Work

Properties of the Margrabe Best-of-Two Strategy to Tactical Asset Allocation

Year: 2017

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2018.12.014

Authors: David Ardia, Kris Boudt, Stefan Hartmann, Giang Nguyen

Institutions: HEC Montréal, Vrije Universiteit Brussel, Vrije Universiteit Amsterdam

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

Funder: Innoviris

OpenAlex ID: W2905200467

FWCI:

Cites: 25

Cited by: 2

Related to: 10