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| THE SORTINO FRAMEWORK FOR CONSTRUCTING PORTFOLIOS
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Focusing on Desired Target Return to Optimize Upside Potential Relative to Downside Risk
To order this title, and for more information, click here
By
Frank Sortino, Chairman and Chief Investment Officer, Pension Research Institute
Audience
Primary: Portfolio managers of high net worth individuals and institutional investors,
Wealth Managers and Financial Advisors in Private
Bank, Money Management Firms, and Wealth Management Firms, Portfolio Managers and Investment Officers in Money Management Firms, Private
Banks, and Wealth Management Firms
Contents
Building the Framework
Chapter 1. The Big Picture.
Chapter 2. Getting All The Pieces
of the Puzzle.
Chapter 3. Beyond the Sortino Ratio
Chapter 4. Optimization & Portfolio Selection
Applications
Chapter 5. Birth of the DTRTM 401(k) Plan:
Chapter
6. A Reality Check From An Institutional Investor:
Chapter 7. Integrating the DTR Framework into a Complex Corporate Structure:
Chapter 8. The Role of Regulation in the Next Financial Market Evolution:
Chapter 9. Sharing Downside
Risk in Defined Benefit Pension Plans:
Chapter 10. (Reprint) On the Foundation of Performance Measures under Asymmetric
Returns, Christian S. Pedersen and Stephen E. Satchell
Appendix 1. Formal Definitions and Procedures
| Bibliographic details |
Hardbound, 176 pages, publication date: OCT-2009
ISBN-13: 978-0-12-374992-5
Imprint: ELSEVIER
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| Price and Ordering |
Price:
EUR 42.95
GBP 36.99
USD 59.95
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Last update: 6 Nov 2009
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