Investing in movies

Mark J Ferrari and Andrew Rudd ()
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Andrew Rudd: Advisor Software, Inc.

Journal of Asset Management, 2008, vol. 9, issue 1, No 3, 22-40

Abstract: Abstract Investment managers are becoming increasingly interested in intellectual property as an asset class, and a large part of this intellectual property is filmed content created by the major movie studios. We have collected reliable information about the creative content and financial performance of feature films, and used this data to better understand the returns to investing in movies. We describe the valuation context of feature films and list the important factors influential in explaining financial returns. These factors are then used to build a quantitative, multiple factor valuation and risk model of the asset class.

Keywords: movies; valuation; risk; multiple factor model; locally weighted regression (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1057/palgrave.jam.2250091

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