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

Author(s)

Boudt, Kris

Hartmann, Stefan

Nguyen, Giang

Date issued

2019

In

International Review of Financial Analysis, Forthcoming

Vol

00

No

00

From page

01

To page

01

Reviewed by peer

1

Subjects

Best-of-Two Bond-Equity Margrabe Tactical Asset Allocation Upside Potential Downside Protection

Publication type

journal article

Identifiers

DOI

File(s)

Name

1-s2.0-S105752191830190X-main.pdf

Type

Main Article

Size

2.95 MB

Format

Adobe PDF