Art as investment
“It also compares investing in Art to several other traditional and non-traditional investments.”
StrategyMomentumliquidity premium
TechniqueLinear factor model
GeographyEurope
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodMomentum and trend following by year
FamilyMomentum and trend following289Factor investing240Machine learning return prediction153News sentiment and text signals14818 more · 854
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