Art and Finance: Fine Art Derivatives
This work is intended to introduce a new kind of asset, the so called art asset. This financial tool is an asset whose value is related to an art-work, and in particular to the artist reputation. It will be shown the evaluation of an art asset by using a particular kind of volatility, the α-hedging...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Accademia Peloritana dei Pericolanti
2014-04-01
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| Series: | Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1478/AAPP.92S1B3 |