The investment performance of Fine Wine and other Collectibles
| Název práce: | The investment performance of wine and other collectibles |
|---|---|
| Autor(ka) práce: | Tymoshenko, Maryna |
| Typ práce: | Diploma thesis |
| Vedoucí práce: | Brůna, Karel |
| Oponenti práce: | Šíma, Ondřej |
| Jazyk práce: | English |
| Abstrakt: | 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. The paper also explores the relationship of collectibles with inflation and market volatility through graphical analysis using line charts. |
| Klíčová slova: | Collectibles; Investment; Portfolio; Diversification; Hedging; Inflation; Market Fear; Risk-adjusted Return; Correlation |
| Název práce: | The investment performance of Fine Wine and other Collectibles |
|---|---|
| Autor(ka) práce: | Tymoshenko, Maryna |
| Typ práce: | Diplomová práce |
| Vedoucí práce: | Brůna, Karel |
| Oponenti práce: | Šíma, Ondřej |
| Jazyk práce: | English |
| Abstrakt: | 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. The paper also explores the relationship of collectibles with inflation and market volatility through graphical analysis using line charts. |
| Klíčová slova: | Portfolio; Correlation; Risk-adjusted Return; Hedging; Inflation; Collectibles; Investment; Market Fear; Diversification |
Informace o studiu
| Studijní program / obor: | Finance and Accounting |
|---|---|
| Typ studijního programu: | Magisterský studijní program |
| Přidělovaná hodnost: | Ing. |
| Instituce přidělující hodnost: | Vysoká škola ekonomická v Praze |
| Fakulta: | Fakulta financí a účetnictví |
| Katedra: | Katedra měnové teorie a politiky |
Informace o odevzdání a obhajobě
| Datum zadání práce: | 20. 11. 2021 |
|---|---|
| Datum podání práce: | 8. 5. 2022 |
| Datum obhajoby: | 30. 5. 2022 |
| Identifikátor v systému InSIS: | https://insis.vse.cz/zp/78805/podrobnosti |