Beauty is in the Bid of the Beholder: An Empirical Basis for Style

William Goetzmann, Mauro Maggioni, Johan Walden and Peter Jones

Yale School of Management Working Papers from Yale School of Management

Abstract: We develop a method for classification of works of art based on their price dynamics. The method is in the same spirit a factor models commonly used within financial economics. Factor models assume that price dynamics of assets are related to underlying fundamental characteristics. We assume that such characteristics exist for works of art, and that they are associated

Date: 2004-11-01
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