The investment performance of wine and other collectibles
| Thesis title: | The investment performance of wine and other collectibles |
|---|---|
| Author: | Tymoshenko, Maryna |
| Thesis type: | Diploma thesis |
| Supervisor: | Brůna, Karel |
| Opponents: | Šíma, Ondřej |
| Thesis language: | English |
| 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. The paper also explores the relationship of collectibles with inflation and market volatility through graphical analysis using line charts. |
| Keywords: | Collectibles; Investment; Portfolio; Diversification; Hedging; Inflation; Market Fear; Risk-adjusted Return; Correlation |
| Thesis title: | The investment performance of Fine Wine and other Collectibles |
|---|---|
| Author: | Tymoshenko, Maryna |
| Thesis type: | Diplomová práce |
| Supervisor: | Brůna, Karel |
| Opponents: | Šíma, Ondřej |
| Thesis language: | English |
| 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. The paper also explores the relationship of collectibles with inflation and market volatility through graphical analysis using line charts. |
| Keywords: | Portfolio; Correlation; Risk-adjusted Return; Hedging; Inflation; Collectibles; Investment; Market Fear; Diversification |
Information about study
| Study programme: | Finance and Accounting |
|---|---|
| Type of study programme: | Magisterský studijní program |
| Assigned degree: | Ing. |
| Institutions assigning academic degree: | Vysoká škola ekonomická v Praze |
| Faculty: | Faculty of Finance and Accounting |
| Department: | Department of Monetary Theory and Policy |
Information on submission and defense
| Date of assignment: | 20. 11. 2021 |
|---|---|
| Date of submission: | 8. 5. 2022 |
| Date of defense: | 30. 5. 2022 |
| Identifier in the InSIS system: | https://insis.vse.cz/zp/78805/podrobnosti |