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Properties of the Margrabe Best-of-Two strategy to tactical asset allocation

David Ardia, Kris Boudt, Stefan Hartmann & Giang Nguyen

Abstract
   
Keywords 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 Journal article (English)
Date of appearance 2019
Journal International Review of Financial Analysis, Forthcoming
Volume 00
Issue 00
Pages 01-01
URL http://dx.doi.org/10.2139/ssrn.3081036