Earlier this week The Daily Telegraph reported that Roxy had gotten into an altercation with her estranged father and his fiancée, fashion designer Lisa Ho.
The alleged incident occurred back in May during the trial of Roxy’s husband Oliver Curtis for insider trading.
Jacenko has since denied the allegations that she lashed out at her dad.
“There is no basis for these allegations. I can only attribute such comments to a sad quest for public notoriety by my father Nick Jacenko and Lisa Ho.” Roxy told the Daily Mail.
However the police have launched an investigation into the claims and are calling for witnesses to come forward.
In a statement to news.com, a spokeswoman for NSW Police said “Police from Rose Bay local area command were called to Moncur St, near Queen St, Woollahra, about 7pm on Saturday the 14th of May in realtion to reports of an altercation. A number of statements were taken and witnesses to the incident are urged to contact police.”