Announcement: SOA congratulates the new ASAs and CERAs for May 2024.

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  • Weighted Fund Style Analysis of Variable Annuity
    investigated the style rotating funds using a dynamic state space factor model and a holding based approach ... Laurent, Coen, Alain and Hubner, Georges, 2010. Dynamic Hedge Fund Style Analysis with Errors in Variables ...

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    • Authors: Guangwei Fan, Yuanjin Liu, Qichun Xu, Thomas Green, Kris Nilsson, Ethan Edens
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities