Frank A. Sortino – författare
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2 produkter
Managing Downside Risk in Financial Markets
Av Stephen Satchell, Frank A. Sortino
E-bok, 2001
1410 kr
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Quantitative methods have revolutionized the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking to name but some of the applications. Downside-risk, as a quantitative method, is an accurate …
Sortino Framework for Constructing Portfolios
Focusing on Desired Target Return™ to Optimize Upside Potential Relative to Downside Risk
E-bok, 2009
655 kr
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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 future …
