LDI-Sensitive Equity Factor Portfolios: The ALM Perspective to Smart Beta Investing

Joseph Simonian; Ognjen Sosa; Satyajit Chandrashekar; Darby Nielson

doi:10.3905/jpm.2018.44.4.106

LDI-Sensitive Equity Factor Portfolios: The ALM Perspective to Smart Beta Investing

Joseph Simonian, Ognjen Sosa, Satyajit Chandrashekar and Darby Nielson

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 106-112; DOI: https://doi.org/10.3905/jpm.2018.44.4.106

Joseph Simonian

is a principal research analyst in the Global Asset Allocation group at Fidelity Investments in Boston, MA

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Ognjen Sosa

is a portfolio manager in the Global Asset Allocation group at Fidelity Investments in Boston, MA

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Satyajit Chandrashekar

is a quantitative analyst in the Equity group at Fidelity Investments in Boston, MA

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Darby Nielson

is managing director of quantitative research in the Equity group at Fidelity Investments in Boston, MA

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LDI-Sensitive Equity Factor Portfolios: The ALM Perspective to Smart Beta Investing

Joseph Simonian, Ognjen Sosa, Satyajit Chandrashekar, Darby Nielson

The Journal of Portfolio Management Mar 2018, 44 (4) 106-112; DOI: 10.3905/jpm.2018.44.4.106

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LDI-Sensitive Equity Factor Portfolios: The ALM Perspective to Smart Beta Investing

Joseph Simonian, Ognjen Sosa, Satyajit Chandrashekar, Darby Nielson

The Journal of Portfolio Management Mar 2018, 44 (4) 106-112; DOI: 10.3905/jpm.2018.44.4.106

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