The word, "LORD" here refers to the Lord God, our Father, not Jesus Christ. When Paul uses the word "Lord" without including "Jesus" or when it is clear from the passage that he is discussing Christ, Paul is usually referring to the Father.
One should never forget, God the Father returns too, not just Jesus. Here is a companion verse from Zech 14:
5 Then you shall flee through My mountain valley, For the mountain valley shall reach to Azal. Yes, you shall flee As you fled from the earthquake In the days of Uzziah king of Judah. Thus the Lord my God will come, And all the saints with You.
Notice the Saints are with the Father??? Here is another companion verse from Dan 7 describing the Return of the Father.
21 I was watching; and the same horn was making war against the saints, and prevailing against them, 22 until the Ancient of Days came, and a judgment was made in favor of the saints of the Most High, and the time came for the saints to possess the kingdom.
Notice here the Father returning and the saints are possessing the kingdom?
9 "I watched till thrones were put in place, And the Ancient of Days was seated; His garment was white as snow, And the hair of His head was like pure wool. His throne was a fiery flame, Its wheels a burning fire; 10 A fiery stream issued And came forth from before Him. A thousand thousands ministered to Him; Ten thousand times ten thousand stood before Him.
So again, 1 Thes 4:14 discusses the Return of God the Father and it is He who brings the Saints, whose asleep in Jesus.
14 For if we believe that Jesus died and rose again, even so God will bring with Him those who sleep in Jesus.
Thus all mention of the word "LORD" in this passage, verses 13-18 discuss the Father.