Properties of the Margrabe Best-of-Two strategy to tactical asset allocation
David Ardia, Kris Boudt, Stefan Hartmann & Giang Nguyen
| Résumé |
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| Mots-clés |
Best-of-Two, Bond-Equity, Margrabe, Tactical Asset Allocation, Upside Potential, Downside Protection |
| Citation | 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, Forthcoming, 00(00), 01-01. |
| Type | Article de périodique (Anglais) |
| Date de publication | 2019 |
| Nom du périodique | International Review of Financial Analysis, Forthcoming |
| Volume | 00 |
| Numéro | 00 |
| Pages | 01-01 |
| URL | http://dx.doi.org/10.2139/ssrn.3081036 |