SOA QFI Track 参考书超全大合集

https://bbs.pinggu.org/thread-6906828-1-1.html

文章名称：Guarantees and Target Volatility Funds

作者：Steven Morrison, Phd   Laura Tadrowski, Phd

出版信息：Moody's Analytics, September 2013

共12p，文字版（非扫描版）PDF

目录：

1. Introduction

2. Target volatility fund dynamics

3. The effect of equity model choice

4. The effect of rebalancing frequency

5. Conclusions

References