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LDI: Low Yields, Customization, and Managing Downside Risk—Avoiding a “Mexican Standoff”

Sean Kurian
The Journal of Investing Winter 2016, 25 (4) 121-133; DOI: https://doi.org/10.3905/joi.2016.25.4.121
Sean Kurian
is a managing director in the Pensions & LDI Solutions group and head of structuring and derivatives portfolio management at Conning in New York, NY.
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  • For correspondence: sean.kurian@conning.com
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Article Information

vol. 25 no. 4 121-133
DOI 
https://doi.org/10.3905/joi.2016.25.4.121

Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online November 30, 2016.

Copyright & Usage 
© 2016 Pageant Media Ltd

Author Information

  1. Sean Kurian
    1. is a managing director in the Pensions & LDI Solutions group and head of structuring and derivatives portfolio management at Conning in New York, NY. (sean.kurian{at}conning.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Vol. 25, Issue 4
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LDI: Low Yields, Customization, and Managing Downside Risk—Avoiding a “Mexican Standoff”
Sean Kurian
The Journal of Investing Nov 2016, 25 (4) 121-133; DOI: 10.3905/joi.2016.25.4.121

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LDI: Low Yields, Customization, and Managing Downside Risk—Avoiding a “Mexican Standoff”
Sean Kurian
The Journal of Investing Nov 2016, 25 (4) 121-133; DOI: 10.3905/joi.2016.25.4.121
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  • Article
    • Abstract
    • CUSTOMIZATION
    • MEXICAN STANDOFF
    • DOWNSIDE RISK MANAGEMENT
    • TRIGGERS
    • CONCLUSIONS
    • ENDNOTES
    • REFERENCE
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