The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk /

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 how the money is allocated, rather than on futu...

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Bibliographic Details

Corporate Author:	ScienceDirect (Online service)
Other Authors:	Sortino, Frank Alphonse, 1932-
Format:	eBook
Language:	English
Published:	Amsterdam ; Boston : Elsevier, [2010]
Series:	Elsevier finance.
Subjects:	Portfolio management. Investment analysis. Risk management. Electronic books.
Online Access:	Connect to the full text of this electronic book Connect to the full text of this electronic book