Stefan Hartmann

Finvex Group

Arenbergstraat 44

Brussels, B-1000

Belgium

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Scholarly Papers (1)

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

International Review of Financial Analysis, Forthcoming
Number of pages: 26 Posted: 06 Dec 2017 Last Revised: 31 Dec 2018
David Ardia, Kris Boudt, Stefan Hartmann and Giang Nguyen
HEC Montreal - Department of Decision Sciences, Ghent University, Finvex Group and Vrije Universiteit Brussel (VUB)
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Abstract:

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