Targeted Return Portfolio Construction

MW Sherwood - The Journal of Investing, 2019 - pm-research.com
This seminal work introduces a portfolio construction framework for risk-averse investors that
aims to meet, or exceed, a return objective or liability coverage obligation. The author …

LDI: Complexities, Challenges, and Opportunities

SR Thiagarajan, B Schachter… - The Journal of Investing, 2012 - pm-research.com
This special issue of The Journal of Investing presents a set of articles that addresses some
facets of the complex issues around liability-driven investment (LDI). Given the complexity of …