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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, 2020.
APA
Ardia, D., Boudt, K., Hartmann, S., & Nguyen, G. (2020). Properties of the Margrabe best–of–two strategy to tactical asset allocation. NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS.
Chicago author-date
Ardia, David, Kris Boudt, Stefan Hartmann, and Giang Nguyen. 2020. “Properties of the Margrabe Best–of–Two Strategy to Tactical Asset Allocation.” NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS.
Chicago author-date (all authors)
Ardia, David, Kris Boudt, Stefan Hartmann, and Giang Nguyen. 2020. “Properties of the Margrabe Best–of–Two Strategy to Tactical Asset Allocation.” NTERNATIONAL 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. NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 2020;
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, 2020.
@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         = {2020},
}

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