Experts

Normane Gillmann

Quantitative Research Analyst

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 nine 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.

Research

A Theoretical Framework for Equity-Defensive Strategies

21/05/2019

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.

Jamil Baz, Josh Davis, Jerry Tsai, Normane Gillmann

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