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

Sortino, Frank Alphonse

The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk Frank Sortino ... [et al.] - Amsterdam Elsevier 2010 - xvii, 158 p. : ill. ; 24 cm

Includes bibliographical references and index

ISBN: 9780123749925

ISSN: 2009027583

Subjects--Topical Terms:
Investment analysis
Portfolio management
Risk management

Dewey Class. No.: 332.6 SOR

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

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