The Sortino Framework for Constructing Portfolios

Written By Frank A. Sortino
The Sortino Framework for Constructing Portfolios
  • Publsiher : Elsevier
  • Release : 27 November 2009
  • ISBN : 9780080961682
  • Pages : 192 pages
  • Rating : /5 from reviews
GET THIS BOOKThe Sortino Framework for Constructing Portfolios


Download or read book entitled The Sortino Framework for Constructing Portfolios by author: Frank A. Sortino which was release on 27 November 2009 and published by Elsevier with total page 192 pages . This book available in PDF, EPUB and Kindle Format. 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 Date : 2009-11-27
  • Total pages : 192
  • ISBN : 9780080961682
GET BOOK

Summary : 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 ...

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  • Release Date : 2018-10-09
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  • ISBN : 9780080961682
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Summary : Muscular Portfolios is here to change the investing game — and help you leave stress behind with a stronger, smarter approach to investing. For decades, the financial services industry has sold risky investments, claiming that this was the only path to large gains. But this strategy is highly vulnerable to big ...

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  • ISBN : 9780080961682
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  • ISBN : 9780080961682
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  • ISBN : 9780080961682
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  • ISBN : 9780080961682
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Summary : Read online Risk written by , published by which was released on 2005. Download full Risk Books now! Available in PDF, ePub and Kindle....

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  • ISBN : 9780080961682
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Summary : Liquid alternatives give investors access to hedge fund strategies with the benefits of '40 Act products: lower fees, higher liquidity, greater transparency, and improved tax efficiency. Alts Democratized is a hands-on guide that offers financial advisors and individual investors the tools and analysis to enhance client portfolios using alternative mutual ...

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  • ISBN : 9780080961682
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  • ISBN : 9780080961682
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Summary : This is a comprehensive book on robust portfolio optimization, which includes up-to-date developments and will interest readers looking for advanced material on portfolio optimization. The book will also attract introductory-level readers because it begins by reviewing the foundations of portfolio optimization. The material in this book emphasizes applications in equity ...

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Summary : The Encyclopedia of Actuarial Science presents a timely and comprehensive body of knowledge designed to serve as an essential reference for the actuarial profession and all related business and financial activities, as well as researchers and students in actuarial science and related areas. Drawing on the experience of leading international ...

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