The Sortino Framework for Constructing Portfolios

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  • Author : Frank A. Sortino
  • Publisher : Elsevier
  • Pages : 192 pages
  • ISBN : 9780080961682
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>The Sortino Framework for Constructing Portfolios

Download or Read online The Sortino Framework for Constructing Portfolios full in PDF, ePub and kindle. this book written by Frank A. Sortino and published by Elsevier which was released on 27 November 2009 with total page 192 pages. We cannot guarantee that The Sortino Framework for Constructing Portfolios book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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 returns. The Sortino method presents an innovative change from this traditional approach. Rather than using the client’s risk as the main factor, this method uses the client’s desired return. • Only book to describe the Sortino method and Desired Target ReturnTM 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 which the method has still beaten all S&P benchmarks.

The Sortino Framework for Constructing Portfolios

The Sortino Framework for Constructing Portfolios
  • Author : Frank A. Sortino
  • Publisher : Elsevier
  • Release : 27 November 2009
GET THIS BOOK The Sortino Framework for Constructing Portfolios

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 returns. The Sortino method presents an innovative change from this traditional approach. Rather than using the client’s risk as the main factor, this method uses the client’s desired return. • Only

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GET THIS BOOK Robust Equity Portfolio Management Website

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GET THIS BOOK Advances in Portfolio Construction and Implementation

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GET THIS BOOK Managing Downside Risk in Financial Markets

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