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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.” INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, vol. 81, 2022, doi:10.1016/j.irfa.2018.12.014.
APA
Ardia, D., Boudt, K., Hartmann, S., & Nguyen, G. (2022). Properties of the Margrabe best–of–two strategy to tactical asset allocation. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 81. https://doi.org/10.1016/j.irfa.2018.12.014
Chicago author-date
Ardia, David, Kris Boudt, Stefan Hartmann, and Giang Nguyen. 2022. “Properties of the Margrabe Best–of–Two Strategy to Tactical Asset Allocation.” INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 81. https://doi.org/10.1016/j.irfa.2018.12.014.
Chicago author-date (all authors)
Ardia, David, Kris Boudt, Stefan Hartmann, and Giang Nguyen. 2022. “Properties of the Margrabe Best–of–Two Strategy to Tactical Asset Allocation.” INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 81. 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. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 2022;81.
IEEE
[1]
D. Ardia, K. Boudt, S. Hartmann, and G. Nguyen, “Properties of the Margrabe best–of–two strategy to tactical asset allocation,” INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, vol. 81, 2022.
@article{8600240,
  articleno    = {{101306}},
  author       = {{Ardia, David and Boudt, Kris and Hartmann, Stefan and Nguyen, Giang}},
  issn         = {{1057-5219}},
  journal      = {{INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS}},
  keywords     = {{Economics and Econometrics,Finance,best-of-two,bond-equity,margrabe,tactical asset allocation,upside potential,downside protection}},
  language     = {{eng}},
  pages        = {{15}},
  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}},
  volume       = {{81}},
  year         = {{2022}},
}

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