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

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Organization
Keywords
Economics and Econometrics, Finance

Citation

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

Chicago
Ardia, David, Kris Boudt, Stefan Hartmann, and Giang Nguyen. 2019. “Properties of the Margrabe Best–of–two Strategy to Tactical Asset Allocation.” International Review of Financial Analysis.
APA
Ardia, D., Boudt, K., Hartmann, S., & Nguyen, G. (2019). Properties of the Margrabe Best–of–two strategy to tactical asset allocation. International Review of Financial Analysis.
Vancouver
1.
Ardia D, Boudt K, Hartmann S, Nguyen G. Properties of the Margrabe Best–of–two strategy to tactical asset allocation. International Review of Financial Analysis. Elsevier BV; 2019;
MLA
Ardia, David et al. “Properties of the Margrabe Best–of–two Strategy to Tactical Asset Allocation.” International Review of Financial Analysis (2019): n. pag. Print.
@article{8600240,
  author       = {Ardia, David and Boudt, Kris and Hartmann, Stefan and Nguyen, Giang},
  issn         = {1057-5219},
  journal      = {International Review of Financial Analysis},
  publisher    = {Elsevier BV},
  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         = {2019},
}

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