Abstract
In China’s art investment market, there has been a lack of effective and reasonable portfolio selection, so this paper analyses the characteristics of the Chinese art investment market, and the Hedonic model and Data Mining Technology (DMT) are used to construct one new models of 6-month yield expectation and investment risk of art portfolio. A new method based on hedonic method and DMT is proposed and used to solve the problem of Chinese art portfolio selection. Finally, the empirical about Chinese art portfolio selection results show the practicability and effectiveness of the proposed method.
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Wang, Zy. Application of Hedonic Model and Data Mining in the Selection of Chinese Art Asset Portfolio. Wireless Pers Commun 102, 1633–1643 (2018). https://doi.org/10.1007/s11277-017-5223-y
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DOI: https://doi.org/10.1007/s11277-017-5223-y