Investment Instruments with Volatility Target Mechanism

By S. Albeverio, V. Steblovskaya and K. Wallbaum · Taylor & Francis · 2013 · INV201-109-25

A paper by S. Albeverio, V. Steblovskaya and K. Wallbaum in Quantitative Finance (volume 13, issue 10, October 2013, pages 1519-1528). The SOA supplies it as study note INV201-109-25, formerly QFIQ-132-21.

On the syllabus

Exam INV-201 — the whole paper; outcome 3h.

Contents unavailable The full text is restricted to subscribers and the SOA supplies it as a study note that is not available electronically. No free copy or abstract could be found, so this page records the citation and the assignment, and its sections are not listed.

Sources

Investment instruments with volatility target mechanism (Quantitative Finance 13(10), IDEAS/RePEc) — the bibliographic record: title, journal, volume, issue, pages, year and DOI 10.1080/14697688.2013.804943; no abstract is given and the full text is restricted
Crossref record for DOI 10.1080/14697688.2013.804943 — the authors (as initials and surname), journal, volume, issue, pages and publication date (October 2013)
INV 201 Introductory Study Note, Nov 2026/Mar 2027/Jul 2027 (SOA) — the study-note code INV201-109-25, its title and its former code QFIQ-132-21; the match of the study note to this journal article is by its identical title
INV 201 Syllabus, Nov 2026/Mar 2027/Jul 2027 (SOA) — the learning outcome and the statement that study notes are not available electronically