The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return to Optimize Upside Potential Relative to Downside Risk Book Information:

The most common way of constructing portfolios is to use traditional asset allocation strategies, which match the clients 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 returns.The Sortino method presents an innovative change from this traditional approach. Rather than using the clients risk as the main factor, this method uses the clients desired return. Only book to describe the Sortino method and Desired Target Return in a way that enables portfolio managers to adopt the method Software to implement the portfolio construction method is included free of charge to book buyers on a password protected Elsevier website. Book buyers can use the software to construct portfolios using this method right away, in real time. They can also load in their current portfolios and measure them against these measures. The Sortino method has been tested over 20 years at the Pension Research Institute. Portfolio managers can be confident of the success of the method, even returns in the economic crisis,in whichthe method has still beaten all S&P benchmarks.

• Book Type :

Higher Education Textbooks

• Book Binding :

Paperback

• Language :

English

• Number of Pages :

192

• ISBN - 10 :

978012374992

• The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return to Optimize Upside Potential Relative to Downside Risk Published On :

Import, 27 Nov 2009

• Resource:

Textbooks & Study Guides, Higher Education Textbooks Books for Students, Teachers, Graudates, Professionals and all others

Disclaimer:

• The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return to Optimize Upside Potential Relative to Downside Risk Book is not for reading online or for free download in PDF or eBook format.
• Table of Contents,Index,Syllabus,summary and image of The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return to Optimize Upside Potential Relative to Downside Risk book may be of a different edition or of the same title.
• Price can change due to reprinting, price change by publisher or sourcing cost change for imported books.
• The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return to Optimize Upside Potential Relative to Downside Risk by Frank Alphonse Sortino Book reviews and ratings are trustworthy and product description given above are true to the best. Product Description posted here by sellers would be updated based on the Customers feedback, if the details are not accurate.
• Customers who bought this product can write your best reviews and suggest the product if the item's price is low which would be helpful for the buyers interested to purchase. Read Best & Top Books related to this item
• The above Bibliographic information is specific to this book listed for sale
• Special offers, deals & discounts on this product are subject to the terms and conditions of the website