The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return(tm) to Optimize Upside Potential Relative to Downside Risk by Frank A. Sortino

The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return(tm) to Optimize Upside Potential Relative to Downside Risk

Frank A. Sortino

158 pages • missing pub info (editions)

nonfiction business economics medium-paced
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Description

The most common way of constructing portfolios is to use traditional asset allocation strategies, which match the client's risk appetite to a weighted allocation strategy of fixed income, equities, and other types of assets. This method focuses on...

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