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

9780123749925

2009027583


Investment analysis
Portfolio management
Risk management

332.6 SOR