This chapter takes a close look at the financial implications of including art as an alternative asset class. Faced with under-performing portfolios, investors are continually seeking alternative assets and sophisticated solutions to reap high returns while minimizing risk. This previously nontransparent market is becoming more accessible via the increasing availability of indices and data on the art market. Additionally, art funds offer investors the opportunity to invest indirectly into the art market. Indirect investment into the art market results in losing the aesthetic pleasure from holding the art; however, financial gains can be made through pooling resources with the help of experts while gaining from diversification benefits. The art fund market is still in its infancy. There are few alternatives, and these are only available to investors willing to invest at a substantial level. Entry levels are at present still high. In time, these funds may become more accessible to the mainstream investor through pooling joint interests.