Art as an investment: risk, return and portfolio diversification in major painting markets
Article Abstract:
A study on painting and financial markets over the period 1976 to 2000 and examining risk, return and portfolio diversification in these markets, is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2004
Corporate Profits, Economic aspects, Profit, Profits, Risk (Economics), Art industry, Art industries and trade, Industry forecasts, Diversification (Investments)
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2004
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Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets
Article Abstract:
The article uses Generalised Auto Regressive Conditional Heteroskedasticity models to examine the impact of hedging on future markets.
Publisher: Blackwell Publishers Ltd.
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2005
Usage, Hedging (Finance), Heteroscedasticity
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2005
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How is futures trading affected by the move to a computerized trading system? Lessons from the LIFFE FTSE 100 contract
Article Abstract:
Effects of computerization on trading in futures are discussed, based on clauses of the LIFFE FTSE 100 contract.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2006
Automation, Futures, Mechanization
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 2006
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Subjects list: United States, Analysis, Forecasts and trends, Futures market, Futures markets, Market trend/market analysis
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