Author : F Sortino
Release Date: 26 Oct 2009
Imprint: Elsevier Science
ISBN: 9780123749925
Pages: 192
Dimensions: 234 X 155
Readership
Primary: Portfolio managers of high net worth individuals and institutional investors,
Wealth Managers and Financial Advisors in Private Bank, Money Management Firms, and Wealth Management Firms, Portfolio Managers and Investment Officers in Money Management Firms, Private Banks, and Wealth Management Firms
The Sortino Framework for Constructing Portfolios, 1st Edition
Building the Framework
Chapter 1. The Big Picture.
Chapter 2. Getting All The Pieces of the Puzzle.
Chapter 3. Beyond the Sortino Ratio
Chapter 4. Optimization & Portfolio Selection
Applications
Chapter 5. Birth of the DTRTM 401(k) Plan:
Chapter 6. A Reality Check From An Institutional Investor:
Chapter 7. Integrating the DTR Framework into a Complex Corporate Structure:
Chapter 8. The Role of Regulation in the Next Financial Market Evolution:
Chapter 9. Sharing Downside Risk in Defined Benefit Pension Plans:
Chapter 10. (Reprint) On the Foundation of Performance Measures under Asymmetric Returns, Christian S. Pedersen and Stephen E. Satchell
Appendix 1. Formal Definitions and Procedures
