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  • Hedging variable annuities: portfolio rebalancing frequency
    Hedging variable annuities: portfolio rebalancing frequency This article examines how the choice of the rebalancing frequency in a variable annuity hedging program impacts hedging. rebalancing ...

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    • Authors: Maciej Augustyniak, Mathieu Boudreault
    • Date: Feb 2018
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Annuities