Violin thesis

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Violin thesis in 2021

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Violin cost

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What are the pros and cons of investing in violins?

Anecdotally, we are told that violins are good and safe investments, that prices go up, not down, but compared to other investment classes there exists very little academic research or published studies on this subject. Historically, this was due to limited access to sale and pricing data.

What did the study show about violin investments?

The study also demonstrated that violin investments offer a valid means of diversification. Including Stradivari into a diversified portfolio raises the Sharpe ratio by 12%, after unsmoothing, and improves the efficient frontier under CAPM assumption, from 1980 until today.

What is the risk-adjusted return for investments in violins?

The risk-adjusted return for investments in violins is similar to that of art and superior to that of gold. The correlation between violins and other financial asset classes is significantly low. Violins are negatively correlated to bonds and real state, and positively correlated to commodities and art.

Last Update: Oct 2021


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