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Properties of the Margrabe best–of–two strategy to tactical asset allocation

Author
Organization
Keywords
Economics and Econometrics, Finance, best-of-two, bond-equity, margrabe, tactical asset allocation, upside potential, downside protection

Citation

Please use this url to cite or link to this publication:

MLA
Ardia, David, et al. “Properties of the Margrabe Best–of–Two Strategy to Tactical Asset Allocation.” NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, doi:10.1016/j.irfa.2018.12.014.
APA
Ardia, D., Boudt, K., Hartmann, S., & Nguyen, G. (2021). Properties of the Margrabe best–of–two strategy to tactical asset allocation. NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. https://doi.org/10.1016/j.irfa.2018.12.014
Chicago author-date
Ardia, David, Kris Boudt, Stefan Hartmann, and Giang Nguyen. 2021. “Properties of the Margrabe Best–of–Two Strategy to Tactical Asset Allocation.” NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. https://doi.org/10.1016/j.irfa.2018.12.014.
Chicago author-date (all authors)
Ardia, David, Kris Boudt, Stefan Hartmann, and Giang Nguyen. 2021. “Properties of the Margrabe Best–of–Two Strategy to Tactical Asset Allocation.” NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. doi:10.1016/j.irfa.2018.12.014.
Vancouver
1.
Ardia D, Boudt K, Hartmann S, Nguyen G. Properties of the Margrabe best–of–two strategy to tactical asset allocation. NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 2021;
IEEE
[1]
D. Ardia, K. Boudt, S. Hartmann, and G. Nguyen, “Properties of the Margrabe best–of–two strategy to tactical asset allocation,” NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021.
@article{8600240,
  author       = {Ardia, David and Boudt, Kris and Hartmann, Stefan and Nguyen, Giang},
  issn         = {1057-5219},
  journal      = {NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS},
  keywords     = {Economics and Econometrics,Finance,best-of-two,bond-equity,margrabe,tactical asset allocation,upside potential,downside protection},
  language     = {eng},
  title        = {Properties of the Margrabe best–of–two strategy to tactical asset allocation},
  url          = {http://dx.doi.org/10.1016/j.irfa.2018.12.014},
  year         = {2021},
}

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