Conditional Volatility Targeting

10/16/20 • 4 min

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

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

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A New Framework for Analyzing Market Share Dynamics among Fund Families

A summary of “A New Framework for Analyzing Market Share Dynamics among Fund Families,” by Jan Jaap Hazenberg in the Third Quarter issue of the Financial Analysts Journal.

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Editor's Snapshot, Financial Analysts Journal, First Quarter, 2021, Vol. 77, No. 1

Heidi Raubenheimer, managing editor of the Financial Analysts Journal, provides an overview of the First Quarter issue of 2021, featuring the following articles:

“Levered and Inverse Exchange-Traded Products: Blessing or Curse?” “Should Mutual Fund Investors Time Volatility?” “Reports of Value's Death May Be Greatly Exaggerated” “Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens” “Portfolio Choice with Path-Dependent Scenarios”