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Conditional Volatility Targeting
Manage episode 282840177 series 2860291
A summary of “Conditional Volatility Targeting” by Dion Bongaerts, Xiaowei Kang, CFA, and Mathijs van Dijk, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.
Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/conditional-volatility-targeting
61 episoder
Manage episode 282840177 series 2860291
A summary of “Conditional Volatility Targeting” by Dion Bongaerts, Xiaowei Kang, CFA, and Mathijs van Dijk, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.
Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/conditional-volatility-targeting
61 episoder
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