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Quantitative Research and Analytics Three Dogs That Did Not Bark: Risk Premia and Stock Market Shocks Three Dogs That Did Not Bark: Risk Premia and Stock Market Shocks
Quantitative Research and Analytics A Theoretical Framework for Equity-Defensive Strategies A Theoretical Framework for Equity-Defensive Strategies We show that the return to a defensive equity portfolio can be decomposed into a hedging component and a component that seeks to generate returns.
Normane Gillmann Quantitative Research Analyst Share Share Share via LinkedIn Share via Facebook Share via Twitter Share via Email Add Add Download Download Print Print Mr. Gillmann is a vice president in the Newport Beach office and a portfolio manager in the quantitative strategies group. He joined PIMCO in 2017. He has eight years of investment experience and holds a master's degree in financial engineering from the University of California, Berkeley. He received undergraduate and master's degrees in statistics from ENSAE ParisTech.
