Inflation Collectibles Investment Market Fear Diversification

Keywords

Collectibles Investment Portfolio Diversification Hedging Inflation Market Fear Risk-adjusted Return Correlation
 
Language used: English
Date on which the thesis was submitted / produced: 8. 5. 2022
Identifier: https://vskp.vse.cz/eid/86298

Thesis defence

  • Date of defence: 30. 5. 2022
  • Supervisor: Karel Brůna
  • Reader: Ondřej Šíma

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https://vskp.vse.cz/eid/86298