SMEAL WIKI

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

David Ardia, Kris Boudt, Stefan Hartmann, Giang Nguyen
Year2017
VenueInternational Review of Financial Analysis
Typearticle
Citations2
DOI10.1016/j.irfa.2018.12.014
OpenAlexW2905200467

Topics

Risk and Portfolio OptimizationDownside riskAsset allocationPortfolioAlternative assetEquity (law)