The Sortino Framework for Constructing Portfolios

Focusing on Desired Target Return™ to Optimize Upside Potential Relative to Downside Risk
The Sortino Framework for Constructing Portfolios on ScienceDirect(Opens new window)
Hardbound, 192 Pages
Published: OCT-2009
ISBN 13: 978-0-12-374992-5
Imprint: ELSEVIER

Actions


Ron Surz
David Hand
Robert van der Meer
Neil Riddles
James Pupillo
Auke Plantinga
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


 
Last update: 6 Nov 2011